11
H index
11
i10 index
534
Citations
Federal Reserve Board (Board of Governors of the Federal Reserve System) | 11 H index 11 i10 index 534 Citations RESEARCH PRODUCTION: 12 Articles 32 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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| International Review of Economics & Finance | 2 |
| Journal of Financial Economics | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Beta-Sorted Portfolios. (2024). Crump, Richard ; Cattaneo, Matias ; Wang, Weining. 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 |
| 2025 | Global risk aversion and the term premium gap in emerging market economies. (2025). Villa, Stefania ; Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1493_25. Full description at Econpapers || Download paper |
| 2025 | Investment in an increasingly uncertain global landscape. (2025). Burgert, Matthias ; Chui, Michael ; Gorea, Denis ; Zampolli, Fabrizio. In: BIS Bulletins. RePEc:bis:bisblt:103. Full description at Econpapers || Download paper |
| 2024 | International monetary spillovers to frontier financial markets: Evidence from Bangladesh. (2024). Rahman, Md Rashedur ; Schaffer, Matthew. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:81-100. 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 | Energy Price Dynamics in the Face of Uncertainty Shocks and the Role of Exchange Rate Regimes: A Global Cross-Country Analysis. (2024). Jalles, Joao ; Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11384. Full description at Econpapers || Download paper |
| 2024 | Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8. Full description at Econpapers || Download paper |
| 2025 | Inflation at Risk: The Czech Case. (2025). Vlcek, Jan ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2025/8. Full description at Econpapers || Download paper |
| 2025 | Applying social cognitive theory to examine farmer migration in response to groundwater salinity: The case of Qaenat, Iran. (2025). Shakib, Seyyed Hamed ; Tabesh, Massoud ; Yazdanpanah, Masoud. In: Agricultural Water Management. RePEc:eee:agiwat:v:317:y:2025:i:c:s0378377425003087. Full description at Econpapers || Download paper |
| 2025 | Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819. 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 |
| 2025 | Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967. Full description at Econpapers || Download paper |
| 2025 | Misaligned expectations and bond term premium measures. (2025). Vázquez, Jesús ; Vzquez, Jess. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000828. Full description at Econpapers || Download paper |
| 2025 | When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance. (2025). At-Sahalia, Yacine ; Matthys, Felix ; Osambela, Emilio ; Sircar, Ronnie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623003706. Full description at Econpapers || Download paper |
| 2025 | The impact of global shocks on sovereign risk: Role of domestic factors. (2025). Inoguchi, Masahiro. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:2:s0939362524000992. 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 | Jump tail risk exposure and the cross-section of stock returns. (2024). Alexiou, Lykourgos ; Rompolis, Leonidas S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000999. Full description at Econpapers || Download paper |
| 2024 | Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471. Full description at Econpapers || Download paper |
| 2024 | Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141. Full description at Econpapers || Download paper |
| 2025 | Long-term decarbonisation of hard-to-abate industrial thermal demand for 100 % renewable energy systems. (2025). de Santoli, Livio ; lo Basso, Gianluigi ; Pastore, Lorenzo Mario ; Groppi, Daniele ; Garcia, Davide Astiaso ; Feijoo, Felipe ; Lentini, Alessandro. In: Energy. RePEc:eee:energy:v:327:y:2025:i:c:s0360544225020262. Full description at Econpapers || Download paper |
| 2025 | Quantifying uncertainty in economics policy predictions: A Bayesian & Monte Carlo based data-driven approach. (2025). Abdul, Mahe Jabeen ; Ur, Shafeeq. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002443. Full description at Econpapers || Download paper |
| 2025 | Stock returns and macroeconomic uncertainty. (2025). Smedts, Kristien ; Nguyen, Thao P ; Iania, Leonardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003503. 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 ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. 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 |
| 2025 | Central banks’ financial stability orientation and bank risk-taking. (2025). Raz, Arisyi ; Mariana, Christy Dwita. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000385. Full description at Econpapers || Download paper |
| 2025 | On the origin of green finance policies. (2025). Sheenan, Lisa ; Cojoianu, T F ; Vu, A ; Hoepner, A. G. F., ; French, D. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000476. 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 |
| 2025 | Spillover effects of US economic policy uncertainty on emerging markets: Evidence from transnational supply chains. (2025). Zhou, Shengjie ; Qin, QI ; Gao, Jieying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000265. Full description at Econpapers || Download paper |
| 2025 | Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762. 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 |
