4 citations · 5 across the 3 of their papers we have counts for
4 papers · 1 filter
Evaluating the Impact of Bitcoin on International Asset Allocation using Mean-Variance, Conditional Value-at-Risk (CVaR), and Markov Regime Switching Approaches
Mohammadreza Mahmoudi
This paper aims to analyze the effect of Bitcoin on portfolio optimization using mean-variance, conditional value-at-risk (CVaR), and Markov regime switching approaches. I assessed…
COVID Lessons: Was there any way to reduce the negative effect of COVID-19 on the United States economy?
Mohammadreza Mahmoudi
This paper aims to study the economic impact of COVID-19. To do that, in the first step, I showed that the adjusted SEQIER model, which is a generalization form of SEIR model, is a…
Identifying the Main Factors of Iran's Economic Growth using Growth Accounting Framework
Mohammadreza Mahmoudi
This paper aims to present empirical analysis of Iranian economic growth from 1950 to 2018 using data from the World Bank, Madison Data Bank, Statistical Center of Iran, and Centra…
Detection of Structural Regimes and Analyzing the Impact of Crude Oil Market on Canadian Stock Market: Markov Regime-Switching Approach
Mohammadreza Mahmoudi, Hana Ghaneei
This study aims to analyze the impact of the crude oil market on the Toronto Stock Exchange Index (TSX)c based on monthly data from 1970 to 2021 using Markov-switching vector autor…