Mohammad Reza Jahan-Parvar
Names
| first: |
Mohammad |
| middle: |
Reza |
| last: |
Jahan-Parvar |
Identifer
Contact
Affiliations
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
Research profile
author of:
- What Is Certain about Uncertainty?
Journal of Economic Literature, American Economic Association (2023)
by Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk
(ReDIF-article, aea:jeclit:v:61:y:2023:i:2:p:624-54) - Which Parametric Model for Conditional Skewness?
Staff Working Papers, Bank of Canada (2013)
by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tedongap
(ReDIF-paper, bca:bocawp:13-32) - Downside Variance Risk Premium
Staff Working Papers, Bank of Canada (2015)
by Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou
(ReDIF-paper, bca:bocawp:15-36) - Macroeconomic Effects of Banking Sector Losses across Structural Models
BIS Working Papers, Bank for International Settlements (2015)
by Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim
(ReDIF-paper, bis:biswps:507) - Firm-specific risk-neutral distributions with options and CDS
BIS Working Papers, Bank for International Settlements (2021)
by Sirio Aramonte & Mohammad Jahan-Parvar & Samuel Rosen & John W. Schindler
(ReDIF-paper, bis:biswps:921) - Flood Insurance Coverage in the Coastal Zone
Journal of Risk & Insurance, The American Risk and Insurance Association (2011)
by Craig E. Landry & Mohammad R. Jahan‐Parvar
(ReDIF-article, bla:jrinsu:v:78:y:2011:i:2:p:361-388) - Equity price bubbles in the Middle Eastern and North African Financial markets
Emerging Markets Review, Elsevier (2010)
by Jahan-Parvar, Mohammad R. & Waters, George A.
(ReDIF-article, eee:ememar:v:11:y:2010:i:1:p:39-48) - Risk–return trade-off in the pacific basin equity markets
Emerging Markets Review, Elsevier (2014)
by Cheng, Ai-Ru & Jahan-Parvar, Mohammad R.
(ReDIF-article, eee:ememar:v:18:y:2014:i:c:p:123-140) - An empirical investigation of stock market behavior in the Middle East and North Africa
Journal of Empirical Finance, Elsevier (2010)
by Cheng, Ai-Ru & Jahan-Parvar, Mohammad R. & Rothman, Philip
(ReDIF-article, eee:empfin:v:17:y:2010:i:3:p:413-427) - A year of rising dangerously? The U.S. stock market performance in the aftermath of the presidential election
Journal of Policy Modeling, Elsevier (2018)
by Blanchard, Olivier & Collins, Christopher G. & Jahan-Parvar, Mohammad R. & Pellet, Thomas & Wilson, Beth Anne
(ReDIF-article, eee:jpolmo:v:40:y:2018:i:3:p:489-502) - The impact of financial sanctions: The case of Iran
Journal of Policy Modeling, Elsevier (2021)
by Ghasseminejad, Saeed & Jahan-Parvar, Mohammad R.
(ReDIF-article, eee:jpolmo:v:43:y:2021:i:3:p:601-621) - Risk and return in the Tehran stock exchange
The Quarterly Review of Economics and Finance, Elsevier (2013)
by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan
(ReDIF-article, eee:quaeco:v:53:y:2013:i:3:p:238-256) - Institutions and return predictability in oil-exporting countries
The Quarterly Review of Economics and Finance, Elsevier (2019)
by Aramonte, Sirio & Jahan-Parvar, Mohammad R. & Shugarman, Justin K.
(ReDIF-article, eee:quaeco:v:71:y:2019:i:c:p:14-26) - U.S. industry-level returns and oil prices
International Review of Economics & Finance, Elsevier (2012)
by Fan, Qinbin & Jahan-Parvar, Mohammad R.
