Photo of Juan M. Londono

Juan M. Londono

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
  • Senior Economic Project Manager

    Board of Governors of the Federal Reserve System

    2019 - present
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2016 - 2019
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2015
  • Economist

    Board of Governors of the Federal Reserve System

    2011 - 2015
  • Fan, Zhenzhen, Juan M. Londono, and 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.).
  • Londono, Juan M., and 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.).
  • Baele, Lieven, Joost Driessen, Sebastian Ebert, Juan M. Londono, and Oliver G. Spalt (forthcoming). "Cumulative Prospect Theory, Option Returns, and the Variance Premium," The Review of Financial Studies.
  • Londono, Juan M., and Beth Anne Wilson (2018). "Understanding Global Volatility," IFDP Notes 2018-01-19. Board of Governors of the Federal Reserve System (U.S.).
  • Datta, Deepa, Juan M. Londono, Bo Sun, Daniel Beltran, Thiago Ferreira, Matteo Iacoviello, Mohammad R. Jahan-Parvar, Canlin Li, Marius Rodriguez, and John Rogers (2017). "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216. Board of Governors of the Federal Reserve System (U.S.).
  • Londono, Juan M., and Hao Zhou (2017). "Variance Risk Premiums and the Forward Premium Puzzle," Journal of Financial Economics, ol. 124, no. 2, pp. 415–440.
  • Datta, Deepa Dhume, Juan M. Londono, and Landon J. Ross (2017). "Generating Options-Implied Probability Densities to Understand Oil Market Events," Energy Economics, vol. 64, pp. 440–457.
  • Gagnon, Joseph E., Tamim Bayoumi, Juan M. Londono, Christian Saborowski, and Horacio Sapriza (2017). "Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies," Open Economies Review, vol. 28, no. 2, pp. 191-232.
  • Bowman, David, Juan M. Londono, and Horacio Sapriza (2015). "U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies," Journal of International Money and Finance, vol. 55, pp. 27-59.
  • Londono, Juan M., Marta Regulez, and Jesus Vazquez (2015). "An Alternative View of the US price dividend Ratio Dynamics," International Review of Economics and Finance, vol. 38, pp. 291-307.
  • 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 Economics 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.
  • Vázquez, Jesús, Ramón María-Dolores, and Juan M. Londoño (2012). "The Effect of Data Revisions on the Basic New Keynesian Model," International Review of Economics and Finance, vol. 24, pp. 235-249.
  • Correa, Ricardo, Keshav Garud, Juan M. Londono, and 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.).
  • Correa, Ricardo, Keshav Garud, Juan-Miguel Londono-Yarce, and Nathan Mislang (2017). "Constructing a Dictionary for Financial Stability," IFDP Notes 2017-06-28. Board of Governors of the Federal Reserve System (U.S.)
  • Gagnon, Joseph E., Tamim Bayoumi, Juan M. Londono, Christian Saborowski, and Horacio Sapriza (2017). "Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies," IMF Working Paper 17/56. International Monetary Fund.
  • Gagnon, Joseph E., Tamim Bayoumi, Juan M. Londono, Christian Saborowski, and Horacio Sapriza (2017). "Unconventional Monetary and Exchange Rate Policies," International Finance Discussion Papers 1194. Board of Governors of the Federal Reserve System (U.S.).
  • Londono, Juan M. (2016). "Bad Bad Contagion," International Finance Discussion Papers 1178. Board of Governors of the Federal Reserve System (U.S.).
  • Datta, Deepa Dhume, Juan M. Londono, and 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.).
  • 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.).
  • 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.).
  • 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.).
  • seminar

    October 2017

    Norges Bank

    Sentiment in Central Banks' Financial Stability Reports

  • seminar

    October 2017

    BIS

    Sentiment in Central Banks' Financial Stability Reports

  • conference

    June 2017

    Barcelona GSE Forum

    Sentiment in Central Banks' Financial Stability Reports

  • conference

    June 2017

    RiskLab/BoF/ESRB Conference on Systemic Risk Analytics

    Sentiment in Central Banks' Financial Stability Reports

  • seminar

    June 2017

    Bank of Spain

    Sentiment in Central Banks' Financial Stability Reports

  • conference

    July 2017`

    IFABS meeting (Oxford)

    Sentiment in Central Banks' Financial Stability Reports

  • conference

    September 2016

    Research in Behavioral Finance

    Cumulative Prospect Theory and the Variance Risk Premium

  • conference

    September 2016

    ADB/UNSW Conference

    Bad Bad Contagion

  • conference

    May 26, 2015

    Financial Intermediation Research Society 2015 Meeting

    Cumulative Prospect Theory and the Variance Risk Premium

  • conference

    June 9, 2014

    Bank of Canada/Banco de Espana workshop

    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

    April 28, 2014

    IDB/IMF Conference

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

  • conference

    September 20, 2013

    IFSID/Bank of Canada

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

  • conference

    June 13, 2013

    Society of Financial Econometrics

    The Variance Riks Premium around the World

  • conference

    June 21,2012

    Western Finance Association 2012 Meeting

    The Variance Risk 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

    November 2016

    LACEA meeting

    Bad Bad Contagion

Conference Organization
  • April 2018 | Federal Reserve Board (Washington)

    Global risk uncertainty and volatility (GRUV) Conference 2018

    Coordinator and member of the academic committee

  • November 2019 | Swiss National Bank (Zurich)

    GRUV Conference 2019

    Coordinator and member of the academic committee

  • December 2019 | EAFIT (Medellin)

    IFABS Latin America

    Co-chair of the academic and organizing committees

Referee
  • Review of Financial Studies
  • Journal of Banking and Finance
  • Journal of Futures Markets
  • Journal of International Money and Finance
  • International Journal of Central Banking
Last update: November 20, 2019