Juan M. Londono : Citation Profile

Are you Juan M. Londono?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

9

H index

9

i10 index

429

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 35
   Journals where Juan M. Londono has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 17 (3.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo533
   Updated: 2024-01-16    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Ma, Sai (5)

Correa, Ricardo (3)

Cascaldi-Garcia, Danilo (2)

Jahan-Parvar, Mohammad (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Juan M. Londono.

Is cited by:

Hubert, Paul (6)

ORNELAS, JOSE (6)

Schmidt-Eisenlohr, Tim (6)

Labondance, Fabien (6)

Bhattarai, Saroj (5)

Papadamou, Stephanos (5)

Georgiadis, Georgios (5)

Sévi, Benoît (5)

Rousse, Olivier (5)

Lombardo, Giovanni (5)

Zakrajšek, Egon (4)

Cites to:

Bollerslev, Tim (39)

Bekaert, Geert (34)

Zhou, Hao (26)

Campbell, John (21)

Sarno, Lucio (20)

bloom, nicholas (18)

Fratzscher, Marcel (16)

Verdelhan, Adrien (15)

Shiller, Robert (15)

Ehrmann, Michael (15)

Jahan-Parvar, Mohammad (14)

Main data

Where Juan M. Londono has published?

Journals with more than one article published# docs
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)16
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)7
IFDP Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Juan M. Londono (2024 and 2023)

YearTitle of citing document
2023Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

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2023Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index. (2023). Perezmontiel, Jose A ; Ozcelebi, Oguzhan. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1157-1180.

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2023Information Shocks in the U.S. and Asset Mispricing in Emerging Economies. (2023). Pourroy, Marc ; Villavicencio, Antonia Lopez. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-19.

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2023A multi-start local search heuristic for the multi-period auto-carrier loading and transportation problem in Brazil. (2023). Isler, Cassiano Augusto ; da Cunha, Claudio Barbieri ; Bonassa, Antonio Carlos. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:193-211.

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2023A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211.

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2023Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts. (2023). Hertrich, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001822.

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2023The sum of all fears: Forecasting international returns using option-implied risk measures. (2023). Toupin, Dominique ; Power, Gabriel J ; Gagnon, Marie-Helene. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002813.

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2023Biased risk perceptions: Evidence from the laboratory and financial markets. (2023). Putni, Tlis J ; Pradier, Lionnel ; Payzan-Lenestour, Elise. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002655.

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2023Institutional investors, the dollar, and U.S. credit conditions. (2023). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:198-220.

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2023Industry effects of unconventional monetary policy, within and across countries. (2023). Goto, Eiji. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000761.

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2023The volatility index and volatility risk premium in China. (2023). Zhang, Jin E ; Gehricke, Sebastian ; Ruan, Xinfeng ; Yue, Tian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:40-55.

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2023An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay. (2023). Garcia-Hiernaux, Alfredo ; Brum-Civelli, Conrado. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:206-219.

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2023Does central bank communication on financial stability work? ——An empirical study based on Chinese stock market. (2023). Xing, Mengyue ; Zhu, Degao ; Cheng, Jinfeng ; Du, Xiuli. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:390-407.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072.

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2023Global Flight to Safety, Business Cycles, and the Dollar. (2023). Cuba-Borda, Pablo A ; Bodenstein, Martin ; Raffo, Andrea ; Queralto, Albert ; Prestipino, Andrea ; Presno, Ignacio ; Gornemann, Nils M. In: Working Papers. RePEc:fip:fedmwp:97204.

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2023.

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2023Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market. (2023). Laurini, Márcio ; Dos, Rafaela Deziderio. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:4:p:144-:d:1296712.

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2023Foreign exchange order flow as a risk factor. (2023). Zhang, Zhekai ; Cerrato, Mario ; Burnside, Craig. In: Working Papers. RePEc:gla:glaewp:2023-03.

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2023International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing. (2023). Rodriguez, Marius ; Li, Canlin ; Kamin, Steven B ; Curcuru, Stephanie E. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:1:a:3.

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2023Unraveling the relationship between betas and ESG scores through the Random Forests methodology. (2023). del Carmen, Maria ; Martin-Cervantes, Pedro Antonio. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00121-5.

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2023Sovereign default network and currency risk premia. (2023). Yang, Lu ; Cui, Xue. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00485-3.

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2023Industry variance risk premium, cross?industry correlation, and expected returns. (2023). Xu, QI ; Luo, Xingguo ; Zhu, Yabei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:3-32.

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2023Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548.

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2023Term spreads of implied volatility smirk and variance risk premium. (2023). Zhang, Jin E ; Gehricke, Sebastian A ; Ruan, Xinfeng ; Guo, Wei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:829-857.

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2023Explaining Monetary Spillovers: The Matrix Reloaded. (2023). Xia, Fan Dora ; Schrimpf, Andreas ; Kearns, Jonathan. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:6:p:1535-1568.

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2023.

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Works by Juan M. Londono:

YearTitleTypeCited
2013Understanding industry betas In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article11
2017Generating options-implied probability densities to understand oil market events In: Energy Economics.
[Full Text][Citation analysis]		article19
2014Generating 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: 19		paper
2019Bad bad contagion In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2016Bad Bad Contagion.(2016) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2017Variance risk premiums and the forward premium puzzle In: Journal of Financial Economics.
[Full Text][Citation analysis]		article53
2012Variance risk premiums and the forward premium puzzle.(2012) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2022Equity tail risk and currency risk premiums In: Journal of Financial Economics.
[Full Text][Citation analysis]		article7
2015U.S. unconventional monetary policy and transmission to emerging market economies In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article197
2014U.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: 197		paper
2015An alternative view of the US price–dividend ratio dynamics In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2019Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2020Central Banks Financial Stability Communications during the COVID-19 Pandemic In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2022Global Real Economic Uncertainty and COVID-19 In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2023The SNB-FRB-BIS High-Level Conference on Inflation Risk and Uncertainty In: FEDS Notes.
[Full Text][Citation analysis]		paper0
20232nd Annual International Roles of the U.S. Dollar Conference In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2023Global Inflation Uncertainty and its Economic Effects In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2023The 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]		paper0
2011The variance risk premium around the world In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper9
2014Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper2
2017Unconventional Monetary and Exchange Rate Policies In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper1
2017Sentiment in Central Banks Financial Stability Reports In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper34
2017Taxonomy of Global Risk, Uncertainty, and Volatility Measures In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper16
2019Variance Risk Premium Components and International Stock Return Predictability In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper5
2019US Equity Tail Risk and Currency Risk Premia In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper0
2020What is Certain about Uncertainty? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper18
2021The Global Transmission of Real Economic Uncertainty In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper2
2021The Global Determinants of International Equity Risk Premiums In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Financial Stability Governance and Central Bank Communications In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper0
2023The Price of Macroeconomic Uncertainty: Evidence from Daily Options In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Constructing a Dictionary for Financial Stability In: IFDP Notes.
[Full Text][Citation analysis]		paper6
2018Understanding Global Volatility In: IFDP Notes.
[Full Text][Citation analysis]		paper8
2017Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies In: IMF Working Papers.
[Full Text][Citation analysis]		paper20
2017Direct 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: 20		article
2019Cumulative Prospect Theory, Option Returns, and the Variance Premium In: Review of Financial Studies.
[Full Text][Citation analysis]		article12

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