Juan M. Londono
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Juan M. |
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Londono |
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Affiliations
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
Research profile
author of:
- What Is Certain about Uncertainty?
Journal of Economic Literature, American Economic Association (2023)
by 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
(ReDIF-article, aea:jeclit:v:61:y:2023:i:2:p:624-54) - Understanding industry betas
Journal of Empirical Finance, Elsevier (2013)
by Baele, Lieven & Londono, Juan M.
(ReDIF-article, eee:empfin:v:22:y:2013:i:c:p:30-51) - Generating options-implied probability densities to understand oil market events
Energy Economics, Elsevier (2017)
by Datta, Deepa Dhume & Londono, Juan M. & Ross, Landon J.
(ReDIF-article, eee:eneeco:v:64:y:2017:i:c:p:440-457) - Bad bad contagion
Journal of Banking & Finance, Elsevier (2019)
by Londono, Juan M.
(ReDIF-article, eee:jbfina:v:108:y:2019:i:c:s0378426619302274) - Variance risk premiums and the forward premium puzzle
Journal of Financial Economics, Elsevier (2017)
by Londono, Juan M. & Zhou, Hao
(ReDIF-article, eee:jfinec:v:124:y:2017:i:2:p:415-440) - Equity tail risk and currency risk premiums
Journal of Financial Economics, Elsevier (2022)
by Fan, Zhenzhen & Londono, Juan M. & Xiao, Xiao
(ReDIF-article, eee:jfinec:v:143:y:2022:i:1:p:484-503) - U.S. unconventional monetary policy and transmission to emerging market economies
Journal of International Money and Finance, Elsevier (2015)
by Bowman, David & Londono, Juan M. & Sapriza, Horacio
(ReDIF-article, eee:jimfin:v:55:y:2015:i:c:p:27-59) - The Effect of Data Revisions on the Basic New Keynesian Model
International Review of Economics & Finance, Elsevier (2012)
by Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan M.
(ReDIF-article, eee:reveco:v:24:y:2012:i:c:p:235-249) - An alternative view of the US price–dividend ratio dynamics
International Review of Economics & Finance, Elsevier (2015)
by Londono, Juan M. & Regúlez, Marta & Vázquez, Jesús
(ReDIF-article, eee:reveco:v:38:y:2015:i:c:p:291-307) - Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2019)
by Juan M. Londono & Sai Ma & Beth Anne Wilson
(ReDIF-paper, fip:fedgfn:2019-10-08) - Central Banks' Financial Stability Communications during the COVID-19 Pandemic
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2020)
by Ricardo Correa & Juan M. Londono & Jerry Yang
(ReDIF-paper, fip:fedgfn:2020-09-18-3) - Global Real Economic Uncertainty and COVID-19
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2022)
by Ranie Lin & Juan M. Londono & Sai Ma
(ReDIF-paper, fip:fedgfn:2022-02-18-1) - The SNB-FRB-BIS High-Level Conference on Inflation Risk and Uncertainty
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2023)
by Danilo Cascaldi-Garcia & Juan M. Londono & Beth Anne Wilson
(ReDIF-paper, fip:fedgfn:2023-01-03) - 2nd Annual International Roles of the U.S. Dollar Conference
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2023)
by Alain P. Chaboud & Ricardo Correa & Patrick Douglass & Linda S. Goldberg & Juan M. Londono & Fabiola Ravazzolo
(ReDIF-paper, fip:fedgfn:2023-06-23-4) - Global Inflation Uncertainty and its Economic Effects
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2023)
by Juan M. Londono & Sai Ma & Beth Anne Wilson
(ReDIF-paper, fip:fedgfn:2023-09-25) - The Third SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Monetary Policy and Banking Regulation under Elevated Uncertainty
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2023)
by Mohammad R. Jahan-Parvar & Juan M. Londono & Beth Anne Wilson & Ilknur Zer
(ReDIF-paper, fip:fedgfn:2023-12-15-4) - Third Conference on the International Roles of the U.S. Dollar
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2024)
by Ricardo Correa & Linda S. Goldberg & Juan M. Londono & Fabiola Ravazzolo
(ReDIF-paper, fip:fedgfn:2024-08-12) - The variance risk premium around the world
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2011)
by Juan M. Londono
(ReDIF-paper, fip:fedgif:1035) - Variance risk premiums and the forward premium puzzle
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012)
by Juan M. Londono & Hao Zhou
(ReDIF-paper, fip:fedgif:1068) - U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014)
by David Bowman & Juan M. Londono & Horacio Sapriza
