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Londono, Juan M.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
571 |
Total
Citations
3 |
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1.
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Variance Risk Premiums and the Forward Premium Puzzle
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Londono, Juan M.
Federal Reserve Board of Governors Zhou, Hao
PBC School of Finance, Tsinghua University
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Posted:
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22 Aug 12
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Last Revised:
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30 Mar 13
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269
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Londono, Juan M.
Federal Reserve Board of Governors Zhou, Hao
PBC School of Finance, Tsinghua University
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50
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forward premium puzzle, currency variance risk premium, stock variance, risk premium, unspanned currency uncertainty, forex return predictability
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Londono, Juan M.
Federal Reserve Board of Governors Zhou, Hao
PBC School of Finance, Tsinghua University
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22 Aug 12
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Last Revised:
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30 Mar 13
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219
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Forex return predictability, world currency variance risk premium, stock variance risk premium, forward premium puzzle
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2.
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The Variance Risk Premium Around the World
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Londono, Juan M.
Federal Reserve Board of Governors
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Posted:
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09 Mar 11
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Last Revised:
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01 Mar 12
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232
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3
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Londono, Juan M.
Federal Reserve Board of Governors
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124
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3
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Variance risk premium, economic uncertainty, interdependence, international integration, co-movements, return predictability
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Londono, Juan M.
Federal Reserve Board of Governors
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108
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3
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variance risk premium, economic uncertainty, interdependence, international integration, comovements, return predictability.
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3.
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Baele, Lieven
Tilburg University - Department of Finance Londono, Juan M.
Federal Reserve Board of Governors
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70
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industry betas, component models, kernel, DCC-MIDAS, dispersion in betas, stock return predictability, minimum variance strategies
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