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
  • Risk, uncertainty, and volatility
  • Central bank communication
  • 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
  • What Is Certain about Uncertainty?
    Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, Bo Sun, Deepa Datta, Thiago Ferreira, Olesya Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez, Ilknur Zer, and John Rogers
    Journal of Economic Literature (Forthcoming)
    See also » FRB Working Paper (2020)
  • Global Real Economic Uncertainty and COVID-19
    Ranie Lin, Juan M. Londono, and Sai Ma
    FEDS Notes (2022)
    https://doi.org/10.17016/2380-7172.3045
  • Equity Tail Risk and Currency Risk Premiums
    Zhenzhen Fan, Juan M. Londono, and Xiao Xiao
    Journal of Financial Economics (2022)
    https://doi.org/10.1016/j.jfineco.2021.05.020
  • Financial Stability Governance and Central Bank Communications
    Juan M. Londono, Stijn Claessens, and Ricardo Correa
    International Finance Discussion Papers (2021)
    https://doi.org/10.17016/IFDP.2021.1328
  • The Global Determinants of International Equity Risk Premiums
    Juan M. Londono and Nancy R. Xu
    International Finance Discussion Papers (2021)
    https://doi.org/10.17016/IFDP.2021.1318
  • The Global Transmission of Real Economic Uncertainty
    Juan M. Londono, Sai Ma, and Beth Anne Wilson
    International Finance Discussion Papers (2021)
    https://doi.org/10.17016/IFDP.2021.1317
  • Sentiment in Central Banks' Financial Stability Reports
    Ricardo Correa, Keshav Garud, Juan M. Londono, and Nathan Mislang
    Review of Finance (2021)
    https://doi.org/10.1093/rof/rfaa014
    See also » FRB Working Paper (2017)
  • Central Banks' Financial Stability Communications during the COVID-19 Pandemic
    Jerry Yang, Ricardo Correa, and Juan M. Londono
    FEDS Notes (2020)
    https://doi.org/10.17016/2380-7172.2741
  • Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy
    Juan M. Londono, Sai Ma, and Beth Anne Wilson
    FEDS Notes (2019)
    https://doi.org/10.17016/2380-7172.2463
  • US Equity Tail Risk and Currency Risk Premia
    Zhenzhen Fan, Juan M. Londono, and Xiao Xiao
    International Finance Discussion Papers (2019)
    https://doi.org/10.17016/IFDP.2019.1253
  • Variance Risk Premium Components and International Stock Return Predictability
    Juan M. Londono and Nancy R. Xu
    International Finance Discussion Papers (2019)
    https://doi.org/10.17016/IFDP.2019.1247
  • Bad Bad Contagion
    Juan M. Londono
    Journal of Banking & Finance (2019)
    https://doi.org/10.1016/j.jbankfin.2019.105652
    See also » FRB Working Paper (2016)
  • Cumulative Prospect Theory, Option Returns, and the Variance Premium
    Lieven Baele, Joost Driessen, Sebastian Ebert, Juan M. Londono, and Oliver G. Spalt
    Review of Financial Studies (2019)
    https://doi.org/10.1093/rfs/hhy127
  • Understanding Global Volatility
    Juan M. Londono and Beth Anne Wilson
    IFDP Notes (2018)
    https://doi.org/10.17016/2573-2129.40
  • Taxonomy of Global Risk, Uncertainty, and Volatility Measures
    Deepa Datta, Juan M. Londono, Bo Sun, Daniel Beltran, Thiago Ferreira, Matteo Iacoviello, Mohammad R. Jahan-Parvar, Canlin Li, Marius Rodriguez, and John Rogers
    International Finance Discussion Papers (2017)
    https://doi.org/10.17016/IFDP.2017.1216
  • Constructing a Dictionary for Financial Stability
    Ricardo Correa, Keshav Garud, Juan-Miguel Londono-Yarce, and Nathan Mislang
    IFDP Notes (2017)
    https://doi.org/10.17016/2573-2129.33
  • Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies
    Joseph E. Gagnon, Tamim Bayoumi, Juan M. Londono, Christian Saborowski, and Horacio Sapriza
    Open Economies Review (2017)
    https://doi.org/10.1007/s11079-017-9437-0
  • Variance Risk Premiums and the Forward Premium Puzzle
    Juan M. Londono and Hao Zhou
    Journal of Financial Economics (2017)
    https://doi.org/10.1016/j.jfineco.2017.02.002
    See also » FRB Working Paper (2012)
  • Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies
    Joseph E. Gagnon, Tamim Bayoumi, Juan M. Londono, Christian Saborowski, and Horacio Sapriza
    IMF Working Papers (2017)
  • Generating Options-Implied Probability Densities to Understand Oil Market Events
    Deepa Dhume Datta, Juan M. Londono, and Landon J. Ross
    Energy Economics (2017)
    https://doi.org/10.1016/j.eneco.2016.01.006
    See also » FRB Working Paper (2014)
  • An Alternative View of the US Price Dividend Ratio Dynamics
    Juan M. Londono, Marta Regulez, and Jesus Vazquez
    International Review of Economics & Finance (2015)
    https://doi.org/10.1016/j.iref.2015.03.005
  • U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies
    David Bowman, Juan M. Londono, and Horacio Sapriza
    Journal of International Money and Finance (2015)
    https://doi.org/10.1016/j.jimonfin.2015.02.016
    See also » FRB Working Paper (2014)
  • Bank Interventions and Options-Based Systemic Risk: Evidence from the Global and Euro-Area Crisis
    Juan M. Londono and Mary Tian
    International Finance Discussion Papers (2014)
    https://doi.org/10.17016/IFDP.2014.1117
  • On the Informational role of term structure in the US monetary policy rule
    Jesus Vázquez, Ramón María-Dolores, and Juan M. Londono
    Journal of Economic Dynamics & Control (2013)
    https://doi.org/10.1016/j.jedc.2013.04.002
  • Understanding Industry Betas
    Juan M. Londono and Lieven Baele
    Journal of Empirical Finance (2013)
    https://doi.org/10.1016/j.jempfin.2013.02.003
  • The Effect of Data Revisions on the Basic New Keynesian Model
    Jesús Vázquez, Ramón María-Dolores, and Juan M. Londoño
    International Review of Economics & Finance (2012)
    https://doi.org/10.1016/j.iref.2012.03.005
  • The Variance Risk Premium Around the World
    Juan M. Londono
    International Finance Discussion Papers (2011)
    https://doi.org/10.17016/IFDP.2011.1035
  • conference

