Mohammad Reza Jahan-Parvar : Citation Profile


Are you Mohammad Reza Jahan-Parvar?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

10

H index

10

i10 index

274

Citations

RESEARCH PRODUCTION:

18

Articles

22

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 21
   Journals where Mohammad Reza Jahan-Parvar has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 13 (4.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja212
   Updated: 2021-04-17    RAS profile: 2020-06-06    
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Relations with other researchers


Works with:

Blanchard, Olivier (3)

Collins, Christopher (3)

Londono, Juan M. (2)

Rogers, John (2)

Aramonte, Sirio (2)

Iacoviello, Matteo (2)

Feunou, Bruno (2)

Datta, Deepa (2)

Rodriguez, Marius (2)

Beltran, Daniel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mohammad Reza Jahan-Parvar.

Is cited by:

Hasanov, Fakhri (9)

Baruník, Jozef (8)

Kočenda, Evžen (8)

Vacha, Lukas (6)

Liu, Xiaochun (6)

Mukerji, Sujoy (5)

Allegret, Jean-Pierre (5)

Kisswani, Khalid (5)

Demirer, Riza (5)

Feunou, Bruno (5)

Donadelli, Michael (4)

Cites to:

Campbell, John (30)

Bollerslev, Tim (26)

Feunou, Bruno (17)

Shiller, Robert (16)

Harvey, Campbell (16)

Hamilton, James (13)

bloom, nicholas (12)

Valkanov, Rossen (9)

Bekaert, Geert (9)

French, Kenneth (9)

Diebold, Francis (8)

Main data


Where Mohammad Reza Jahan-Parvar has published?


Journals with more than one article published# docs
Review of Financial Studies2
Emerging Markets Review2
The Quarterly Review of Economics and Finance2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)7
MPRA Paper / University Library of Munich, Germany6
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5
Staff Working Papers / Bank of Canada2

Recent works citing Mohammad Reza Jahan-Parvar (2021 and 2020)


YearTitle of citing document
2020Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

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2020Capital inflows to emerging countries and their sensitivity to the global financial cycle. (2020). Corneli, Flavia ; buono, ines ; di Stefano, Enrica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1262_20.

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2020Market Excess Returns, Variance and the Third Cumulant. (2020). Zhao, Huimin ; Chang, Eric C ; Zhang, Jin E. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:605-637.

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2020MORE THAN A FEELING: CONFIDENCE, UNCERTAINTY, AND MACROECONOMIC FLUCTUATIONS. (2020). Stracca, Livio ; Nowzohour, Laura . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:4:p:691-726.

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2020The Influence of Sellers on Contract Choice: Evidence from Flood Insurance. (2020). Collier, Benjamin ; Ragin, Marc A. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:523-557.

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2020Characteristics of Uncertainty Indices in the Macroeconomy. (2020). Nakajima, Jouchi ; Okuda, Tatsushi ; Shinohara, Takeshi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e06.

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2021Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_003.

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2020Financial drivers of the euro area business cycle: a DSGE-based approach. (2020). Krustev, Georgi ; Hirschbühl, Dominik ; Stoevsky, Grigor ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20202475.

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2020Oil Price Fluctuations and Exchange Rate in Selected Sub-Saharan Africa countries: A Vector Error Correction Model Approach. (2020). Omodero, Cordelia Onyinyechi ; Osuma, Godswill Osagie ; Babajide, Ayopo Abiola ; Omankhanlen, Alexander Ehimare ; Ehikioya, Benjamin Ighodalo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-32.

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2020Sex and “the City”: Financial stress and online pornography consumption. (2020). Lalanne, Marie ; Donadelli, Michael. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300952.

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2020Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194.

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2020Global predictive power of the upside and downside variances of the U.S. equity market. (2020). Zhang, Liguo ; Xiao, Jun ; Xu, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:605-619.

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2020U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2021Costly default and skewed business cycles. (2021). Moura, Alban ; Garcia Sanchez, Pablo ; Feve, Patrick ; Pierrard, Olivier. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302609.

