Juan M. Londono

Finance · 2012–2017

A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Juan M. Londono trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. Hanno Lustig
  3. V. Todorov
  4. A. Verdelhan
  5. Hao Zhou
  6. Gurdip Bakshi
  7. Ravi Bansal
  8. Nikolai L. Roussanov
  9. E. Henry
  10. Roberto Rigobon

Who trusts Juan M. Londono overall

  1. Saroj Bhattarai

Papers from Juan M. Londono's perspective

Ordered by how strongly the researchers Juan M. Londono trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Common Risk Factors in Currency Markets
  2. Option Prices, Implied Price Processes, and Stochastic Volatility
  3. Tails, Fears and Risk Premia
  4. Expected stock returns and variance risk premia
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Measuring The Reaction of Monetary Policy to the Stock Market
  7. The Financial Market Impact of Quantitative Easing in the United Kingdom
  8. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  9. Generalized autoregressive conditional heteroskedasticity
  10. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading

Their papers