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Details about Juan M. Londono

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Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Juan M. Londono.

Last updated 2021-02-11. Update your information in the RePEc Author Service.

Short-id: plo533


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Working Papers

2020

  1. Central Banks' Financial Stability Communications during the COVID-19 Pandemic
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. What is Certain about Uncertainty?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)

2019

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

2018

  1. Understanding Global Volatility
    IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)

2017

  1. Constructing a Dictionary for Financial Stability
    IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
  2. Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies
    IMF Working Papers, International Monetary Fund Downloads View citations (13)
    See also Journal Article in Open Economies Review (2017)
  3. Sentiment in Central Banks' Financial Stability Reports
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (15)
  4. Taxonomy of Global Risk, Uncertainty, and Volatility Measures
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (9)
  5. Unconventional Monetary and Exchange Rate Policies
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads

2016

  1. Bad Bad Contagion
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article in Journal of Banking & Finance (2019)

2014

  1. 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.) Downloads View citations (1)
  2. Generating Options-Implied Probability Densities to Understand Oil Market Events
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article in Energy Economics (2017)
  3. 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.) Downloads View citations (5)
    See also Journal Article in Journal of International Money and Finance (2015)

2012

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

2011

  1. The variance risk premium around the world
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)

Journal Articles

2019

  1. Bad bad contagion
    Journal of Banking & Finance, 2019, 108, (C) Downloads
    See also Working Paper (2016)
  2. Cumulative Prospect Theory, Option Returns, and the Variance Premium
    Review of Financial Studies, 2019, 32, (9), 3667-3723 Downloads View citations (2)

2017

  1. Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies
    Open Economies Review, 2017, 28, (2), 191-232 Downloads View citations (13)
    See also Working Paper (2017)
  2. Generating options-implied probability densities to understand oil market events
    Energy Economics, 2017, 64, (C), 440-457 Downloads View citations (16)
    See also Working Paper (2014)
  3. Variance risk premiums and the forward premium puzzle
    Journal of Financial Economics, 2017, 124, (2), 415-440 Downloads View citations (20)
    See also Working Paper (2012)

2015

  1. An alternative view of the US price–dividend ratio dynamics
    International Review of Economics & Finance, 2015, 38, (C), 291-307 Downloads View citations (2)
  2. U.S. unconventional monetary policy and transmission to emerging market economies
    Journal of International Money and Finance, 2015, 55, (C), 27-59 Downloads View citations (82)
    See also Working Paper (2014)

2013

  1. Understanding industry betas
    Journal of Empirical Finance, 2013, 22, (C), 30-51 Downloads View citations (7)
 
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