TheEconomists
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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
Fields of Interest
Professional Experience
Economist
Board of Governors of the Federal Reserve System
- 2011 - present
Publications
- Londono, Juan M., and Lieven Baele (Forthcoming). "Understanding Industry Betas," Journal of Empirical Finance.
- 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.).
Presentations
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
Other Activities
Last update:
March 13, 2013
