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Photo of Juan-Miguel Londono-Yarce

Juan-Miguel Londono-Yarce

Economist

Global Capital Markets Section

International Finance


juan-miguel.londono-yarce@frb.gov
Education
  • Ph.D., Finance, Tilburg University, 2011
  • Ph.D., Quantitative Finance, Basque Country University, 2009
  • M.Phil., Quantitative Finance, University of Valencia, 2006
  • B.Sc., Engineering, National University of Colombia, 2002
  • Current Research Topics

  • Stock and Currency Variance Risk Premiums
  • Cumulative Prospect Theory
    • Economist

      Board of Governors of the Federal Reserve System

    • 2011 - present
  • Bowman, David, Juan M. Londono, and Horacio Spariza (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.).
  • Londono, Juan M., and 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.).
  • Vázquez, Jesus, Ramón María-Dolores, and Juan M. Londono (2013). "On the Informational Role of Term Structure in the US Monetary Policy Rule," Journal of Eonomics Dynamics and Control, vol. 37, no. 9, pp. 1852-1871.
  • Londono, Juan M., and Lieven Baele (2013). "Understanding Industry Betas," Journal of Empirical Finance, Vol. 22, pp. 30-51.
  • Londono, Juan M., and 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.).
  • Vázquez, Jesús, Ramón María-Dolores, and Juan M. Londono (2012). "The Effect of Data Revisions on the Basic New Keynesian Model," International Review of Economics and Finance, vol. 24, pp. 235-249.
  • Londono, Juan M. (2011). "The Variance Risk Premium Around the World," International Finance Discussion Papers 1035. Board of Governors of the Federal Reserve System (U.S.).
  • conference

    June 21,2012

    Western Finance Association 2012 Meeting

    The Variance Risk Premium around the World

  • conference

    June 13, 2013

    Society of Financial Econometrics

    The Variance Riks Premium around the World

  • conference

    August 18, 2012

    European Finance Association 2012 Meeting

    Cumulative Prospect Theory and the Variance Risk Premium

  • conference

    June 29, 2012

    Computing in Economics and Finance 2012 Meeting

    Cumulative Prospect Theory and the Variance Risk Premium

  • conference

    September 20, 2013

    IFSID/Bank of Canada

    Do Investors believe in Euro-Area Bank Interventions? An Options-based Risk Approach

  • conference

    April 28, 2014

    IDB/IMF Conference

    U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies

  • conference

    May 22, 2014

    BIS/CCA research conference

    U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies

  • conference

    June 9, 2014

    Bank of Canada/Banco de Espana workshop

    U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies

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Last update: October 14, 2014