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Board of Governors of the Federal Reserve System
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TheEconomists

Photo of Mohammad Jahan-Parvar
202-475-6631
mohammad.jahan-parvar@frb.gov
Education
  • Ph.D., Economics, University of North Carolina at Chapel Hill, 2007
  • M.S., Statistics, University of North Carolina at Chapel Hill, 2003
  • M.S., Economics, Illinois State University, 1999
  • B.S., Economics, Beheshti University, 1997
  • Current Research Topics

  • Macro-Finance, Empirical Asset Pricing
    • Economist

      Board of Governors of the Federal Reserve System

    • 2013 - present
    • Adjunct Professor

      Georgetown University

    • 2014 - present
    • Financial Economist

      Office of the Comptroller of the Currency

    • 2012 - 2013
    • Associate Professor

      East Carolina University

    • 2012 - 2013
    • Assistant Professor

      East Carolina University

    • 2007 - 2012
  • Jahan-Parvar, Mohammad, and Hening Liu (2014). "Ambiguity Aversion and Asset Prices in Production Economies," Review of Financial Studies, vol. 27, no. 10, pp. 3060-3097.
  • Feunou, B., Mohammad Jahan-Parvar, and R. Tédongap (Forthcoming). "Which Parametric Model for Conditional Skewness?" European Journal of Finance.
  • Cheng, Ai-Ru, and Mohammad Jahan-Parvar (2014). "Risk–return Trade-Off in the Pacific Basin Equity Markets," Emerging Markets Review, 18, pp. 123-140.
  • Jahan-Parvar, Mohammad, Xuan Liu, and Philip Rothman (2013). "Equity Returns and Business Cycles in Small Open Economies," Journal of Money, Credit & Banking (Wiley-Blackwell), vol. 45, no. 6, pp. 1117-1146.
  • Jahan-Parvar, Mohammad, and Hassan Mohammadi (2013). "Risk and Return in the Tehran Stock Exchange," Quarterly Review of Economics & Finance, vol. 53, no. 3, pp. 238-256.
  • Feunou, B., M. R. Jahan-Parvar, and R. Tédongap (2013). "Modeling Market Downside Volatility," Review of Finance, vol. 17, no. 1, pp. 443-481.
  • Fan, Qinbin, and Mohammad Jahan-Parvar (2012). "U.S. Industry-Level Returns and Oil Prices," International Review of Economics and Finance, vol. 22, no. 1, pp. 112-128.
  • Landry, Craig E., and Mohammad Jahan-Parvar (2011). "Flood Insurance Coverage in the Coastal Zone," Journal of Risk and Insurance, vol. 78, no. 2, pp. 361-388.
  • Cheng, Ai-Ru, Mohammad Jahan-Parvar, and Philip Rothman (2010). "An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa," Journal of Empirical Finance, vol. 17, no. 3, pp. 413-427.
  • Jahan-Parvar, Mohammad, and George A. Waters (2010). "Equity Price Bubbles in the Middle Eastern and North African Financial Markets," Emerging Markets Review, vol. 11, no. 1, pp. 39-48.
  • Jahan-Parvar, Mohammad, and Hassan Mohammadi (2009). "Oil Prices and Competitiveness: Time Series Evidence from Six Oil-Producing Countries," Journal of Economic Studies, vol. 36, no. 1, pp. 98-118.
  • Jahan-Parvar, Mohammad (2007). "Essays in Financial Economics," Ph.D. dissertation, University of North Carolina.
  • conference

    2014

    Computational and Financial Econometrics Conference

    Measuring Ambiguity Aversion

  • seminar

    2014

    Carey Business School, Johns Hopkins University

    Downside Variance Premium

  • conference

    2014

    Midwest Econometric Group

    Measuring Ambiguity Aversion

  • seminar

    2014

    Georgetown University

    Measuring Ambiguity Aversion

  • seminar

    2014

    George Washington University

    Measuring Ambiguity Aversion

  • conference

    2014

    Society for Nonlinear Dynamics and Econometrics

    Downside Variance Premium

  • conference

    2013

    Computational and Financial Econometrics Conference

    Downside Variance Premium

  • seminar

    2013

    Manchester Business School

    Downside Variance Premium

  • conference

    2013

    Midwest Econometric Group Annual Meeting

    Downside Variance Premium

  • conference

    2013

    Financial Management Association Annual Meeting

    Ambiguity Aversion and Asset Prices in Production Economies

  • conference

    2013

    Summer Meeting of the Econometric Society

    Ambiguity Aversion and Asset Prices in Production Economies

  • seminar

    2013

    Rice University

    Ambiguity Aversion and Asset Prices in Production Economies

  • seminar

    2011

    Kenan-Flagler Business School, UNC

    Ambiguity Aversion and Asset Prices in Production Economies

  • conference

    2011

    Joint Statistical Meetings

    Which parametric model for conditional skewness?

  • conference

    2011

    Midwest Econometric Group

    Which parametric model for conditional skewness?

  • conference

    2011

    Midwest Econometric Group

    Underreaction in equity returns: Evidence from commodity markets.

  • conference

    2010

    Trinagle Econometric Conference

    Modeling Market Downside Volatility

  • conference

    2010

    Financial Management Association

    Modeling Market Downside Volatility

  • conference

    2010

    Midwest Econometric Group

    Modeling Market Downside Volatility

Conference Organization

  • July 2007 Seattle, WA

    Western Economic Association

    Session Organizer and Chair

  • July 2009 Vancouver, BC

    Western Economic Association

    Session Organizer and Chair

Referee

  • Journal of Applied Econometrics,
  • Journal of Banking and Finance,
  • Journal of Business and Economic Statistics,
  • Journal of Developing Areas,
  • Journal of Economics and Finance,
  • Journal of Economic Studies,
  • Journal of Empirical Finance,
  • Journal of Risk and Insurance,
  • Emerging Markets Finance and Trade,
  • Emerging Markets Review,
  • Global Business and Economic Review,
  • International Journal of Business and Economics,
  • Financial Management,
  • Quarterly Review of Economics and Finance,
  • African Journal of Business Management,
  • Business and Economic Journal,
  • Studies in Nonlinear Dynamics and Econometrics.

Professional Affiliation

  • Member, American Economic Association, 2003-Present
  • Member, American Finance Association, 2003-Present
  • Member, American Statistical Association, 2003-Present
  • Member, the Econometric Society, 2003-Present
  • Member, Financial Management Association, 2007-Prresent
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Last update: October 20, 2014