Mohammad Reza Jahan-Parvar
Personal Details
First Name: | Mohammad |
Middle Name: | Reza |
Last Name: | Jahan-Parvar |
Suffix: | |
RePEc Short-ID: | pja212 |
https://sites.google.com/site/mrjahan/ | |
Affiliation
Federal Reserve Board (Board of Governors of the Federal Reserve System)
Washington, District of Columbia (United States)http://www.federalreserve.gov/
20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Daniel O. Beltran & Mohammad R. Jahan-Parvar & Fiona A. Paine, 2021. "Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs," International Finance Discussion Papers 1307, Board of Governors of the Federal Reserve System (U.S.).
- , 2020. "The Impact of Financial Sanctions: The Case of Iran 2011-2016," International Finance Discussion Papers 1281, Board of Governors of the Federal Reserve System (U.S.).
- Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
- Mohammad Jahan-Parvar & Filip Zikes, 2019. "When do low-frequency measures really measure transaction costs?," Finance and Economics Discussion Series 2019-051, Board of Governors of the Federal Reserve System (U.S.).
- Olivier J Blanchard & Christopher G. Collins & Mohammad R. Jahan-Parvar & Thomas Pellet & Beth Anne Wilson, 2018.
"Why Has the Stock Market Risen So Much Since the US Presidential Election?,"
Policy Briefs
PB18-4, Peterson Institute for International Economics.
- Olivier Jean Blanchard & Christopher G. Collins & Mohammad Jahan-Parvar & Thomas Pellet & Beth Anne Wilson, 2018. "Why Has the Stock Market Risen So Much Since the US Presidential Election?," International Finance Discussion Papers 1235, Board of Governors of the Federal Reserve System (U.S.).
- A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2018.
"Does Smooth Ambiguity Matter for Asset Pricing?,"
International Finance Discussion Papers
1221, Board of Governors of the Federal Reserve System (U.S.).
- A Ronald Gallant & Mohammad R Jahan-Parvar & Hening Liu, 2019. "Does Smooth Ambiguity Matter for Asset Pricing?," Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3617-3666.
- Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017. "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216, Board of Governors of the Federal Reserve System (U.S.).
- Sirio Aramonte & Mohammad Jahan-Parvar & Samuel Rosen & John W. Schindler, 2017. "Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads," International Finance Discussion Papers 1212, Board of Governors of the Federal Reserve System (U.S.).
- Sirio Aramonte & Mohammad Jahan-Parvar & Justin Shugarman, 2015.
"Institutions and return predictability in oil-exporting countries,"
Finance and Economics Discussion Series
2015-14, Board of Governors of the Federal Reserve System (U.S.).
- Aramonte, Sirio & Jahan-Parvar, Mohammad R. & Shugarman, Justin K., 2019. "Institutions and return predictability in oil-exporting countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 14-26.
- A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2015. "Measuring Ambiguity Aversion," Finance and Economics Discussion Series 2015-105, Board of Governors of the Federal Reserve System (U.S.).
- Bruno Feunou & Mohammad Jahan-Parvar & Cedric Okou, 2015.
"Downside Variance Risk Premium,"
Finance and Economics Discussion Series
2015-20, Board of Governors of the Federal Reserve System (U.S.).
- Bruno Feunou & Mohammad R Jahan-Parvar & Cédric Okou, 2018. "Downside Variance Risk Premium," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 16(3), pages 341-383.
- Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou, 2015. "Downside Variance Risk Premium," Staff Working Papers 15-36, Bank of Canada.
- Francisco Covas & John C. Driscoll & Luca Guerrieri & Matteo Iacoviello & Mohammad Jahan-Parvar & Michael T. Kiley & Albert Queraltó & Jae W. Sim, 2015.
"Macroeconomic Effects of Banking Sector Losses across Structural Models,"
Finance and Economics Discussion Series
2015-44, Board of Governors of the Federal Reserve System (U.S.).
- Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queralto & Jae Sim, 2019. "Macroeconomic Effects of Banking-Sector Losses across Structural Models," International Journal of Central Banking, International Journal of Central Banking, vol. 15(3), pages 137-204, September.
- Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim, 2015. "Macroeconomic Effects of Banking Sector Losses across Structural Models," BIS Working Papers 507, Bank for International Settlements.
- Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tedongap, 2013.
"Which Parametric Model for Conditional Skewness?,"
Staff Working Papers
13-32, Bank of Canada.
- Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap, 2016. "Which parametric model for conditional skewness?," The European Journal of Finance, Taylor & Francis Journals, vol. 22(13), pages 1237-1271, October.
- Fan, Qinbin & Jahan-Parvar, Mohammad R., 2009.
