Jaroslav Horvath

ASSISTANT PROFESSOR
Economics
Phone: (603) 862-0867
Office: Economics, Paul College Rm 341, Durham, NH 03824
Jaroslav Horvath

Jay (Jaroslav) Horvath is an Assistant Professor of Economics at the University of New Hampshire. Majority of his work focuses on investigating the impact of international shocks on business cycle fluctuations in emerging countries. In addition, his research examines asset pricing under disaster risk characterized by low probability events with catastrophic consequences such as wars, financial crises and stock market crashes.

Education

  • Ph.D., Economics, Ohio State University
  • M.A., Economics, Ohio State University
  • M.S., Economics, East Carolina University
  • B.S., Economics, East Carolina University

Research Interests

  • Business Cycles/Crises
  • International Economics
  • Macroeconomics
  • Open Economy Macroeconomics

Courses Taught

  • ECON 611: Inter Macroeconomic Analysis
  • ECON 635: Money and Banking
  • ECON 972: Macroeconomics I Lab

Selected Publications

Horvath, J. (2020). Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. Journal of Economic Dynamics and Control, 112, 103852. doi:10.1016/j.jedc.2020.103852

Horvath, J. (2019). Isolating the disaster risk premium with equity options. Journal of Empirical Finance, 51, 138-148. doi:10.1016/j.jempfin.2019.02.005

Horvath, J., & Zhong, J. (2019). Unemployment dynamics in emerging countries: Monetary policy and external shocks. Economic Modelling, 76, 31-49. doi:10.1016/j.econmod.2018.07.017

Horvath, J. (2018). Business cycles, informal economy, and interest rates in emerging countries. Journal of Macroeconomics, 55, 96-116. doi:10.1016/j.jmacro.2017.10.002

Most Cited Publications