(ReDIF-paper, fip:fedgif:1109) - Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014)
by Juan M. Londono & Mary Tian
(ReDIF-paper, fip:fedgif:1117) - Generating Options-Implied Probability Densities to Understand Oil Market Events
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014)
by Deepa Dhume Datta & Juan M. Londono & Landon J. Ross
(ReDIF-paper, fip:fedgif:1122) - Bad Bad Contagion
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2016)
by Juan M. Londono
(ReDIF-paper, fip:fedgif:1178) - Unconventional Monetary and Exchange Rate Policies
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2017)
by Tamim Bayoumi & Joseph E. Gagnon & Juan M. Londono & Christian Saborowski & Horacio Sapriza
(ReDIF-paper, fip:fedgif:1194) - Sentiment in Central Banks' Financial Stability Reports
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2017)
by Ricardo Correa & Keshav Garud & Juan M. Londono & Nathan Mislang
(ReDIF-paper, fip:fedgif:1203) - Taxonomy of Global Risk, Uncertainty, and Volatility Measures
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2017)
by 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
(ReDIF-paper, fip:fedgif:1216) - Variance Risk Premium Components and International Stock Return Predictability
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2019)
by Juan M. Londono & Nancy R. Xu
(ReDIF-paper, fip:fedgif:1247) - US Equity Tail Risk and Currency Risk Premia
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2019)
by Zhenzhen Fan & Juan M. Londono & Xiao Xiao
(ReDIF-paper, fip:fedgif:1253) - What is Certain about Uncertainty?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2020)
by 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
(ReDIF-paper, fip:fedgif:1294) - The Global Transmission of Real Economic Uncertainty
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2021)
by Juan M. Londono & Sai Ma & Beth Anne Wilson
(ReDIF-paper, fip:fedgif:1317) - The Global Determinants of International Equity Risk Premiums
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2021)
by Juan M. Londono & Nancy R. Xu
(ReDIF-paper, fip:fedgif:1318) - Financial Stability Governance and Central Bank Communications
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2021)
by Stijn Claessens & Ricardo Correa & Juan M. Londono
(ReDIF-paper, fip:fedgif:1328) - The Price of Macroeconomic Uncertainty: Evidence from Daily Options
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2023)
by Juan M. Londono & Mehrdad Samadi
(ReDIF-paper, fip:fedgif:96660) - Constructing a Dictionary for Financial Stability
IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) (2017)
by Ricardo Correa & Keshav Garud & Juan M. Londono & Nathan Mislang
(ReDIF-paper, fip:fedgin:2017-06-28) - Understanding Global Volatility
IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) (2018)
by Juan M. Londono & Beth Anne Wilson
(ReDIF-paper, fip:fedgin:2018-01-19) - Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies
IMF Working Papers, International Monetary Fund (2017)
by Mr. Joseph E. Gagnon & Mr. Tamim Bayoumi & Juan M. Londono & Christian Saborowski & Horacio Sapriza
(ReDIF-paper, imf:imfwpa:2017/056) - Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies
Open Economies Review, Springer (2017)
by Joseph E. Gagnon & Tamim Bayoumi & Juan M. Londono & Christian Saborowski & Horacio Sapriza
(ReDIF-article, kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-017-9437-0) - Extending the New Keynesian Monetary Model with Information Revision Processes: Real-time and Revised Data
UMUFAE Economics Working Papers, DIGITUM. Universidad de Murcia (2009)
by María-Dolores, Ramon & Vazquez, Jesus & Londoño, Juan M.
(ReDIF-paper, mur:wpaper:4695) - On the informational role of term structure in the US monetary policy rule
UMUFAE Economics Working Papers, DIGITUM. Universidad de Murcia (2009)
by María-Dolores, Ramon & Vázquez, Jesús & Londoño, Juan M.
(ReDIF-paper, mur:wpaper:4699) - Sentiment in Central Banks’ Financial Stability Reports
Review of Finance, European Finance Association (2021)
by Ricardo Correa & Keshav Garud & Juan M Londono & Nathan Mislang
(ReDIF-article, oup:revfin:v:25:y:2021:i:1:p:85-120.) - Cumulative Prospect Theory, Option Returns, and the Variance Premium
The Review of Financial Studies, Society for Financial Studies (2019)
by Lieven Baele & Joost Driessen & Sebastian Ebert & Juan M Londono & Oliver G Spalt
(ReDIF-article, oup:rfinst:v:32:y:2019:i:9:p:3667-3723.)