"US Industry-Level Returns and Oil Prices,"
MPRA Paper
15670, University Library of Munich, Germany.
- Fan, Qinbin & Jahan-Parvar, Mohammad R., 2012. "U.S. industry-level returns and oil prices," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 112-128.
- Jahan-Parvar, Mohammad & Waters, George, 2009.
"Equity Price Bubbles in the Middle Eastern and North African Financial Markets,"
MPRA Paper
17859, University Library of Munich, Germany.
- Jahan-Parvar, Mohammad R. & Waters, George A., 2010. "Equity price bubbles in the Middle Eastern and North African Financial markets," Emerging Markets Review, Elsevier, vol. 11(1), pages 39-48, March.
- Jahan-Parvar, Mohammad R. & Liu, Xuan & Rothman, Philip, 2009.
"Equity Returns and Business Cycles in Small Open Economies,"
MPRA Paper
15915, University Library of Munich, Germany.
- Mohammad R. Jahan-Parvar & Xuan Liu & Philip Rothman, 2013. "Equity Returns and Business Cycles in Small Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1117-1146, September.
- Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2009.
"An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa,"
MPRA Paper
13437, University Library of Munich, Germany.
- Cheng, Ai-Ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2010. "An empirical investigation of stock market behavior in the Middle East and North Africa," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 413-427, June.
- Landry, Craig E. & Jahan-Parvar, Mohammad R., 2008.
"Flood Insurance Coverage in the Coastal Zone,"
MPRA Paper
15498, University Library of Munich, Germany.
- Craig E. Landry & Mohammad R. Jahan‐Parvar, 2011. "Flood Insurance Coverage in the Coastal Zone," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 78(2), pages 361-388, June.
- Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2008.
"Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach,"
MPRA Paper
13435, University Library of Munich, Germany.
- Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio), 2011. "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," Journal of Developing Areas, Tennessee State University, College of Business, vol. 45(1), pages 313-322, July-Dece.
Articles
- Aramonte, Sirio & Jahan-Parvar, Mohammad R. & Shugarman, Justin K., 2019.
"Institutions and return predictability in oil-exporting countries,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 14-26.
- Sirio Aramonte & Mohammad Jahan-Parvar & Justin Shugarman, 2015. "Institutions and return predictability in oil-exporting countries," Finance and Economics Discussion Series 2015-14, Board of Governors of the Federal Reserve System (U.S.).
- A Ronald Gallant & Mohammad R Jahan-Parvar & Hening Liu, 2019.
"Does Smooth Ambiguity Matter for Asset Pricing?,"
Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3617-3666.
- A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2018. "Does Smooth Ambiguity Matter for Asset Pricing?," International Finance Discussion Papers 1221, Board of Governors of the Federal Reserve System (U.S.).
- Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queralto & Jae Sim, 2019.
"Macroeconomic Effects of Banking-Sector Losses across Structural Models,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(3), pages 137-204, September.
- Francisco Covas & John C. Driscoll & Luca Guerrieri & Matteo Iacoviello & Mohammad Jahan-Parvar & Michael T. Kiley & Albert Queraltó & Jae W. Sim, 2015. "Macroeconomic Effects of Banking Sector Losses across Structural Models," Finance and Economics Discussion Series 2015-44, Board of Governors of the Federal Reserve System (U.S.).
- Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim, 2015. "Macroeconomic Effects of Banking Sector Losses across Structural Models," BIS Working Papers 507, Bank for International Settlements.
- Blanchard, Olivier & Collins, Christopher G. & Jahan-Parvar, Mohammad R. & Pellet, Thomas & Wilson, Beth Anne, 2018. "A year of rising dangerously? The U.S. stock market performance in the aftermath of the presidential election," Journal of Policy Modeling, Elsevier, vol. 40(3), pages 489-502.
- Bruno Feunou & Mohammad R Jahan-Parvar & Cédric Okou, 2018.
"Downside Variance Risk Premium,"
Journal of Financial Econometrics, Society for Financial Econometrics, vol. 16(3), pages 341-383.
- Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou, 2015. "Downside Variance Risk Premium," Staff Working Papers 15-36, Bank of Canada.
- Bruno Feunou & Mohammad Jahan-Parvar & Cedric Okou, 2015. "Downside Variance Risk Premium," Finance and Economics Discussion Series 2015-20, Board of Governors of the Federal Reserve System (U.S.).
- Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap, 2016.
"Which parametric model for conditional skewness?,"
The European Journal of Finance, Taylor & Francis Journals, vol. 22(13), pages 1237-1271, October.
- Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tedongap, 2013. "Which Parametric Model for Conditional Skewness?," Staff Working Papers 13-32, Bank of Canada.
