Meet the Researchers
Juan M. Londono
Senior Economic Project Manager
Program Direction Section
International Finance
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 - presentPrincipal Economist
Board of Governors of the Federal Reserve System
2016 - 2019Senior Economist
Board of Governors of the Federal Reserve System
2015Economist
Board of Governors of the Federal Reserve System
2011 - 2015
- The Global Determinants of International Equity Risk Premiums
Juan M. Londono and Nancy R. Xu
Management Science (Forthcoming)
https://doi.org/10.1287/mnsc.2023.4958
See also » FRB Working Paper (2021) - The Global Transmission of Real Economic Uncertainty
Juan M. Londono, Sai Ma, and Beth Anne Wilson
Journal of Money, Credit and Banking (Forthcoming)
See also » FRB Working Paper (2021) - Financial Stability Governance and Central Bank Communications
Juan M. Londono, Stijn Claessens, and Ricardo Correa
International Journal of Central Banking (Forthcoming)
See also » FRB Working Paper (2021) - The Third SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Monetary Policy and Banking Regulation under Elevated Uncertainty
Mohammad R. Jahan-Parvar, Juan M. Londono, Beth Anne Wilson, and Ilknur Zer
FEDS Notes (2023)
https://doi.org/10.17016/2380-7172.3431 - Global Inflation Uncertainty and its Economic Effects
Juan M. Londono, Sai Ma, and Beth Anne Wilson
FEDS Notes (2023)
https://doi.org/10.17016/2380-7172.3391 - The Price of Macroeconomic Uncertainty: Evidence from Daily Options
Juan M. Londono and Mehrdad Samadi
International Finance Discussion Papers (2023)
https://doi.org/10.17016/IFDP.2023.1376 - 2nd Annual International Roles of the U.S. Dollar Conference
Alain Chaboud, Ricardo Correa, Patrick Douglass, Linda S. Goldberg, Juan M. Londono, and Fabiola Ravazzolo
FEDS Notes (2023)
https://doi.org/10.17016/2380-7172.3344 - 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 (2023)
https://doi.org/10.1257/jel.20211645
See also » FRB Working Paper (2020) - The SNB-FRB-BIS High-Level Conference on Inflation Risk and Uncertainty
Danilo Cascaldi-Garcia, Juan M. Londono, and Beth Anne Wilson
FEDS Notes (2023)
https://doi.org/10.17016/2380-7172.3242 - 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 - 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
See also » FRB Working Paper (2017) - 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)
See also » FRB Working Paper (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 - On the Informational Role of Term Structure in the U.S. Monetary Policy Rule
Jesus Vazquez, Ramon Maria-Dolores, and Juan-Miguel Londono
Documentos de trabajo (Banco de España) (2009)
conference
July 2021CEBRA Annual Meeting
Financial Stability Governance and Central Bank Communications
conference
January 2021AEA Annual Meeting
Variance Risk Premium Components And International Stock Return Predictability
conference
August 2019Vienna Symposium on Foreign Exchange Markets
Equity Tail Risk and Currency Risk Premia
conference
March 2019MFA meeting
Variance Risk Premium Components and Stock Return Predictability
conference
December 2018SAE meeting (Madrid)
Financial Stability Governance and Central Bank Communications
conference
November 2018LACEA meeting (Guayaquil)
Financial Stability Governance and Central Bank Communications
seminar
September 2018Boston College
Variance Risk Premium Components and Stock Return Predictability
conference
November 2018European Winter Econometric Society Meeting
Variance Risk Premium Components and Stock Return Predictability
conference
June 2018IFABS meeting (Porto)
Financial Stability Governance and Central Bank Communications
seminar
October 2017Norges Bank, BIS
Sentiment in Central Banks' Financial Stability Reports
conference
June 2017Barcelona GSE Forum
Sentiment in Central Banks' Financial Stability Reports
conference
June 2017Bank 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 2018IFABS meeting (Porto)
Financial Stability Governance and Central Bank Communications
conference
November 2018European 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:
January 8, 2024