Mohammad Reza Jahan-Parvar : Citation Profile

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

13

H index

16

i10 index

511

Citations

RESEARCH PRODUCTION:

22

Articles

28

Papers

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 31
   Journals where Mohammad Reza Jahan-Parvar has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 17 (3.22 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja212
   Updated: 2025-04-19    RAS profile: 2023-09-26    
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Relations with other researchers

Works with:

Londono, Juan M. (3)

Rogers, John (2)

Datta, Deepa (2)

Cascaldi-Garcia, Danilo (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:

Baruník, Jozef (9)

Hasanov, Fakhri (9)

Kočenda, Evžen (8)

Feunou, Bruno (8)

Donadelli, Michael (6)

Liu, Xiaochun (6)

Liu, Xiaochun (6)

Vacha, Lukas (6)

Mukerji, Sujoy (6)

Allegret, Jean-Pierre (6)

Liu, Xiaochun (6)

Cites to:

Campbell, John (41)

Bollerslev, Tim (24)

Shiller, Robert (20)

Harvey, Campbell (20)

Feunou, Bruno (18)

Hamilton, James (13)

French, Kenneth (12)

Valkanov, Rossen (11)

Tauchen, George (11)

Andersen, Torben (10)

Bekaert, Geert (10)

Main data

Production by document typepaperarticle2008200920102011201220132014201520162017201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200820092010201120122013201420152016201720182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2008200920102011201220132014201520162017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200820092010201120122013201420152016201720182019202020212022202320240255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents1234567891011121314150255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Mohammad Reza Jahan-Parvar has published?

Journals with more than one article published# docs
Journal of Policy Modeling2
The 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.)9
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6
MPRA Paper / University Library of Munich, Germany6
BIS Working Papers / Bank for International Settlements2
Staff Working Papers / Bank of Canada2
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Mohammad Reza Jahan-Parvar (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Elicitation of ambiguous beliefs with mixing bets. (2019). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447.

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2025Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model. (2025). Huang, Jun ; Wang, Haibo ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2503.17790.

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2024Uncertainty of supply chains: Risk and ambiguity. (2024). Kancs, d'Artis. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:2009-2033.

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2024Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075.

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2024Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

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2024Optimizing composite early warning indicators. (2024). Dalal, Vihar M ; Jahan-Parvar, Mohammad R ; Paine, Fiona A ; Beltran, Daniel O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400175x.

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2024Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367.

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2024Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707.

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2024Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173.

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2024Unraveling ESG Ambiguity, Price Reaction, and Trading Volume. (2024). Yan, Qianhui ; Jin, Yurong. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000023.

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2024The profits vs protests: Corporate value dynamics amidst activist uproar. (2024). Gurdgiev, Constantin ; French, Joseph J ; Shin, Seungho. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012923.

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2024Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001446.

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2024Uncertainty premia for small and large risks. (2024). Savor, Pavel ; Wilson, Mungo ; Puhl, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001675.

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2024The magnifying role of the banking sector during depressions. (2024). Maria, José ; Julio, Paulo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000691.

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2024Application of Z-numbers theory to study the influencing criteria in underground mining method selection. (2024). Mortazavi, Ali ; Ataee-Pour, Majid ; Jahanbani, Zeinab. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011820.

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2024Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Kilic, Mete ; Ghaderi, Mohammad. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001009.

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2024Global risk and the dollar. (2024). Schumann, Ben ; Muller, Gernot J ; Georgiadis, Georgios. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000023.

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2024Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084.

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2024Cross-sectional financial conditions, business cycles and the lending channel. (2024). , Thiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000503.

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2024How does oil market volatility impact mutual fund performance?. (2024). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader Jawid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621.

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2024The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897.

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2024Uncertainty of Supply Chains: Risk and Ambiguity. (2024). Kancs, D'Artis. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2024_03.

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2025A Neoclassical Model of the World Financial Cycle. (2025). Lopez, Pierlauro ; Kehoe, Patrick ; Perri, Fabrizio ; Bai, Yan. In: Working Papers. RePEc:fip:fedcwq:99613.

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2024The Impact of Firm Risk and the COVID-19 Crisis on Working Capital Management Strategies: Evidence from a Market Affected by Economic Uncertainty. (2024). Sheikh, Mohammad Javad ; Tarighi, Hossein ; Zimon, Grzegorz ; Sayrani, Mohammad. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:72-:d:1380276.

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2025Coming Together or Coming Apart? Crises, Uncertainty and Tolerance. (2025). Berggren, Niclas ; Nilsson, Therese ; Bergh, Andreas. In: Working Paper Series. RePEc:hhs:iuiwop:1521.

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2025Prediction and Allocation of Stocks, Bonds, and REITs in the US Market. (2025). Silva, Nuno ; Monteiro, Ana Sofia ; Sebastiao, Helder. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10589-2.

