10
H index
10
i10 index
488
Citations
Federal Reserve Board (Board of Governors of the Federal Reserve System) | 10 H index 10 i10 index 488 Citations RESEARCH PRODUCTION: 12 Articles 30 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Juan M. Londono. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 2 |
International Review of Economics & Finance | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974. Full description at Econpapers || Download paper |
2025 | Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model. (2025). Huang, Jun ; Wang, Haibo ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2503.17790. Full description at Econpapers || Download paper |
2024 | Global Financial Risk, Equity Returns and Economic Activity in Emerging Countries. (2024). Yang, Guanyi ; Horvath, Jaroslav. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:672-689. Full description at Econpapers || Download paper |
2024 | Uncertainty of supply chains: Risk and ambiguity. (2024). Kancs, d'Artis. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:2009-2033. Full description at Econpapers || Download paper |
2024 | Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964. Full description at Econpapers || Download paper |
2024 | Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184. Full description at Econpapers || Download paper |
2024 | Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019. Full description at Econpapers || Download paper |
2024 | Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505. Full description at Econpapers || Download paper |
2024 | Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367. Full description at Econpapers || Download paper |
2024 | Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471. Full description at Econpapers || Download paper |
2024 | Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350. Full description at Econpapers || Download paper |
2024 | How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options. (2024). Wang, Gang-Jin ; Uddin, Gazi ; Gong, Jue ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003727. Full description at Econpapers || Download paper |
2024 | Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173. Full description at Econpapers || Download paper |
2024 | Dynamic spillovers between oil market, monetary policy, and exchange rate dynamics in the US. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011668. Full description at Econpapers || Download paper |
2024 | A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954. Full description at Econpapers || Download paper |
2024 | Variance risk premiums in emerging markets. (2024). Zhang, Xiaoyan ; Xu, Lai ; Zhou, Hao ; Qiao, Fang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001730. Full description at Econpapers || Download paper |
2024 | Extrapolation beyond peers: An asset pricing perspective. (2024). Wu, Yiyong ; Tang, Guohao ; Lou, Guanyu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001402. Full description at Econpapers || Download paper |
2024 | Talking in a language that everyone can understand? Clarity of speeches by the ECB Executive Board. (2024). Glas, Alexander ; Bjerkander, Lena. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001876. Full description at Econpapers || Download paper |
2024 | Application of Z-numbers theory to study the influencing criteria in underground mining method selection. (2024). Mortazavi, Ali ; Ataee-Pour, Majid ; Jahanbani, Zeinab. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011820. Full description at Econpapers || Download paper |
2024 | Rational overoptimism and limited liability. (2024). Gemmi, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001344. Full description at Econpapers || Download paper |
2024 | Cross-sectional financial conditions, business cycles and the lending channel. (2024). , Thiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000503. Full description at Econpapers || Download paper |
2024 | Reading between the lines: Quantitative text analysis of banking crises. (2024). du Plessis, Emile. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000644. Full description at Econpapers || Download paper |
2024 | Sentiment analysis of the Spanish financial stability Report. (2024). Pedraz, Carlos Gonzalez ; Moreno, Angel Ivan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:913-939. Full description at Econpapers || Download paper |
2024 | Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Teplova, Tamara ; Phiri, Andrew ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363. Full description at Econpapers || Download paper |
2024 | Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy ; Do, Hung Xuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004192. Full description at Econpapers || Download paper |
2024 | Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813. Full description at Econpapers || Download paper |
2024 | Uncertainty of Supply Chains: Risk and Ambiguity. (2024). Kancs, D'Artis. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2024_03. Full description at Econpapers || Download paper |
2025 | Coming Together or Coming Apart? Crises, Uncertainty and Tolerance. (2025). Berggren, Niclas ; Nilsson, Therese ; Bergh, Andreas. In: Working Paper Series. RePEc:hhs:iuiwop:1521. Full description at Econpapers || Download paper |
2024 | Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle. (2024). Sibbertsen, Philipp ; Krupski, Jan ; Dierkes, Maik ; Schroen, Sebastian. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:1:d:10.1007_s11147-023-09197-3. Full description at Econpapers || Download paper |
2025 | Effects of Quantitative Easing on Economic Sentiment: Evidence from Three Large Economies. (2025). Üngör, MURAT ; Baker, Benjamin ; Ngr, Murat. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00233-1. Full description at Econpapers || Download paper |
