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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

as
Jump to: Working papers Articles

Working papers

  1. 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.).
  2. Aramonte, Sirio & Jahan-Parvar, Mohammad & Shugarman, Justin, 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.).
  3. Gallant, A. Ronald & Jahan-Parvar, Mohammad & Liu, Hening, 2015. "Measuring Ambiguity Aversion," Finance and Economics Discussion Series 2015-105, Board of Governors of the Federal Reserve System (U.S.).
  4. Feunou, Bruno & Jahan-Parvar, Mohammad & Okou, Cedric, 2015. "Downside Variance Risk Premium," Finance and Economics Discussion Series 2015-20, Board of Governors of the Federal Reserve System (U.S.).
  5. Guerrieri, Luca & Iacoviello, Matteo & Covas, Francisco & Driscoll, John C. & Kiley, Michael T. & Jahan-Parvar, Mohammad & Queraltó, Albert & Sim, Jae W., 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.).
  6. Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tedongap, 2013. "Which Parametric Model for Conditional Skewness?," Staff Working Papers 13-32, Bank of Canada.
  7. Fan, Qinbin & Jahan-Parvar, Mohammad R., 2009. "US Industry-Level Returns and Oil Prices," MPRA Paper 15670, University Library of Munich, Germany.
  8. 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.
  9. 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.
  10. 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.
  11. Landry, Craig E. & Jahan-Parvar, Mohammad R., 2008. "Flood Insurance Coverage in the Coastal Zone," MPRA Paper 15498, University Library of Munich, Germany.
  12. 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.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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, pages 413-427.
  12. 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 12 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.
  1. NEP-ARA: MENA - Middle East & North Africa (3) 2009-02-22 2009-02-22 2009-10-24
  2. NEP-DGE: Dynamic General Equilibrium (3) 2009-07-03 2015-06-27 2015-08-19
  3. NEP-ENE: Energy Economics (3) 2009-02-22 2009-06-17 2015-04-25
  4. NEP-MAC: Macroeconomics (3) 2009-07-03 2015-06-27 2015-08-19
  5. NEP-CWA: Central & Western Asia (2) 2009-02-22 2009-10-24
  6. NEP-FMK: Financial Markets (2) 2015-10-25 2017-09-10
  7. NEP-RMG: Risk Management (2) 2015-04-25 2015-10-25
  8. NEP-UPT: Utility Models & Prospect Theory (2) 2015-10-25 2016-02-29
  9. NEP-BAN: Banking (1) 2015-06-27
  10. NEP-BEC: Business Economics (1) 2009-06-17
  11. NEP-CBA: Central Banking (1) 2009-02-22
  12. NEP-ECM: Econometrics (1) 2013-09-28
  13. NEP-FOR: Forecasting (1) 2013-09-28
  14. NEP-IAS: Insurance Economics (1) 2009-06-17
  15. NEP-MON: Monetary Economics (1) 2015-06-27
  16. NEP-OPM: Open Economy Macroeconomics (1) 2009-07-03

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