| 2025 | Fear propagation and return dynamics. (2025). Wang, Kai ; Sun, Yulong ; Zhou, Zhiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000305. Full description at Econpapers || Download paper |
| 2024 | Never stop or never start? Optimal stopping under a mixture of CPT and EUT preferences. (2024). Hu, Sang ; He, Xuedong. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001315. 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 |
| 2025 | The effects of inflation uncertainty on firms and the macroeconomy. (2025). Binder, Carola ; Ozturk, Ezgi ; Sheng, Xuguang Simon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002262. Full description at Econpapers || Download paper |
| 2025 | Monetary policy spillovers: Is this time different?. (2025). Chen, Hongyi ; Tillmann, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000130. Full description at Econpapers || Download paper |
| 2025 | Information content in yield curve dynamics: Implications for monetary policy. (2025). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000727. Full description at Econpapers || Download paper |
| 2024 | Application of Z-numbers theory to study the influencing criteria in underground mining method selection. (2024). Jahanbani, Zeinab ; Ataee-Pour, Majid ; Mortazavi, Ali. 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 |
| 2025 | How does managerial perception of uncertainty affect corporate investment during the COVID-19 pandemic: A text mining approach. (2025). Kimura, Yosuke ; Chen, Ying ; Inoue, Kotaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004074. 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 |
| 2025 | Relative investor sentiment. (2025). Wang, Zhan ; Walther, Thomas ; Koedijk, Kees ; Gao, Xiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002680. Full description at Econpapers || Download paper |
| 2025 | Unveiling the effects of monetary surprises: Risk-taking and credit supply of U.S. banks. (2025). Ngambou, Melchisdek Joslem. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003740. 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 ; Phiri, Andrew ; Teplova, Tamara ; 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 | Time-varying effects of macro shocks on cross-border capital flows in Chinas bond market. (2024). Dong, Xiao ; Yu, Mingzhe. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007123. 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 | Economic policy uncertainty, health status, and mortality. (2024). Huang, Wei ; Yu, Miao ; Lei, Xiaoyan. In: Social Science & Medicine. RePEc:eee:socmed:v:362:y:2024:i:c:s0277953624006804. 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 |
| 2024 | Global Risk Factors and Their Impacts on Interest Rates and Exchange Rates: Evidence from ASEAN+4 economies. (2024). Luo, Pengfei ; Eiji, Ogawa ; Pengfei, Luo. In: Discussion papers. RePEc:eti:dpaper:24006. Full description at Econpapers || Download paper |
| 2025 | Pandemic and War Inflation: Lessons from the International Experience. (2025). Martínez García, Enrique ; Lipinska, Anna ; Schwartzman, Felipe ; Garca, Enrique Martnez. In: Working Papers. RePEc:fip:feddwp:101768. Full description at Econpapers || Download paper |
| 2025 | Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Working Paper Series. RePEc:fip:fedfwp:101776. Full description at Econpapers || Download paper |
| 2025 | Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-73. Full description at Econpapers || Download paper |
| 2025 | Global Risk Factors and Their Impacts on Interest and Exchange Rates: Evidence from ASEAN+4 Economies. (2025). Ogawa, Eiji ; Luo, Pengfei. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:344-:d:1683741. 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 |
| 2025 | Examination and predictions of risk tolerance levels and thresholds in sovereigns’ external debt defaults. (2025). Ghulam, Yaseen. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:2:d:10.1007_s10368-025-00655-x. Full description at Econpapers || Download paper |
| 2025 | Asymmetric Shocks and the Role of Exchange Rate in Emerging Markets: Evidence from India. (2025). De, Kuhelika. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:2:d:10.1007_s11079-024-09773-6. Full description at Econpapers || Download paper |
| 2024 | Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle. (2024). Sibbertsen, Philipp ; Schroen, Sebastian ; Dierkes, Maik ; Krupski, Jan. 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 | An empirical investigation of Bangladesh’s inflation dynamics: evaluating persistence and identifying structural breaks. (2024). Basher, Syed ; Rafa, Mujtaba Rafid. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04067-1. Full description at Econpapers || Download paper |
| 2024 | Coal consumption and carbon emission reductions in BRICS countries. (2024). Yang, Fan ; Wen, Jie ; Xu, Yiyin. In: PLOS ONE. RePEc:plo:pone00:0300676. Full description at Econpapers || Download paper |
| 2025 | Measuring Currency Risk Premium: The Case of Turkey. (2025). HALICIOGLU, Ferda ; Demir, Ishak ; Uz, Idil. In: MPRA Paper. RePEc:pra:mprapa:123742. 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 |
| 2024 | Global liquidity effect of quantitative easing on emerging markets. (2024). Wohar, Mark ; USMAN, OJONUGWA ; Güngör, Hasan ; Roubaud, David ; Balcilar, Mehmet ; Gungor, Hasan. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02625-9. Full description at Econpapers || Download paper |
