Mohammad R. Jahan‐Parvar

1.4k total citations
52 papers, 932 citations indexed

About

Mohammad R. Jahan‐Parvar is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Mohammad R. Jahan‐Parvar has authored 52 papers receiving a total of 932 indexed citations (citations by other indexed papers that have themselves been cited), including 45 papers in Economics and Econometrics, 38 papers in Finance and 25 papers in General Economics, Econometrics and Finance. Recurrent topics in Mohammad R. Jahan‐Parvar's work include Market Dynamics and Volatility (26 papers), Monetary Policy and Economic Impact (25 papers) and Financial Markets and Investment Strategies (24 papers). Mohammad R. Jahan‐Parvar is often cited by papers focused on Market Dynamics and Volatility (26 papers), Monetary Policy and Economic Impact (25 papers) and Financial Markets and Investment Strategies (24 papers). Mohammad R. Jahan‐Parvar collaborates with scholars based in United States, Canada and United Kingdom. Mohammad R. Jahan‐Parvar's co-authors include Bruno Feunou, Hassan Mohammadi, Craig E. Landry, Cédric Okou, Roméo Tédongap, Hening Liu, Philip Rothman, A. Ronald Gallant, George Waters and John H. Rogers and has published in prestigious journals such as Review of Financial Studies, Journal of Economic Literature and Journal of money credit and banking.

In The Last Decade

Mohammad R. Jahan‐Parvar

50 papers receiving 877 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Mohammad R. Jahan‐Parvar United States 16 691 495 314 83 77 52 932
Riccardo Colacito United States 14 912 1.3× 785 1.6× 428 1.4× 89 1.1× 62 0.8× 24 1.2k
Michael Donadelli Italy 17 787 1.1× 437 0.9× 182 0.6× 44 0.5× 53 0.7× 57 978
Christiane Nickel Germany 18 563 0.8× 449 0.9× 409 1.3× 16 0.2× 33 0.4× 41 864
Don Harding Australia 9 1.1k 1.5× 855 1.7× 1.1k 3.5× 49 0.6× 40 0.5× 21 1.6k
John Beirne Germany 18 846 1.2× 697 1.4× 433 1.4× 59 0.7× 13 0.2× 65 1.1k
Scott M. Weiner United States 7 967 1.4× 673 1.4× 648 2.1× 139 1.7× 18 0.2× 10 1.4k
Maria Nikolaidi United Kingdom 11 638 0.9× 453 0.9× 141 0.4× 99 1.2× 51 0.7× 19 808
Jonas Dovern Germany 17 706 1.0× 305 0.6× 573 1.8× 32 0.4× 25 0.3× 47 954
George Skiadopoulos United Kingdom 20 1.0k 1.5× 1.2k 2.4× 394 1.3× 90 1.1× 23 0.3× 63 1.6k

Countries citing papers authored by Mohammad R. Jahan‐Parvar

Since Specialization
Citations

This map shows the geographic impact of Mohammad R. Jahan‐Parvar's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mohammad R. Jahan‐Parvar with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mohammad R. Jahan‐Parvar more than expected).

Fields of papers citing papers by Mohammad R. Jahan‐Parvar

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Mohammad R. Jahan‐Parvar. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mohammad R. Jahan‐Parvar. The network helps show where Mohammad R. Jahan‐Parvar may publish in the future.

