Details about Juan M. Londono

Access statistics for papers by Juan M. Londono.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: plo533

Working Papers

2025

1. The Global Transmission of Inflation Uncertainty
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2024

2. Third Conference on the International Roles of the U.S. Dollar
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2023

3. 2nd Annual International Roles of the U.S. Dollar Conference
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
4. Global Inflation Uncertainty and its Economic Effects
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
5. The Price of Macroeconomic Uncertainty: Evidence from Daily Options
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
6. The SNB-FRB-BIS High-Level Conference on Inflation Risk and Uncertainty
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
7. 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.)

2022

8. Global Real Economic Uncertainty and COVID-19
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2021

9. Financial Stability Governance and Central Bank Communications
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
10. The Global Determinants of International Equity Risk Premiums
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
11. The Global Transmission of Real Economic Uncertainty
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

2020

12. Central Banks' Financial Stability Communications during the COVID-19 Pandemic
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
13. What is Certain about Uncertainty?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (18)
    See also Journal Article What Is Certain about Uncertainty?, Journal of Economic Literature, American Economic Association (2023) View citations (14) (2023)

2019

14. Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
15. US Equity Tail Risk and Currency Risk Premia
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
16. Variance Risk Premium Components and International Stock Return Predictability
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (5)

2018

17. Understanding Global Volatility
    IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (7)

2017

18. Constructing a Dictionary for Financial Stability
    IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
19. Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies
    IMF Working Papers, International Monetary Fund View citations (21)
    See also Journal Article Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies, Open Economies Review, Springer (2017) View citations (20) (2017)
20. Sentiment in Central Banks' Financial Stability Reports
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (27)
    See also Journal Article Sentiment in Central Banks’ Financial Stability Reports*, Review of Finance, European Finance Association (2021) View citations (4) (2021)
21. Taxonomy of Global Risk, Uncertainty, and Volatility Measures
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (19)
22. Unconventional Monetary and Exchange Rate Policies
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2016

23. Bad Bad Contagion
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article Bad bad contagion, Journal of Banking & Finance, Elsevier (2019) View citations (5) (2019)

2014

24. 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.) View citations (2)
25. Generating Options-Implied Probability Densities to Understand Oil Market Events
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article Generating options-implied probability densities to understand oil market events, Energy Economics, Elsevier (2017) View citations (23) (2017)
26. 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.) View citations (5)
    See also Journal Article U.S. unconventional monetary policy and transmission to emerging market economies, Journal of International Money and Finance, Elsevier (2015) View citations (191) (2015)

2012

27. Variance risk premiums and the forward premium puzzle
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
    See also Journal Article Variance risk premiums and the forward premium puzzle, Journal of Financial Economics, Elsevier (2017) View citations (64) (2017)

2011

28. The variance risk premium around the world
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (10)

2009

29. Extending the New Keynesian Monetary Model with Information Revision Processes: Real-time and Revised Data
    UMUFAE Economics Working Papers, DIGITUM. Universidad de Murcia
30. On the informational role of term structure in the US monetary policy rule
    UMUFAE Economics Working Papers, DIGITUM. Universidad de Murcia

Journal Articles

2023

1. What Is Certain about Uncertainty?
   Journal of Economic Literature, 2023, 61, (2), 624-54 View citations (14)
   See also Working Paper What is Certain about Uncertainty?, International Finance Discussion Papers (2020) View citations (18) (2020)

2022

2. Equity tail risk and currency risk premiums
   Journal of Financial Economics, 2022, 143, (1), 484-503 View citations (8)

2021

3. Sentiment in Central Banks’ Financial Stability Reports*
   (CoVaR)
   Review of Finance, 2021, 25, (1), 85-120 View citations (4)
   See also Working Paper Sentiment in Central Banks' Financial Stability Reports, International Finance Discussion Papers (2017) View citations (27) (2017)

2019

4. Bad bad contagion
   Journal of Banking & Finance, 2019, 108, (C) View citations (5)
   See also Working Paper Bad Bad Contagion, International Finance Discussion Papers (2016) (2016)
5. Cumulative Prospect Theory, Option Returns, and the Variance Premium
   The Review of Financial Studies, 2019, 32, (9), 3667-3723 View citations (15)

2017

6. Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies
   Open Economies Review, 2017, 28, (2), 191-232 View citations (20)
   See also Working Paper Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies, IMF Working Papers (2017) View citations (21) (2017)
7. Generating options-implied probability densities to understand oil market events
   Energy Economics, 2017, 64, (C), 440-457 View citations (23)
   See also Working Paper Generating Options-Implied Probability Densities to Understand Oil Market Events, International Finance Discussion Papers (2014) (2014)
8. Variance risk premiums and the forward premium puzzle
   Journal of Financial Economics, 2017, 124, (2), 415-440 View citations (64)
   See also Working Paper Variance risk premiums and the forward premium puzzle, International Finance Discussion Papers (2012) View citations (3) (2012)

2015

9. An alternative view of the US price–dividend ratio dynamics
   International Review of Economics & Finance, 2015, 38, (C), 291-307 View citations (2)
10. U.S. unconventional monetary policy and transmission to emerging market economies
    Journal of International Money and Finance, 2015, 55, (C), 27-59 View citations (191)
    See also Working Paper U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies, International Finance Discussion Papers (2014) View citations (5) (2014)

2013

11. Understanding industry betas
    Journal of Empirical Finance, 2013, 22, (C), 30-51 View citations (13)

2012

12. The Effect of Data Revisions on the Basic New Keynesian Model
    International Review of Economics & Finance, 2012, 24, (C), 235-249 View citations (4)