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Juan M. Londono

Personal Details

First Name:Juan M.
Middle Name:
Last Name:Londono
Suffix:
RePEc Short-ID:plo533
[This author has chosen not to make the email address public]

Affiliation

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

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Danilo Cascaldi-Garcia & Juan M. Londono & Beth Anne Wilson, 2023. "The SNB-FRB-BIS High-Level Conference on Inflation Risk and Uncertainty," FEDS Notes 2023-01-03, Board of Governors of the Federal Reserve System (U.S.).
  2. Mohammad R. Jahan-Parvar & Juan M. Londono & Beth Anne Wilson & Ilknur Zer, 2023. "The Third SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Monetary Policy and Banking Regulation under Elevated Uncertainty," FEDS Notes 2023-12-15-4, Board of Governors of the Federal Reserve System (U.S.).
  3. Alain P. Chaboud & Ricardo Correa & Patrick Douglass & Linda S. Goldberg & Juan M. Londono & Fabiola Ravazzolo, 2023. "2nd Annual International Roles of the U.S. Dollar Conference," FEDS Notes 2023-06-23-4, Board of Governors of the Federal Reserve System (U.S.).
  4. Juan M. Londono & Sai Ma & Beth Anne Wilson, 2023. "Global Inflation Uncertainty and its Economic Effects," FEDS Notes 2023-09-25, Board of Governors of the Federal Reserve System (U.S.).
  5. Juan M. Londono & Mehrdad Samadi, 2023. "The Price of Macroeconomic Uncertainty: Evidence from Daily Options," International Finance Discussion Papers 1376, Board of Governors of the Federal Reserve System (U.S.).
  6. Ranie Lin & Juan M. Londono & Sai Ma, 2022. "Global Real Economic Uncertainty and COVID-19," FEDS Notes 2022-02-18-1, Board of Governors of the Federal Reserve System (U.S.).
  7. Stijn Claessens & Ricardo Correa & Juan M. Londono, 2021. "Financial Stability Governance and Central Bank Communications," International Finance Discussion Papers 1328, Board of Governors of the Federal Reserve System (U.S.).
  8. Juan M. Londono & Sai Ma & Beth Anne Wilson, 2021. "The Global Transmission of Real Economic Uncertainty," International Finance Discussion Papers 1317, Board of Governors of the Federal Reserve System (U.S.).
  9. Juan M. Londono & Nancy R. Xu, 2021. "The Global Determinants of International Equity Risk Premiums," International Finance Discussion Papers 1318, Board of Governors of the Federal Reserve System (U.S.).
  10. Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
    • Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023. "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
  11. Ricardo Correa & Juan M. Londono & Jerry Yang, 2020. "Central Banks' Financial Stability Communications during the COVID-19 Pandemic," FEDS Notes 2020-09-18-3, Board of Governors of the Federal Reserve System (U.S.).
  12. Zhenzhen Fan & Juan M. Londono & Xiao Xiao, 2019. "US Equity Tail Risk and Currency Risk Premia," International Finance Discussion Papers 1253, Board of Governors of the Federal Reserve System (U.S.).
  13. Juan M. Londono & Sai Ma & Beth Anne Wilson, 2019. "Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy," FEDS Notes 2019-10-08, Board of Governors of the Federal Reserve System (U.S.).
  14. Juan M. Londono & Nancy R. Xu, 2019. "Variance Risk Premium Components and International Stock Return Predictability," International Finance Discussion Papers 1247, Board of Governors of the Federal Reserve System (U.S.).
  15. Juan M. Londono & Beth Anne Wilson, 2018. "Understanding Global Volatility," IFDP Notes 2018-01-19, Board of Governors of the Federal Reserve System (U.S.).
  16. Mr. Joseph E. Gagnon & Mr. Tamim Bayoumi & Juan M. Londono & Christian Saborowski & Horacio Sapriza, 2017. "Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies," IMF Working Papers 2017/056, International Monetary Fund.
  17. Tamim Bayoumi & Joseph E. Gagnon & Juan M. Londono & Christian Saborowski & Horacio Sapriza, 2017. "Unconventional Monetary and Exchange Rate Policies," International Finance Discussion Papers 1194, Board of Governors of the Federal Reserve System (U.S.).
  18. Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017. "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216, Board of Governors of the Federal Reserve System (U.S.).
  19. Ricardo Correa & Keshav Garud & Juan M. Londono & Nathan Mislang, 2017. "Sentiment in Central Banks' Financial Stability Reports," International Finance Discussion Papers 1203, Board of Governors of the Federal Reserve System (U.S.).
