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Photo of Juan-Miguel Londono-Yarce

Juan-Miguel Londono-Yarce

Economist

Global Capital Markets Section

International Finance


juan-miguel.londono-yarce@frb.gov
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

  • Stock and Currency Variance Risk Premiums
  • Cumulative Prospect Theory
    • Economist

      Board of Governors of the Federal Reserve System

    • 2011 - present
  • Vázquez, Jesus, Ramón María-Dolores, and Juan M. Londono (2013). "On the Informational Role of Term Structure in the US Monetary Policy Rule," Journal of Eonomics Dynamics and Control, vol. 37, no. 9, pp. 1852-1871.
  • Londono, Juan M., and Lieven Baele (2013). "Understanding Industry Betas," Journal of Empirical Finance, Vol. 22, pp. 30-51.
  • Londono, Juan M., and Hao Zhou (2012). "Variance Risk Premiums and the Forward Premium Puzzle," International Finance Discussion Papers 1068. Board of Governors of the Federal Reserve System (U.S.).
  • Vázquez, Jesús, Ramón María-Dolores, and Juan M. Londono (2012). "The Effect of Data Revisions on the Basic New Keynesian Model," International Review of Economics and Finance, vol. 24, pp. 235-249.
  • Londono, Juan M. (2011). "The Variance Risk Premium Around the World," International Finance Discussion Papers 1035. Board of Governors of the Federal Reserve System (U.S.).
  • conference

    June 21,2012

    Western Finance Association 2012 Meeting

    The Variance Risk Premium around the World

  • conference

    August 18, 2012

    European Finance Association 2012 Meeting

    Cumulative Prospect Theory and the Variance Risk Premium

  • conference

    June 29, 2 2012

    Computing in Economics and Finance 2012 Meeting

    Cumulative Prospect Theory and the Variance Risk Premium

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Last update: December 9, 2013