Nginx allow cross origin requests in specific folder

Question

How do I allow cross origin requests in only a specific folder or folders in Nginx?

In apache, I have an .htaccess file in the folder with the following content:

<FilesMatch "\.(json)$">
    <IfModule mod_headers.c>
        Header set Access-Control-Allow-Origin "*"
    </IfModule>
</FilesMatch>