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2025Effects of Quantitative Easing on Economic Sentiment: Evidence from Three Large Economies. (2025). Üngör, MURAT ; Baker, Benjamin ; Ngr, Murat. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00233-1.

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2024Uncertainty Measures and Business Cycles: Evidence From the US. (2024). Bathuure, Isaac ; Vitenu-Sackey, Prince Asare ; Chen, Haining. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240620.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2024Does the National Flood Insurance Program Drive Migration to Higher Risk Areas?. (2024). Scott, Jonathan B ; Peralta, Abigail. In: Journal of the Association of Environmental and Resource Economists. RePEc:ucp:jaerec:doi:10.1086/726155.

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2024Implications of Heightened Global Uncertainty for the East Asia and Pacific Region. (2024). Mattoo, Aaditya ; Islamaj, Ergys ; Ha, Jongrim. In: World Bank Publications - Reports. RePEc:wbk:wboper:42090.

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2024Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919.

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Works by Mohammad Reza Jahan-Parvar:

Year  ↓Title  ↓Type  ↓Cited  ↓
2023What Is Certain about Uncertainty? In: Journal of Economic Literature.
[Full Text][Citation analysis]		article35
2020What is Certain about Uncertainty?.(2020) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2013Which Parametric Model for Conditional Skewness? In: Staff Working Papers.
[Full Text][Citation analysis]		paper18
2016Which parametric model for conditional skewness?.(2016) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2015Downside Variance Risk Premium In: Staff Working Papers.
[Full Text][Citation analysis]		paper50
2015Downside Variance Risk Premium.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2018Downside Variance Risk Premium.(2018) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		article
2015Macroeconomic Effects of Banking Sector Losses across Structural Models In: BIS Working Papers.
[Full Text][Citation analysis]		paper25
2015Macroeconomic Effects of Banking Sector Losses across Structural Models.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2019Macroeconomic Effects of Banking-Sector Losses across Structural Models.(2019) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2021Firm-specific risk-neutral distributions with options and CDS In: BIS Working Papers.
[Full Text][Citation analysis]		paper3
2022Firm-Specific Risk-Neutral Distributions with Options and CDS.(2022) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2011Flood Insurance Coverage in the Coastal Zone In: Journal of Risk & Insurance.
[Citation analysis]		article42
2008Flood Insurance Coverage in the Coastal Zone.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2010Equity price bubbles in the Middle Eastern and North African Financial markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article12
2009Equity Price Bubbles in the Middle Eastern and North African Financial Markets.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2014Risk–return trade-off in the pacific basin equity markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article6
2010An empirical investigation of stock market behavior in the Middle East and North Africa In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article41
2009An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2018A year of rising dangerously? The U.S. stock market performance in the aftermath of the presidential election In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article4
2021The impact of financial sanctions: The case of Iran In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article10
2013Risk and return in the Tehran stock exchange In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article8
2019Institutions and return predictability in oil-exporting countries In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article2
2015Institutions and return predictability in oil-exporting countries.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2012U.S. industry-level returns and oil prices In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article30
2009US Industry-Level Returns and Oil Prices.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2009Oil prices and competitiveness: time series evidence from six oil‐producing countries In: Journal of Economic Studies.
[Full Text][Citation analysis]		article9
2015Measuring Ambiguity Aversion In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper5
2019When do low-frequency measures really measure transaction costs? In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2024Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2021Non-Financial Corporate Credit and Recessions In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2023The Third SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Monetary Policy and Banking Regulation under Elevated Uncertainty In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2017Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper1
2017Taxonomy of Global Risk, Uncertainty, and Volatility Measures In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper19
2018Does Smooth Ambiguity Matter for Asset Pricing? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper15
2019Does Smooth Ambiguity Matter for Asset Pricing?.(2019) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2018Why Has the Stock Market Risen So Much Since the US Presidential Election? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper6
2018Why Has the Stock Market Risen So Much Since the US Presidential Election?.(2018) In: Policy Briefs.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2020The Impact of Financial Sanctions: The Case of Iran 2011-2016 In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper2
2022SONOMA: a Small Open ecoNOmy for MAcrofinance In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper2
2024Foreign economic policy uncertainty and U.S. equity returns In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach In: Journal of Developing Areas.
[Full Text][Citation analysis]		article30
2008Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2013Equity Returns and Business Cycles in Small Open Economies In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article12
2009Equity Returns and Business Cycles in Small Open Economies.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2013Equity Returns and Business Cycles in Small Open Economies.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2013Modeling Market Downside Volatility In: Review of Finance.
[Full Text][Citation analysis]		article44
2014Ambiguity Aversion and Asset Prices in Production Economies In: The Review of Financial Studies.
[Full Text][Citation analysis]		article36
2012Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article42

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