Details about Francisco Palomino
Access statistics for papers by Francisco Palomino.
Last updated 2015-10-05. Update your information in the RePEc Author Service.
Short-id: ppa595
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Working Papers
2020
- Interest Coverage Ratios: Assessing Vulnerabilities in Nonfinancial Corporate Credit
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
2019
- 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 (5)
2018
- The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Narrative Investigation
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
- The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Quantitative Exploration
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
2017
- The Decline in Asset Return Predictability and Macroeconomic Volatility
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
- 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
- Corporate Bond Issuers' Swap Exposure to Rising Interest Rates
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
- 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
- What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve?
2013 Meeting Papers, Society for Economic Dynamics
2010
- Monetary Policy Risk and the Cross-Section of Stock Returns
2010 Meeting Papers, Society for Economic Dynamics View citations (4)
2008
- The Economic Content of Interest Rates, Monetary Policy and Time-Varying Risk Premia
2008 Meeting Papers, Society for Economic Dynamics
2007
- Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
See also Journal Article in Review (2007)
Journal Articles
2015
- A simple nonnegative process for equilibrium models
Economics Letters, 2015, 132, (C), 39-44
2014
- Nominal rigidities, asset returns, and monetary policy
Journal of Monetary Economics, 2014, 66, (C), 210-225 View citations (22)
2012
- Bond Risk Premiums and Optimal Monetary Policy
Review of Economic Dynamics, 2012, 15, (1), 19-40 View citations (39)
See also Software Item (2010)
2007
- Arbitrage-free bond pricing with dynamic macroeconomic models
Review, 2007, 89, (Jul), 305-326 View citations (43)
See also Working Paper (2007)
Software Items
2010
- Code and data files for "Bond Risk Premiums and Optimal Monetary Policy"
Computer Codes, Review of Economic Dynamics 
See also Journal Article in Review of Economic Dynamics (2012)
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