| 2025 | The effects of macro uncertainty shocks in the euro area: a FAVAR approach. (2025). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martnez, Carlos Caizares. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02717-0. Full description at Econpapers || Download paper |
| 2025 | International spillovers of unconventional monetary policy: A meta-analysis. (2025). Sochirca, Elena ; Arajo, Tiago ; Afonso, Scar ; Neves, Pedro Cunha. In: Portuguese Economic Journal. RePEc:spr:portec:v:24:y:2025:i:2:d:10.1007_s10258-024-00263-8. Full description at Econpapers || Download paper |
| 2025 | Do investors reward sovereign catastrophe bond issuance? Evidence from a panel of 26 disaster-prone countries. (2025). Maran, Raluca. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:161:y:2025:i:2:d:10.1007_s10290-024-00557-1. 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 | The effects of macro uncertainty shocks in the euro area: A FAVAR approach. (2024). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1109. 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 |
| 2025 | The ECB press conference statement: deriving a new sentiment indicator for the euro area. (2025). Siklos, Pierre L ; Kanelis, Dimitrios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:652-664. Full description at Econpapers || Download paper |
| 2025 | Does financial stability communication affect financial asset prices? Evidence from the Bank of Englands communication experiment. (2025). Jbir, Hamdi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1831-1855. Full description at Econpapers || Download paper |
| 2025 | Cross‐Sectoral Crash Risk and Expected Commodity Futures Returns. (2025). Jiang, Ying ; Liu, Xiaoquan ; Lu, Zhenyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1636-1664. Full description at Econpapers || Download paper |
| 2025 | Carbon Emission Allowance and Oil Implied Volatility. (2025). Lyu, Kefu ; Han, Qing ; Di, Junpeng ; Wang, Haoyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:946-976. Full description at Econpapers || Download paper |
| 2024 | Unconventional Monetary Policy and the Behavior of Shorts. (2024). Neely, Christopher ; McInish, Thomas ; Planchon, Jade. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:4:p:805-835. Full description at Econpapers || Download paper |
| 2025 | The Global Transmission of Real Economic Uncertainty. (2025). Londono, Juan M ; Ma, Sai ; Wilson, Beth Anne. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:5:p:1103-1133. Full description at Econpapers || Download paper |
| 2024 | Geopolitical risks and their impact on global macro-financial stability: Literature and measurements. (2024). Ngo, Ngoc Anh ; Hodula, Martin ; Malovana, Simona ; Jank, Jan. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:303508. Full description at Econpapers || Download paper |
| 2025 | Uncertainty and rounding in expectation surveys. (2025). Glas, Alexander ; Dovern, Jonas. In: Discussion Papers. RePEc:zbw:bubdps:325496. Full description at Econpapers || Download paper |
| 2025 | The impact of external uncertainty shocks on the Korean economy. (2024). Kim, Junhyong. In: KDI Journal of Economic Policy. RePEc:zbw:kdijep:314770. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | What Is Certain about Uncertainty? In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 49 |
| 2020 | What is Certain about Uncertainty?.(2020) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | 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 | 22 |
| 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: 22 | 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 | 60 |
| 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: 60 | paper | |
| 2022 | Equity tail risk and currency risk premiums In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 11 |
| 2015 | U.S. unconventional monetary policy and transmission to emerging market economies In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 217 |
| 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: 217 | 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 | 2 |
| 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 | 2 |
| 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 | 4 |
| 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 | 1 |
| 2025 | Costs of Rising Uncertainty In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 2025 | The Fourth SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Risk and Uncertainty in a Post-Pandemic World; Implications for the Economy, Financial Markets, and Monetary Policy In: FEDS Notes. [Full Text][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 | 38 |
| 2021 | Sentiment in Central Banks’ Financial Stability Reports*.(2021) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2017 | Taxonomy of Global Risk, Uncertainty, and Volatility Measures In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
| 2019 | Variance Risk Premium Components and International Stock Return Predictability In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 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 | 3 |
| 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 | 2 |
| 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 | 11 |
| 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 | 4 |
| 2019 | Cumulative Prospect Theory, Option Returns, and the Variance Premium In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 16 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team