(ReDIF-article, eee:reveco:v:22:y:2012:i:1:p:112-128) - Oil prices and competitiveness: time series evidence from six oil‐producing countries
Journal of Economic Studies, Emerald Group Publishing Limited (2009)
by Mohammad R. Jahan‐Parvar & Hassan Mohammadi
(ReDIF-article, eme:jespps:v:36:y:2009:i:1:p:98-118) - Measuring Ambiguity Aversion
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
by A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu
(ReDIF-paper, fip:fedgfe:2015-105) - Institutions and return predictability in oil-exporting countries
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
by Sirio Aramonte & Mohammad Jahan-Parvar & Justin Shugarman
(ReDIF-paper, fip:fedgfe:2015-14) - Downside Variance Risk Premium
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
by Bruno Feunou & Mohammad Jahan-Parvar & Cedric Okou
(ReDIF-paper, fip:fedgfe:2015-20) - Macroeconomic Effects of Banking Sector Losses across Structural Models
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
by Francisco Covas & John C. Driscoll & Luca Guerrieri & Matteo Iacoviello & Mohammad Jahan-Parvar & Michael T. Kiley & Albert Queraltó & Jae W. Sim
(ReDIF-paper, fip:fedgfe:2015-44) - When do low-frequency measures really measure transaction costs?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2019)
by Mohammad Jahan-Parvar & Filip Zikes
(ReDIF-paper, fip:fedgfe:2019-51) - Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2024)
by Mohammad R. Jahan-Parvar & Charles Knipp & Pawel J. Szerszen
(ReDIF-paper, fip:fedgfe:2024-100) - Non-Financial Corporate Credit and Recessions
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2021)
by Stephanie E. Curcuru & Mohammad R. Jahan-Parvar
(ReDIF-paper, fip:fedgfn:2021-03-19-1) - The Third SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Monetary Policy and Banking Regulation under Elevated Uncertainty
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2023)
by Mohammad R. Jahan-Parvar & Juan M. Londono & Beth Anne Wilson & Ilknur Zer
(ReDIF-paper, fip:fedgfn:2023-12-15-4) - Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2017)
by Sirio Aramonte & Mohammad Jahan-Parvar & Samuel Rosen & John W. Schindler
(ReDIF-paper, fip:fedgif:1212) - Taxonomy of Global Risk, Uncertainty, and Volatility Measures
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2017)
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
(ReDIF-paper, fip:fedgif:1216) - Does Smooth Ambiguity Matter for Asset Pricing?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2018)
by A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu
(ReDIF-paper, fip:fedgif:1221) - Why Has the Stock Market Risen So Much Since the US Presidential Election?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2018)
by Olivier Jean Blanchard & Christopher G. Collins & Mohammad Jahan-Parvar & Thomas Pellet & Beth Anne Wilson
(ReDIF-paper, fip:fedgif:1235) - The Impact of Financial Sanctions: The Case of Iran 2011-2016
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2020)
by Saeed Ghasseminejad & Mohammad R. Jahan-Parvar
(ReDIF-paper, fip:fedgif:1281) - What is Certain about Uncertainty?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2020)
by 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
(ReDIF-paper, fip:fedgif:1294) - Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2021)
by Daniel O. Beltran & Mohammad R. Jahan-Parvar & Fiona A. Paine
(ReDIF-paper, fip:fedgif:1307) - SONOMA: a Small Open ecoNOmy for MAcrofinance
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2022)
by Mariano Croce & Mohammad R. Jahan-Parvar & Samuel Rosen
(ReDIF-paper, fip:fedgif:1349) - Foreign economic policy uncertainty and U.S. equity returns
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2024)
by Mohammad R. Jahan-Parvar & Yuriy Kitsul & Jamil Rahman & Beth Anne Wilson
(ReDIF-paper, fip:fedgif:1401) - Why Has the Stock Market Risen So Much Since the US Presidential Election?
