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Reza Roshan

Observed names: reza roshan, roshan, reza
ORCID: 0000-0001-8072-9704
Observed ORCID: 0000-0001-8072-9704
OpenAlex ID: A5084786833
The Comparison among ARIMA and hybrid ARIMA-GARCH Models in Forecasting the Exchange Rate of Iran
2015 · Mosayeb Pahlavani, Reza Roshan · DOAJ (DOAJ: Directory of Open Access Journals) · 16
Comparison of Consumption Based Capital Asset Pricing (CCAPM) and Housing CCAPM (HCCAPM) Model in Explaining Stock Returns in Iran
2015 · Azam Mohammadzadeh, Mohammad Nabi Shahikitash, et al. · Naẓariyyah/hā-yi kārburdī-i iqtiṣād · 2
Determination of the Percentage of Hand-to-mouth Consumers among Iranian Households: CCAPM Framework and Euler's Equations
2019 · Reza Roshan · Journal of Economic Research and Policies · 1
Adjusted Consumption Capital Asset Pricing Model, According to the Marshall Preferences (Case Study: Iran)
2016 · Azam Mohammadzadeh, univercity of sistan & baluchestan, et al. · Journal of Research in Economic Modeling · 1
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The Effect of Exchange Rate Volatility on Imports of Capital Goods in the Industry Sector of Iran During Sanctions
2015 · Reza Roshan · International Journal of Resistive Economics · 1
Investigate the Causal and Contemporaneous Relations of Stock Returns, Trading Volume and Tehran Stock Exchange Return Volatility: Application of Var-grj-garch and Grj-garchdcc Multivariate Models
2014 · M Kashi, Reza Roshan, et al. · 1
Analysis of the Effect of Energy Price Volatility on the Export Competitiveness of Iranian Industries
2026 · Mojtaba Abbaszadeh, Reza Roshan · Business Marketing and Finance Open
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Adjusting the consumption-based capital asset pricing model by the estimate bid-ask spreads based on daily highest and lowest prices in Iran
2021 · Reza Roshan, Mohammad Nabi Shahiki Tash, et al. · Afro-Asian J of Finance and Accounting
Investigating the Role of real Money Balances in Households' Preferences function in the Framework of the Assets Pricing Models (M-CCAPM): Case study of Iran
2019 · Reza Roshan · Journal of Research in Economic Modeling
Consumption-Based Asset Pricing with Recursive Utility
2017 · Marjan Radnia, Mosayeb Pahlavani, et al. · DOAJ (DOAJ: Directory of Open Access Journals)
Adjusting Consumption Based Capital Asset Pricing Model within the Framework of an Open Economy: The Case of Iran
2017 · Jaber Bahrami, Mosayeb Pahlavani, et al. · International Journal of Economics and Financial Issues
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Investigation Equity Risk Premium Puzzle in Iran’s Economy Usinggmm Estimation in the S-ccapm Model
2017 · Azam Mohammadzadeh, Shahiki Tash Mohammadnabi, et al.
The Impact of Exchange Rate Changes on Asset Returns in the Framework of a Consumption Based Capital Asset Pricing Model
2017 · Jaber Bahrami, Mosayeb Pahlavani, et al. · RePEc: Research Papers in Economics
Investigating and Comparing Some Consumption-Based Asset Pricing Models: The Case of Iran
2016 · Azam Mohammadzadeh, Mohammad Nabi Shahiki Tash‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬‬, et al. · International Journal of Economics and Financial Issues
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The effects of real effective exchange rate on exports of Iranian caviar.
2014 · Reza Roshan, Abolghasem Barghandan, et al. · International journal of agriculture innovation and research
Investigation on Habit Formation, Risk Aversion and Intertemporal Substitution in Consumption of Iranian Households by GMM Approach
2013 · Reza Roshan, Mosayeb Pahlavani, et al.
Works count: 17
Citation count: 22
H-index: 2
I10-index: 1
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