- Cheng, Ai-Ru & Jahan-Parvar, Mohammad R., 2014. "Risk–return trade-off in the pacific basin equity markets," Emerging Markets Review, Elsevier, vol. 18(C), pages 123-140.
- Mohammad R. Jahan-Parvar & Hening Liu, 2014. "Ambiguity Aversion and Asset Prices in Production Economies," Review of Financial Studies, Society for Financial Studies, vol. 27(10), pages 3060-3097.
- Mohammad R. Jahan-Parvar & Xuan Liu & Philip Rothman, 2013.
"Equity Returns and Business Cycles in Small Open Economies,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1117-1146, September.
- Jahan-Parvar, Mohammad R. & Liu, Xuan & Rothman, Philip, 2009. "Equity Returns and Business Cycles in Small Open Economies," MPRA Paper 15915, University Library of Munich, Germany.
- Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap, 2013. "Modeling Market Downside Volatility," Review of Finance, European Finance Association, vol. 17(1), pages 443-481.
- Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2013. "Risk and return in the Tehran stock exchange," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 238-256.
- Hassan Mohammadi & Mohammad Jahan-Parvar, 2012. "Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 766-779, July.
- Fan, Qinbin & Jahan-Parvar, Mohammad R., 2012.
"U.S. industry-level returns and oil prices,"
International Review of Economics & Finance, Elsevier, vol. 22(1), pages 112-128.
- Fan, Qinbin & Jahan-Parvar, Mohammad R., 2009. "US Industry-Level Returns and Oil Prices," MPRA Paper 15670, University Library of Munich, Germany.
- Craig E. Landry & Mohammad R. Jahan‐Parvar, 2011.
"Flood Insurance Coverage in the Coastal Zone,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 78(2), pages 361-388, June.
- Landry, Craig E. & Jahan-Parvar, Mohammad R., 2008. "Flood Insurance Coverage in the Coastal Zone," MPRA Paper 15498, University Library of Munich, Germany.
- Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio), 2011.
"Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 45(1), pages 313-322, July-Dece.
- Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2008. "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," MPRA Paper 13435, University Library of Munich, Germany.
- Jahan-Parvar, Mohammad R. & Waters, George A., 2010.
"Equity price bubbles in the Middle Eastern and North African Financial markets,"
Emerging Markets Review, Elsevier, vol. 11(1), pages 39-48, March.
- Jahan-Parvar, Mohammad & Waters, George, 2009. "Equity Price Bubbles in the Middle Eastern and North African Financial Markets," MPRA Paper 17859, University Library of Munich, Germany.
- Cheng, Ai-Ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2010.
"An empirical investigation of stock market behavior in the Middle East and North Africa,"
Journal of Empirical Finance, Elsevier, vol. 17(3), pages 413-427, June.
- Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2009. "An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa," MPRA Paper 13437, University Library of Munich, Germany.
- Mohammad R. Jahan-Parvar & Hassan Mohammadi, 2009. "Oil prices and competitiveness: time series evidence from six oil-producing countries," Journal of Economic Studies, Emerald Group Publishing, vol. 36(1), pages 98-118, January.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (5) 2009-07-03 2015-06-27 2015-08-19 2017-12-03 2020-08-24. Author is listed
- NEP-ARA: MENA - Middle East & North Africa (4) 2009-02-22 2009-02-22 2009-10-24 2020-06-15
- NEP-RMG: Risk Management (4) 2015-04-25 2015-10-25 2018-01-29 2020-08-24
- NEP-CWA: Central & Western Asia (3) 2009-02-22 2009-10-24 2020-06-15
- NEP-DGE: Dynamic General Equilibrium (3) 2009-07-03 2015-06-27 2015-08-19
- NEP-ENE: Energy Economics (3) 2009-02-22 2009-06-17 2015-04-25
- NEP-FMK: Financial Markets (3) 2015-10-25 2017-09-10 2018-02-26
- NEP-UPT: Utility Models & Prospect Theory (3) 2015-10-25 2016-02-29 2018-01-29
- NEP-BAN: Banking (2) 2015-06-27 2021-01-25
- NEP-BEC: Business Economics (1) 2009-06-17
- NEP-CBA: Central Banking (1) 2009-02-22
- NEP-CFN: Corporate Finance (1) 2020-06-15
- NEP-ECM: Econometrics (1) 2013-09-28
- NEP-FDG: Financial Development & Growth (1) 2021-01-25
- NEP-FOR: Forecasting (1) 2013-09-28
- NEP-IAS: Insurance Economics (1) 2009-06-17
- NEP-MON: Monetary Economics (1) 2015-06-27
- NEP-MST: Market Microstructure (1) 2019-07-22
- NEP-OPM: Open Economy Macroeconomics (1) 2009-07-03
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