2024 | Uncertainty Measures and Business Cycles: Evidence From the US. (2024). Bathuure, Isaac ; Vitenu-Sackey, Prince Asare ; Chen, Haining. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240620. Full description at Econpapers || Download paper |
2025 | Measuring the financial stability sentiments and evaluating their impacts on financial soundness, financial stability, and the macroeconomy of Pakistan. (2025). Shah, Ateeb Akhter ; Saleh, Sarah ; Waheed, Mohsin ; Lee, Kevin Haeseung. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:9:y:2025:i:1:d:10.1007_s41685-024-00362-6. Full description at Econpapers || Download paper |
2025 | A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68. Full description at Econpapers || Download paper |
2024 | Implications of Heightened Global Uncertainty for the East Asia and Pacific Region. (2024). Mattoo, Aaditya ; Islamaj, Ergys ; Ha, Jongrim. In: World Bank Publications - Reports. RePEc:wbk:wboper:42090. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2023 | What Is Certain about Uncertainty? In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 34 |
2020 | What is Certain about Uncertainty?.(2020) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2013 | Understanding industry betas In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 13 |
2017 | Generating options-implied probability densities to understand oil market events In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
2014 | Generating Options-Implied Probability Densities to Understand Oil Market Events.(2014) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2019 | Bad bad contagion In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2016 | Bad Bad Contagion.(2016) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2017 | Variance risk premiums and the forward premium puzzle In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 59 |
2012 | Variance risk premiums and the forward premium puzzle.(2012) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2022 | Equity tail risk and currency risk premiums In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 8 |
2015 | U.S. unconventional monetary policy and transmission to emerging market economies In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 207 |
2014 | U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies.(2014) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 207 | paper | |
2012 | The Effect of Data Revisions on the Basic New Keynesian Model In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
2015 | An alternative view of the US price–dividend ratio dynamics In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2019 | Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy In: FEDS Notes. [Full Text][Citation analysis] | paper | 1 |
2020 | Central Banks Financial Stability Communications during the COVID-19 Pandemic In: FEDS Notes. [Full Text][Citation analysis] | paper | 1 |
2022 | Global Real Economic Uncertainty and COVID-19 In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2023 | The SNB-FRB-BIS High-Level Conference on Inflation Risk and Uncertainty In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2023 | 2nd Annual International Roles of the U.S. Dollar Conference In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2023 | Global Inflation Uncertainty and its Economic Effects In: FEDS Notes. [Full Text][Citation analysis] | paper | 2 |
2023 | The Third SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Monetary Policy and Banking Regulation under Elevated Uncertainty In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2024 | Third Conference on the International Roles of the U.S. Dollar In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2025 | The Global Transmission of Inflation Uncertainty In: FEDS Notes. [Citation analysis] | paper | 0 |
2011 | The variance risk premium around the world In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2014 | Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Unconventional Monetary and Exchange Rate Policies In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Sentiment in Central Banks Financial Stability Reports In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
2021 | Sentiment in Central Banks’ Financial Stability Reports*.(2021) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
2017 | Taxonomy of Global Risk, Uncertainty, and Volatility Measures In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2019 | Variance Risk Premium Components and International Stock Return Predictability In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2019 | US Equity Tail Risk and Currency Risk Premia In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | The Global Transmission of Real Economic Uncertainty In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | The Global Determinants of International Equity Risk Premiums In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Financial Stability Governance and Central Bank Communications In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | The Price of Macroeconomic Uncertainty: Evidence from Daily Options In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Constructing a Dictionary for Financial Stability In: IFDP Notes. [Full Text][Citation analysis] | paper | 10 |
2018 | Understanding Global Volatility In: IFDP Notes. [Full Text][Citation analysis] | paper | 8 |
2017 | Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies In: IMF Working Papers. [Full Text][Citation analysis] | paper | 21 |
2017 | Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies.(2017) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2009 | Extending the New Keynesian Monetary Model with Information Revision Processes: Real-time and Revised Data In: UMUFAE Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | On the informational role of term structure in the US monetary policy rule In: UMUFAE Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Cumulative Prospect Theory, Option Returns, and the Variance Premium In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 14 |
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