Details about Francisco Palomino

Access statistics for papers by Francisco Palomino.

Last updated 2024-04-06. Update your information in the RePEc Author Service.

Short-id: ppa595

Working Papers

2020

1. Interest Coverage Ratios: Assessing Vulnerabilities in Nonfinancial Corporate Credit
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2019

2. The Information in Interest Coverage Ratios of the US Nonfinancial Corporate Sector
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (6)

2018

3. The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Narrative Investigation
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
4. The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Quantitative Exploration
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2017

5. The Decline in Asset Return Predictability and Macroeconomic Volatility
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
6. The Potential Increase in Corporate Debt Interest Rate Payments from Changes in the Federal Funds Rate
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2016

7. Corporate Bond Issuers' Swap Exposure to Rising Interest Rates
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
8. Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

2013

9. What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve?
   2013 Meeting Papers, Society for Economic Dynamics

2010

10. Monetary Policy Risk and the Cross-Section of Stock Returns
    2010 Meeting Papers, Society for Economic Dynamics View citations (4)

2008

11. The Economic Content of Interest Rates, Monetary Policy and Time-Varying Risk Premia
    2008 Meeting Papers, Society for Economic Dynamics

2007

12. Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)
    See also Journal Article Arbitrage-free bond pricing with dynamic macroeconomic models, Review, Federal Reserve Bank of St. Louis (2007) View citations (45) (2007)

Journal Articles

2023

1. Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation
   Management Science, 2023, 69, (5), 3025-3047

2021

2. Real and Nominal Equilibrium Yield Curves
   Management Science, 2021, 67, (2), 1138-1158 View citations (4)

2017

3. Term Premium Dynamics and the Taylor Rule
   Quarterly Journal of Finance (QJF), 2017, 07, (04), 1-39 View citations (6)

2016

4. Leisure Preferences, Long-Run Risks, and Human Capital Returns
   The Review of Asset Pricing Studies, 2016, 6, (1), 88-134 View citations (2)

2015

5. A simple nonnegative process for equilibrium models
   Economics Letters, 2015, 132, (C), 39-44

2014

6. Nominal rigidities, asset returns, and monetary policy
   Journal of Monetary Economics, 2014, 66, (C), 210-225 View citations (29)

2012

7. Bond Risk Premiums and Optimal Monetary Policy
   Review of Economic Dynamics, 2012, 15, (1), 19-40 View citations (42)
   See also Software Item Code and data files for "Bond Risk Premiums and Optimal Monetary Policy", Computer Codes (2010) (2010)

2007

8. Arbitrage-free bond pricing with dynamic macroeconomic models
   Review, 2007, 89, (Jul), 305-326 View citations (45)
   See also Working Paper Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models, NBER Working Papers (2007) View citations (36) (2007)

Software Items

2010

1. Code and data files for "Bond Risk Premiums and Optimal Monetary Policy"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Bond Risk Premiums and Optimal Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2012) View citations (42) (2012)