Jaroslav Horvath

University of New Hampshire

Assistant Professor of Economics

Department of Economics

10 Garrison Avenue

Durham, NH 03824

United States

http://https://sites.google.com/site/jaroslavjayhorvath/

SCHOLARLY PAPERS

10

DOWNLOADS

894

SSRN CITATIONS

9

CROSSREF CITATIONS

2

Scholarly Papers (10)

1.

Isolating the Disaster Risk Premium with Equity Options

Number of pages: 29 Posted: 15 Feb 2017 Last Revised: 02 Feb 2019
Jaroslav Horvath
University of New Hampshire
Downloads 279 (133,305)

Abstract:

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Disasters; Equity Risk Premium; Jumps; Options

2.

Mortgage Spreads, Asset Prices, and Business Cycles in Emerging Countries

Number of pages: 55 Posted: 01 Mar 2018 Last Revised: 01 Feb 2021
Jaroslav Horvath and Philip Rothman
University of New Hampshire and East Carolina University
Downloads 161 (222,700)

Abstract:

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Mortgage spreads; Asset prices; International business cycles; Emerging economies.

3.

Business Cycles, Informal Economy, and Interest Rates in Emerging Countries

Number of pages: 47 Posted: 14 Oct 2016 Last Revised: 18 Jul 2018
Jaroslav Horvath
University of New Hampshire
Downloads 127 (269,166)
Citation 7

Abstract:

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Informal Economy, Country Risk, International Business Cycles

4.

Macroeconomic Disasters and the Equity Premium Puzzle: Are Emerging Countries Riskier?

Number of pages: 71 Posted: 07 Oct 2016 Last Revised: 06 Dec 2019
Jaroslav Horvath
University of New Hampshire
Downloads 98 (322,475)
Citation 3

Abstract:

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Consumption Disasters, Equity Premium, Bayesian Markov-Chain Monte Carlo

5.

Unemployment Dynamics in Emerging Countries: Monetary Policy and External Shocks

Number of pages: 42 Posted: 13 Nov 2017 Last Revised: 19 Feb 2019
Jaroslav Horvath and Jiansheng Zhong
University of New Hampshire and Wolfe Research
Downloads 64 (413,000)
Citation 2

Abstract:

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Unemployment Dynamics; Monetary Policy; External Shocks; Emerging Markets

6.

Oral Interventions in the Exchange Rate Market: Evidence from Australia

Number of pages: 36 Posted: 16 Apr 2019 Last Revised: 13 Feb 2020
Yin Germaschewski, Jaroslav Horvath and Jiansheng Zhong
University of New Hampshire, University of New Hampshire and Wolfe Research
Downloads 53 (451,994)

Abstract:

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Central bank communication, Exchange rate, Monetary policy, Small open economy

7.

Property Rights, Expropriations, and Business Cycles in China

Number of pages: 46 Posted: 24 Apr 2020 Last Revised: 26 Feb 2021
Yin Germaschewski, Jaroslav Horvath and Loris Rubini
University of New Hampshire, University of New Hampshire and University of New Hampshire
Downloads 41 (501,872)

Abstract:

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Real Business Cycles, Property Rights, Expropriations, the Chinese Economy

8.

Unemployment Dynamics and Informality in Small Open Economies

Number of pages: 44 Posted: 08 Jun 2020 Last Revised: 19 Oct 2020
Jaroslav Horvath and Guanyi Yang
University of New Hampshire and COLORADO COLLEGE
Downloads 37 (520,591)

Abstract:

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informal economy, labor market frictions, emerging markets, business cycles.

9.

Off Track Monetary Policy and Housing

Number of pages: 15 Posted: 10 Nov 2020
Jaroslav Horvath, fredj Jawadi and Philip Rothman
University of New Hampshire, University of Lille and East Carolina University
Downloads 22 (607,395)

Abstract:

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Monetary Policy, Housing, Taylor Rule, Financial Crisis

10.

Equity Returns, Bond Spreads, and Economic Activity in Emerging Countries

Number of pages: 21 Posted: 13 May 2021
Jaroslav Horvath and Guanyi Yang
University of New Hampshire and COLORADO COLLEGE
Downloads 12 (678,417)

Abstract:

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equity returns, bond spreads, economic activity, emerging economies