Policy Briefs, Peterson Institute for International Economics (2018)
by Olivier J Blanchard & Christopher G. Collins & Mohammad R. Jahan-Parvar & Thomas Pellet & Beth Anne Wilson
(ReDIF-paper, iie:pbrief:pb18-4) - Macroeconomic Effects of Banking-Sector Losses across Structural Models
International Journal of Central Banking, International Journal of Central Banking (2019)
by Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queralto & Jae Sim
(ReDIF-article, ijc:ijcjou:y:2019:q:3:a:5) - Firm-Specific Risk-Neutral Distributions with Options and CDS
Management Science, INFORMS (2022)
by Sirio Aramonte & Mohammad R. Jahan-Parvar & Samuel Rosen & John W. Schindler
(ReDIF-article, inm:ormnsc:v:68:y:2022:i:9:p:7018-7033) - Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
Journal of Developing Areas, Tennessee State University, College of Business (2011)
by Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio)
(ReDIF-article, jda:journl:vol.45:year:2011:issue1:pp:313-322) - Equity Returns and Business Cycles in Small Open Economies
Journal of Money, Credit and Banking, Blackwell Publishing (2013)
by Mohammad R. Jahan-Parvar & Xuan Liu & Philip Rothman
(ReDIF-article, mcb:jmoncb:v:45:y:2013:i:6:p:1117-1146) - Downside Variance Risk Premium
Journal of Financial Econometrics, Oxford University Press (2018)
by Bruno Feunou & Mohammad R Jahan-Parvar & Cédric Okou
(ReDIF-article, oup:jfinec:v:16:y:2018:i:3:p:341-383.) - Modeling Market Downside Volatility
Review of Finance, European Finance Association (2013)
by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap
(ReDIF-article, oup:revfin:v:17:y:2013:i:1:p:443-481) - Ambiguity Aversion and Asset Prices in Production Economies
The Review of Financial Studies, Society for Financial Studies (2014)
by Mohammad R. Jahan-Parvar & Hening Liu
(ReDIF-article, oup:rfinst:v:27:y:2014:i:10:p:3060-3097.) - Does Smooth Ambiguity Matter for Asset Pricing?
The Review of Financial Studies, Society for Financial Studies (2019)
by A Ronald Gallant & Mohammad R Jahan-Parvar & Hening Liu
(ReDIF-article, oup:rfinst:v:32:y:2019:i:9:p:3617-3666.) - Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
MPRA Paper, University Library of Munich, Germany (2008)
by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan
(ReDIF-paper, pra:mprapa:13435) - An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa
MPRA Paper, University Library of Munich, Germany (2009)
by Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip
(ReDIF-paper, pra:mprapa:13437) - Flood Insurance Coverage in the Coastal Zone
MPRA Paper, University Library of Munich, Germany (2008)
by Landry, Craig E. & Jahan-Parvar, Mohammad R.
(ReDIF-paper, pra:mprapa:15498) - US Industry-Level Returns and Oil Prices
MPRA Paper, University Library of Munich, Germany (2009)
by Fan, Qinbin & Jahan-Parvar, Mohammad R.
(ReDIF-paper, pra:mprapa:15670) - Equity Returns and Business Cycles in Small Open Economies
MPRA Paper, University Library of Munich, Germany (2009)
by Jahan-Parvar, Mohammad R. & Liu, Xuan & Rothman, Philip
(ReDIF-paper, pra:mprapa:15915) - Equity Price Bubbles in the Middle Eastern and North African Financial Markets
MPRA Paper, University Library of Munich, Germany (2009)
by Jahan-Parvar, Mohammad & Waters, George
(ReDIF-paper, pra:mprapa:17859) - 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 (2012)
by Hassan Mohammadi & Mohammad Jahan-Parvar
(ReDIF-article, spr:jecfin:v:36:y:2012:i:3:p:766-779) - Which parametric model for conditional skewness?
The European Journal of Finance, Taylor & Francis Journals (2016)
by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap
(ReDIF-article, taf:eurjfi:v:22:y:2016:i:13:p:1237-1271) - Equity Returns and Business Cycles in Small Open Economies
Journal of Money, Credit and Banking, Blackwell Publishing (2013)
by Mohammad R. Jahan‐Parvar & Xuan Liu & Philip Rothman
(ReDIF-article, wly:jmoncb:v:45:y:2013:i:6:p:1117-1146)