"Hojas de Examen" o solamente "Examen"

You can say both: "examen" or "hojas del examen". Both will be understood as refering to the actual paper sheets in your hand, although only the first can be used in other phrases. "Examen" is more generic, "hojas del examen" is a lot more specific. You can say "es temporada de examen", but it would sound weird if you said "es temporada de hojas de examen". Imagine a teacher standing in front of a student's desk, extending his arm and hand open. The student will perfectly understand either of these: "Dame tu examen" or "Dame las hojas de tu examen"

Literalmente se traduciría como "hojas de examen", pero normalmente solo utilizamos "examen". (Ejemplo: El profesor puso el examen sobre la mesa)

Exam papers or examination papers means "hojas de examen" in Spanish.

"cuaderno de examen, hoja de examen o simplemente examen"