Mohammad Reza Jahan-Parvar

Names

Contact

Affiliations

• Federal Reserve Board (Board of Governors of the Federal Reserve System)
  • website
  • location: Washington, District of Columbia (United States)

Research profile

author of:

• Oil prices and competitiveness: time series evidence from six oil-producing countries
  by Mohammad R. Jahan-Parvar & Hassan Mohammadi
• Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
  by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan
• An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa
  by Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip
• Flood Insurance Coverage in the Coastal Zone
  by Landry, Craig E. & Jahan-Parvar, Mohammad R.
• US Industry-Level Returns and Oil Prices
  by Fan, Qinbin & Jahan-Parvar, Mohammad R.
• Equity Returns and Business Cycles in Small Open Economies
  by Jahan-Parvar, Mohammad R. & Liu, Xuan & Rothman, Philip
• Equity Price Bubbles in the Middle Eastern and North African Financial Markets
  by Jahan-Parvar, Mohammad & Waters, George
• Equity price bubbles in the Middle Eastern and North African Financial markets
  by Jahan-Parvar, Mohammad R. & Waters, George A.
• An empirical investigation of stock market behavior in the Middle East and North Africa
  by Cheng, Ai-Ru & Jahan-Parvar, Mohammad R. & Rothman, Philip
• Flood Insurance Coverage in the Coastal Zone
  by Craig E. Landry & Mohammad R. Jahan‐Parvar
• U.S. industry-level returns and oil prices
  by Fan, Qinbin & Jahan-Parvar, Mohammad R.
• Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models
  by Hassan Mohammadi & Mohammad Jahan-Parvar
• Modeling Market Downside Volatility
  by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap
• Which Parametric Model for Conditional Skewness?
  by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tedongap
• Equity Returns and Business Cycles in Small Open Economies
  by MOHAMMAD R. JAHAN-PARVAR & XUAN LIU & PHILIP ROTHMAN
• Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
  by Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio)
• Risk and return in the Tehran stock exchange
  by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan
• Risk–return trade-off in the pacific basin equity markets
  by Cheng, Ai-Ru & Jahan-Parvar, Mohammad R.
• Institutions and return predictability in oil-exporting countries
  by Sirio Aramonte & Mohammad Jahan-Parvar & Justin Shugarman
• Downside Variance Risk Premium
  by Bruno Feunou & Mohammad Jahan-Parvar & Cedric Okou
• Macroeconomic Effects of Banking Sector Losses across Structural Models
  by Francisco Covas & John C. Driscoll & Luca Guerrieri & Matteo Iacoviello & Mohammad Jahan-Parvar & Michael T. Kiley & Albert Queraltó & Jae W. Sim
• Ambiguity Aversion and Asset Prices in Production Economies
  by Mohammad R. Jahan-Parvar & Hening Liu
• Macroeconomic Effects of Banking Sector Losses across Structural Models
  by Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim
• Downside Variance Risk Premium
  by Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou
• Measuring Ambiguity Aversion
  by A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu
• Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads
  by Sirio Aramonte & Mohammad Jahan-Parvar & Samuel Rosen & John W. Schindler
• Which parametric model for conditional skewness?
  by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap
• Does Smooth Ambiguity Matter for Asset Pricing?
  by A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu
• Why Has the Stock Market Risen So Much Since the US Presidential Election?
  by Olivier J. Blanchard & Christopher G. Collins & Mohammad R. Jahan-Parvar & Thomas Pellet & Beth Anne Wilson
• Taxonomy of Global Risk, Uncertainty, and Volatility Measures
  by 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
• Downside Variance Risk Premium
  by Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou
• A year of rising dangerously? The U.S. stock market performance in the aftermath of the presidential election
  by Blanchard, Olivier & Collins, Christopher G. & Jahan-Parvar, Mohammad R. & Pellet, Thomas & Wilson, Beth Anne
• Why Has the Stock Market Risen So Much Since the US Presidential Election?
  by Olivier Jean Blanchard & Christopher G. Collins & Mohammad Jahan-Parvar & Thomas Pellet & Beth Anne Wilson
• Institutions and return predictability in oil-exporting countries
  by Aramonte, Sirio & Jahan-Parvar, Mohammad R. & Shugarman, Justin K.
• Macroeconomic Effects of Banking-Sector Losses across Structural Models
  by Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queralto & Jae Sim
• When do low-frequency measures really measure transaction costs?
  by Mohammad Jahan-Parvar & Filip Zikes
• Does Smooth Ambiguity Matter for Asset Pricing?
  by A. Ronald Gallant & Mohammad R. Jahan-Parvar & Hening Liu
• The Impact of Financial Sanctions: The Case of Iran 2011-2016
  by Mohammad R. Jahan-Parvar
• What is Certain about Uncertainty?
  by 11 authorsDanilo 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 & John H. Rogers & Cisil Sarisoy & Ilknur Zer
• Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs
  by Daniel O. Beltran & Mohammad R. Jahan-Parvar