  20. Ricardo Correa & Keshav Garud & Juan M. Londono & Nathan Mislang, 2017. "Constructing a Dictionary for Financial Stability," IFDP Notes 2017-06-28, Board of Governors of the Federal Reserve System (U.S.).
  21. Juan M. Londono, 2016. "Bad Bad Contagion," International Finance Discussion Papers 1178, Board of Governors of the Federal Reserve System (U.S.).
  22. Deepa Dhume Datta & Juan M. Londono & Landon J. Ross, 2014. "Generating Options-Implied Probability Densities to Understand Oil Market Events," International Finance Discussion Papers 1122, Board of Governors of the Federal Reserve System (U.S.).
  23. Juan M. Londono & Mary Tian, 2014. "Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis," International Finance Discussion Papers 1117, Board of Governors of the Federal Reserve System (U.S.).
  24. David Bowman & Juan M. Londono & Horacio Sapriza, 2014. "U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies," International Finance Discussion Papers 1109, Board of Governors of the Federal Reserve System (U.S.).
  25. Juan M. Londono & Hao Zhou, 2012. "Variance risk premiums and the forward premium puzzle," International Finance Discussion Papers 1068, Board of Governors of the Federal Reserve System (U.S.).
  26. Juan M. Londono, 2011. "The variance risk premium around the world," International Finance Discussion Papers 1035, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Fan, Zhenzhen & Londono, Juan M. & Xiao, Xiao, 2022. "Equity tail risk and currency risk premiums," Journal of Financial Economics, Elsevier, vol. 143(1), pages 484-503.
  2. Lieven Baele & Joost Driessen & Sebastian Ebert & Juan M Londono & Oliver G Spalt, 2019. "Cumulative Prospect Theory, Option Returns, and the Variance Premium," The Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3667-3723.
  3. Londono, Juan M., 2019. "Bad bad contagion," Journal of Banking & Finance, Elsevier, vol. 108(C).
  4. Datta, Deepa Dhume & Londono, Juan M. & Ross, Landon J., 2017. "Generating options-implied probability densities to understand oil market events," Energy Economics, Elsevier, vol. 64(C), pages 440-457.
  5. Londono, Juan M. & Zhou, Hao, 2017. "Variance risk premiums and the forward premium puzzle," Journal of Financial Economics, Elsevier, vol. 124(2), pages 415-440.
  6. Joseph E. Gagnon & Tamim Bayoumi & Juan M. Londono & Christian Saborowski & Horacio Sapriza, 2017. "Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies," Open Economies Review, Springer, vol. 28(2), pages 191-232, April.
  7. Londono, Juan M. & Regúlez, Marta & Vázquez, Jesús, 2015. "An alternative view of the US price–dividend ratio dynamics," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 291-307.
  8. Bowman, David & Londono, Juan M. & Sapriza, Horacio, 2015. "U.S. unconventional monetary policy and transmission to emerging market economies," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 27-59.
  9. Baele, Lieven & Londono, Juan M., 2013. "Understanding industry betas," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 30-51.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (6) 2019-08-12 2019-08-12 2019-11-18 2020-08-24 2021-06-21 2023-09-18. Author is listed
  2. NEP-CBA: Central Banking (5) 2014-07-05 2014-11-07 2017-03-05 2017-03-26 2021-09-27. Author is listed
  3. NEP-MON: Monetary Economics (5) 2014-07-05 2017-03-05 2020-10-05 2021-09-27 2023-11-27. Author is listed
  4. NEP-FMK: Financial Markets (4) 2011-12-19 2019-08-12 2019-08-12 2021-06-21
  5. NEP-MAC: Macroeconomics (4) 2014-07-05 2017-12-03 2020-08-24 2021-06-21
  6. NEP-UPT: Utility Models and Prospect Theory (4) 2011-12-19 2019-08-12 2021-06-21 2023-09-18
  7. NEP-BAN: Banking (2) 2021-09-27 2023-11-27
  8. NEP-CWA: Central and Western Asia (2) 2021-06-21 2021-06-21
  9. NEP-BIG: Big Data (1) 2021-09-27
  10. NEP-EEC: European Economics (1) 2014-11-07
  11. NEP-ENE: Energy Economics (1) 2014-12-03
  12. NEP-FDG: Financial Development and Growth (1) 2021-09-27
  13. NEP-HIS: Business, Economic and Financial History (1) 2017-07-09
  14. NEP-IFN: International Finance (1) 2016-09-18
  15. NEP-INT: International Trade (1) 2021-06-21
  16. NEP-ISF: Islamic Finance (1) 2021-09-27
  17. NEP-OPM: Open Economy Macroeconomics (1) 2021-06-21
  18. NEP-PAY: Payment Systems and Financial Technology (1) 2023-07-24
  19. NEP-SOG: Sociology of Economics (1) 2016-09-18

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