    July 2021

    CEBRA Annual Meeting

    Financial Stability Governance and Central Bank Communications

  • conference

    January 2021

    AEA Annual Meeting

    Variance Risk Premium Components And International Stock Return Predictability

  • conference

    August 2019

    Vienna Symposium on Foreign Exchange Markets

    Equity Tail Risk and Currency Risk Premia

  • conference

    March 2019

    MFA meeting

    Variance Risk Premium Components and Stock Return Predictability

  • conference

    December 2018

    SAE meeting (Madrid)

    Financial Stability Governance and Central Bank Communications

  • conference

    November 2018

    LACEA meeting (Guayaquil)

    Financial Stability Governance and Central Bank Communications

  • seminar

    September 2018

    Boston College

    Variance Risk Premium Components and Stock Return Predictability

  • conference

    November 2018

    European Winter Econometric Society Meeting

    Variance Risk Premium Components and Stock Return Predictability

  • conference

    June 2018

    IFABS meeting (Porto)

    Financial Stability Governance and Central Bank Communications

  • seminar

    October 2017

    Norges Bank, BIS

    Sentiment in Central Banks' Financial Stability Reports

  • conference

    June 2017

    Barcelona GSE Forum

    Sentiment in Central Banks' Financial Stability Reports

  • conference

    June 2017

    Bank of Finland, Bank of Spain

    Sentiment in Central Banks' Financial Stability Reports

  • conference

    July 2017`

    IFABS meeting (Oxford)

    Sentiment in Central Banks' Financial Stability Reports

  • conference

    June 2018

    IFABS meeting (Porto)

    Financial Stability Governance and Central Bank Communications

  • conference

    November 2018

    European Winter Econometric Society Meeting

    Variance Risk Premium Components and Stock Return Predictability

Conference Organization
  • April 2018 | Federal Reserve Board

    Global risk uncertainty and volatility (GRUV) Conferences

    Coordinator and member of the academic committee

  • December 2019 | EAFIT (Medellin)

    IFABS Latin America

    Co-chair of the academic and organizing committees

  • December 2019 | EAFIT (Medellin)

    IFABS Latin America

    Co-chair of the academic and organizing committees

Referee
  • Review of Financial Studies
  • Management Science
  • Journal of Banking and Finance
  • Journal of Futures Markets
  • Journal of International Money and Finance
  • International Journal of Central Banking
Last update: June 30, 2022