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2020Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846.

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2020Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate. (2020). Tiwari, Aviral ; Olayeni, Olaolu ; Wohar, Mark E. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302784.

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2021The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304096.

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2021Ambiguity on uncertainty and the equity premium. (2021). Zhang, Jin E ; Ruan, Xinfeng. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312176.

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2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300711.

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2020Forecasting value at risk and expected shortfall with mixed data sampling. (2020). Le, Trung H. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1362-1379.

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2020Modeling asset returns under time-varying semi-nonparametric distributions. (2020). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301369.

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2020Up- and downside variance risk premia in global equity markets. (2020). Thimme, Julian ; Omachel, Marcel ; Kapraun, Julia ; Held, Matthias . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301412.

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2020Does the Euro–Mediterranean Partnership contribute to regional integration?. (2020). Boubaker, Sabri ; ben Slimane, Faten ; Jouini, Jamel. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:328-348.

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2020An investigation of a partial Dutch disease in Botswana. (2020). Barczikay, Tamás ; Szalai, Laszlo ; Biedermann, Zsuzsanna . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309055.

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2020An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability. (2020). Yacouba, kassouri ; Bilgili, Faik ; Altinta, Halil ; Kassouri, Yacouba. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300281.

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2020Stock return predictability from a mixed model perspective. (2020). Zhu, Huan ; Dai, Zhifeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930633x.

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2021Implied volatility indices – A review. (2021). Siriopoulos, Costas ; Fassas, Athanasios P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:303-329.

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2020Downside uncertainty shocks in the oil and gold markets. (2020). Xu, Yahua ; Byun, Suk Joon ; Roh, Tai-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:291-307.

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2021Ambiguity, long-run risks, and asset prices in continuous time. (2021). Ruan, Xinfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:115-126.

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2020Governance by depositors, bank runs and ambiguity aversion. (2020). Guillemin, François. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919304878.

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2020Surveying Business Uncertainty. (2019). Meyer, Brent ; Davis, Steven ; bloom, nicholas ; Altig, David ; Parker, Nicholas B ; Barrero, Jose Maria . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2019-13.

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2020New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section. (2020). Swanson, Norman R ; Mizrach, Bruce ; Yu, BO. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:19-:d:360192.

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2020Risk Perceptions and Flood Insurance: Insights from Homeowners on the Georgia Coast. (2020). Turner, Dylan ; Landry, Craig. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10372-:d:460573.

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2020Making Only America Great? Non-U.S. Market Reactions to U.S. Tax Reform. (2020). Williams, Braden M ; Hoopes, Jeffrey L ; Gaertner, Fabio B. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:687-697.

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2020A Ranking over More Risk Averse Than Relations and its Application to the Smooth Ambiguity Model. (2020). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:1019.

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2020Subjective Uncertainty, Expectations, and Firm Behavior. (2020). Lautenbacher, Stefan. In: MPRA Paper. RePEc:pra:mprapa:103516.

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2020Ambiguous Business Cycles: A Quantitative Assessment. (). Ozsoylev, Han ; Mukerji, Sujoy ; Collard, Fabrice ; Çakmaklı, Cem ; Altug, Sumru. In: Review of Economic Dynamics. RePEc:red:issued:19-269.

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2020Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo. In: Review of Economic Dynamics. RePEc:red:issued:20-250.

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2020Global effects of US uncertainty: real and financial shocks on real and financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Working papers. RePEc:rie:riecdt:69.

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2021The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone: evidence from a threshold VAR. (2021). Loermann, Julius. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01780-8.

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2020Ambiguous Business Cycles: A Quantitative Assessment. (2020). Ozsoylev, Han ; Mukerji, Sujoy ; Collard, Fabrice ; Çakmaklı, Cem ; Altug, Sumru ; Cakmakli, Cem . In: TSE Working Papers. RePEc:tse:wpaper:124312.

