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

464

Citations

RESEARCH PRODUCTION:

12

Articles

29

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 30
   Journals where Juan M. Londono has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 17 (3.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo533
   Updated: 2024-12-03    RAS profile: 2024-05-06    
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Relations with other researchers

Works with:

Correa, Ricardo (5)

Ma, Sai (5)

Jahan-Parvar, Mohammad (3)

Cascaldi-Garcia, Danilo (3)

Goldberg, Linda (2)

Rogers, John (2)

Datta, Deepa (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:

Labondance, Fabien (6)

Schmidt-Eisenlohr, Tim (6)

Hubert, Paul (6)

ORNELAS, JOSE (6)

Bhattarai, Saroj (5)

Georgiadis, Georgios (5)

Papadamou, Stephanos (5)

Rousse, Olivier (5)

Sévi, Benoît (5)

Lombardo, Giovanni (5)

Tzeremes, Panayiotis (4)

Cites to:

Bollerslev, Tim (32)

Bekaert, Geert (31)

Campbell, John (24)

Zhou, Hao (23)

Sarno, Lucio (20)

Fratzscher, Marcel (16)

Ehrmann, Michael (15)

Shiller, Robert (15)

Verdelhan, Adrien (15)

Croushore, Dean (11)

Tauchen, George (10)

Main data

Where Juan M. Londono has published?

Journals with more than one article published# docs
Journal of Financial Economics2
International Review of Economics & Finance2

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.)8
IFDP Notes / Board of Governors of the Federal Reserve System (U.S.)2
UMUFAE Economics Working Papers / DIGITUM. Universidad de Murcia2

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

YearTitle of citing document
2024Beta-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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2023Application of Artificial Intelligence and Machine Learning in the Conduct of Monetary Policy by Central Banks. (2023). Georgieva, Sonya. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:8:p:177-199.

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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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2023Probability distortions, collectivism, and international stock prices. (2023). Sejdiu, Vulnet ; Hollstein, Fabian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000503.

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2023Does inattentiveness matter for DSGE modeling? An empirical investigation. (2023). Minford, Patrick ; Easaw, Joshy ; Chou, Jenyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003133.

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2024Monetary 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.

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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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2024Time-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.

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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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2024Asymmetric 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.

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2023Differential treatment in the bond market: Sovereign risk and mutual fund portfolios. (2023). Mallucci, Enrico ; Converse, Nathan. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001095.

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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 long-run risk premium in the intertemporal CAPM: International evidence. (2023). Sakemoto, Ryuta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001221.

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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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2023Do central bank words matter in emerging markets? Evidence from Mexico. (2023). Solis, Pavel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:78:y:2023:i:c:s0164070423000708.

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2023Analysing financial stability reports as crisis predictors with the use of text-mining. (2023). Smaga, Pawe ; Kurowski, Ukasz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000348.

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2023Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries. (2023). Tedeschi, Marco ; Palomba, Giulio ; Foglia, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007675.

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2024Application 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.

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2023The economic effects of firm-level uncertainty: Evidence using subjective expectations. (2023). Scoccianti, Filippo ; Fiori, Giuseppe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:c:p:92-105.

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2024Rational overoptimism and limited liability. (2024). Gemmi, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001344.

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2023International stock return predictability: The role of U.S. uncertainty spillover. (2023). Yu, Jiasheng ; Liu, Hongkui ; Jiang, Fuwei ; Zhang, Huajing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002329.

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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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2024Sentiment 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.

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2024Connectedness 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.

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2024Monetary 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.

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2024Uncertainty of Supply Chains: Risk and Ambiguity. (2024). Kancs, D'Artis. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2024_03.

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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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2024Volatility-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.

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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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2023Evaluation and indirect inference estimation of inattentive features in a New Keynesian framework. (2023). Minford, A. Patrick ; Cao, Yifei ; Chou, Jenyu. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:530-542.

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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
2023What Is Certain about Uncertainty? In: Journal of Economic Literature.
[Full Text][Citation analysis]		article24
2020What is Certain about Uncertainty?.(2020) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2013Understanding industry betas In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article12
2017Generating options-implied probability densities to understand oil market events In: Energy Economics.
[Full Text][Citation analysis]		article21
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: 21		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]		article55
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: 55		paper
2022Equity tail risk and currency risk premiums In: Journal of Financial Economics.
[Full Text][Citation analysis]		article8
2015U.S. unconventional monetary policy and transmission to emerging market economies In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article203
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: 203		paper
2012The Effect of Data Revisions on the Basic New Keynesian Model In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article4
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]		paper1
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
2024Third Conference on the International Roles of the U.S. Dollar 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]		paper35
2021Sentiment in Central Banks’ Financial Stability Reports*.(2021) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2017Taxonomy of Global Risk, Uncertainty, and Volatility Measures In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper18
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
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]		paper1
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]		paper9
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]		paper21
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: 21		article
2009Extending the New Keynesian Monetary Model with Information Revision Processes: Real-time and Revised Data In: UMUFAE Economics Working Papers.
[Full Text][Citation analysis]		paper0
2009On the informational role of term structure in the US monetary policy rule In: UMUFAE Economics Working Papers.
[Full Text][Citation analysis]		paper2
2019Cumulative Prospect Theory, Option Returns, and the Variance Premium In: The Review of Financial Studies.
[Full Text][Citation analysis]		article14

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