Co-authorship network of co-authors of Mohammad R. Jahan‐Parvar

This figure shows the co-authorship network connecting the top 25 collaborators of Mohammad R. Jahan‐Parvar. A scholar is included among the top collaborators of Mohammad R. Jahan‐Parvar based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Mohammad R. Jahan‐Parvar. Mohammad R. Jahan‐Parvar is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Jahan‐Parvar, Mohammad R., et al.. (2024). Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components. Finance and Economics Discussion Series. 1–28.
2.
Jahan‐Parvar, Mohammad R. & Filip Žikeš. (2023). When Do Low-Frequency Measures Really Measure Effective Spreads? Evidence from Equity and Foreign Exchange Markets. Review of Financial Studies. 36(10). 4190–4232. 2 indexed citations
3.
Beltran, Daniel O., et al.. (2021). Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs. International Finance Discussion Paper. 2021.0(1307). 1–40. 1 indexed citations
4.
Beltran, Daniel O., et al.. (2021). Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs. SSRN Electronic Journal. 2 indexed citations
5.
Jahan‐Parvar, Mohammad R., et al.. (2021). The impact of financial sanctions: The case of Iran. Journal of Policy Modeling. 43(3). 601–621. 34 indexed citations
6.
Jahan‐Parvar, Mohammad R., et al.. (2020). Global Economic Uncertainty and the U.S. Equity Returns. SSRN Electronic Journal. 1 indexed citations
7.
Jahan‐Parvar, Mohammad R., et al.. (2019). The Impact of Financial Sanctions: The Case of Iran 2011–2016. SSRN Electronic Journal. 1 indexed citations
8.
Blanchard, Olivier, et al.. (2018). Foreign Effects of Higher U.S. Interest Rates. International Finance Discussion Paper. 2018.0(1227). 1–15. 15 indexed citations
9.
Blanchard, Olivier, et al.. (2018). A year of rising dangerously? The U.S. stock market performance in the aftermath of the presidential election. Journal of Policy Modeling. 40(3). 489–502. 10 indexed citations
10.
Londoño, Juan M., Bo Sun, Daniel O. Beltran, et al.. (2017). Taxonomy of Global Risk, Uncertainty, and Volatility Measures. International Finance Discussion Paper. 2017.0(1216). 1–46. 21 indexed citations
11.
Gallant, A. Ronald, Mohammad R. Jahan‐Parvar, & Hening Liu. (2015). Measuring Ambiguity Aversion. Finance and Economics Discussion Series. 2015.0(105). 1–46. 11 indexed citations
12.
Feunou, Bruno, Mohammad R. Jahan‐Parvar, & Cédric Okou. (2015). Downside Variance Risk Premium. SSRN Electronic Journal. 1 indexed citations
13.
Guerrieri, Luca, Matteo Iacoviello, Francisco Covas, et al.. (2015). Macroeconomic Effects of Banking Sector Losses Across Structural Models. SSRN Electronic Journal. 2 indexed citations
14.
Feunou, Bruno, Mohammad R. Jahan‐Parvar, & Roméo Tédongap. (2014). Which parametric model for conditional skewness?. European Journal of Finance. 22(13). 1237–1271. 34 indexed citations
15.
Jahan‐Parvar, Mohammad R., Xuan Liu, & Philip Rothman. (2013). Equity Returns and Business Cycles in Small Open Economies. Journal of money credit and banking. 45(6). 1117–1146. 7 indexed citations
16.
Jahan‐Parvar, Mohammad R. & Hening Liu. (2012). Ambiguity Aversion and Asset Prices in Production Economies. SSRN Electronic Journal. 1 indexed citations
17.
Feunou, Bruno, Mohammad R. Jahan‐Parvar, & Roméo Tédongap. (2011). Modeling Market Downside Volatility. SSRN Electronic Journal. 10 indexed citations
18.
Feunou, Bruno, Mohammad R. Jahan‐Parvar, & Roméo Tédongap. (2011). Which Parametric Model for Conditional Skewness?. SSRN Electronic Journal. 1 indexed citations
19.
Jahan‐Parvar, Mohammad R., et al.. (2009). An empirical investigation of stock market behavior in the Middle East and North Africa. Journal of Empirical Finance. 17(3). 413–427. 68 indexed citations
20.
Jahan‐Parvar, Mohammad R. & George Waters. (2009). Equity price bubbles in the Middle Eastern and North African Financial markets. Emerging Markets Review. 11(1). 39–48. 19 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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