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2020An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand. (2021). Ryan, Michael. In: Working Papers in Economics. RePEc:wai:econwp:20/11.

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2021Forecasting aggregate market volatility: The role of good and bad uncertainties. (2021). Wang, Yudong ; Liu, LI. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:40-61.

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Works by Mohammad Reza Jahan-Parvar:


YearTitleTypeCited
2013Which Parametric Model for Conditional Skewness? In: Staff Working Papers.
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paper6
2016Which parametric model for conditional skewness?.(2016) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 6
article
2015Downside Variance Risk Premium In: Staff Working Papers.
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paper20
2015Downside Variance Risk Premium.(2015) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 20
paper
2018Downside Variance Risk Premium.(2018) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 20
article
2015Macroeconomic Effects of Banking Sector Losses across Structural Models In: BIS Working Papers.
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paper18
2015Macroeconomic Effects of Banking Sector Losses across Structural Models.(2015) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 18
paper
2019Macroeconomic Effects of Banking-Sector Losses across Structural Models.(2019) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 18
article
2011Flood Insurance Coverage in the Coastal Zone In: Journal of Risk & Insurance.
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article26
2008Flood Insurance Coverage in the Coastal Zone.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 26
paper
2010Equity price bubbles in the Middle Eastern and North African Financial markets In: Emerging Markets Review.
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article9
2009Equity Price Bubbles in the Middle Eastern and North African Financial Markets.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2014Risk–return trade-off in the pacific basin equity markets In: Emerging Markets Review.
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article6
2010An empirical investigation of stock market behavior in the Middle East and North Africa In: Journal of Empirical Finance.
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article31
2009An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 31
paper
2018A year of rising dangerously? The U.S. stock market performance in the aftermath of the presidential election In: Journal of Policy Modeling.
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article1
2013Risk and return in the Tehran stock exchange In: The Quarterly Review of Economics and Finance.
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article6
2019Institutions and return predictability in oil-exporting countries In: The Quarterly Review of Economics and Finance.
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article1
2015Institutions and return predictability in oil-exporting countries.(2015) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 1
paper
2012U.S. industry-level returns and oil prices In: International Review of Economics & Finance.
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article21
2009US Industry-Level Returns and Oil Prices.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 21
paper
2009Oil prices and competitiveness: time series evidence from six oil-producing countries In: Journal of Economic Studies.
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article9
2015Measuring Ambiguity Aversion In: Finance and Economics Discussion Series.
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paper3
2019When do low-frequency measures really measure transaction costs? In: Finance and Economics Discussion Series.
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paper0
2017Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads In: International Finance Discussion Papers.
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paper1
2017Taxonomy of Global Risk, Uncertainty, and Volatility Measures In: International Finance Discussion Papers.
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paper11
2018Does Smooth Ambiguity Matter for Asset Pricing? In: International Finance Discussion Papers.
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paper3
2019Does Smooth Ambiguity Matter for Asset Pricing?.(2019) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 3
article
2018Why Has the Stock Market Risen So Much Since the US Presidential Election? In: International Finance Discussion Papers.
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paper1
2018Why Has the Stock Market Risen So Much Since the US Presidential Election?.(2018) In: Policy Briefs.
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This paper has another version. Agregated cites: 1
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2020The Impact of Financial Sanctions: The Case of Iran 2011-2016 In: International Finance Discussion Papers.
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2020What is Certain about Uncertainty? In: International Finance Discussion Papers.
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paper5
2021Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs In: International Finance Discussion Papers.
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paper0
2011Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach In: Journal of Developing Areas.
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article20
2008Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 20
paper
2013Equity Returns and Business Cycles in Small Open Economies In: Journal of Money, Credit and Banking.
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article9
2009Equity Returns and Business Cycles in Small Open Economies.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2013Modeling Market Downside Volatility In: Review of Finance.
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article27
2014Ambiguity Aversion and Asset Prices in Production Economies In: Review of Financial Studies.
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article16
2012Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models In: Journal of Economics and Finance.
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article24

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