Follow
Francisco Palomino
Francisco Palomino
Verified email at frb.gov
Title
Cited by
Cited by
Year
Arbitrage-free bond pricing with dynamic macroeconomic models
M Gallmeyer, B Hollifield, F Palomino, SE Zin
National Bureau of Economic Research, 2007
1182007
Nominal rigidities, asset returns, and monetary policy
EXN Li, F Palomino
Journal of Monetary Economics 66, 210-225, 2014
872014
Bond risk premiums and optimal monetary policy
F Palomino
Review of Economic Dynamics 15 (1), 19-40, 2012
732012
Term premium dynamics and the Taylor rule
M Gallmeyer, B Hollifield, F Palomino, S Zin
unpublished paper, Texas A&M University, Carnegie Mellon University, and …, 2008
232008
Leisure preferences, long-run risks, and human capital returns
RF Dittmar, F Palomino, W Yang
The Review of Asset Pricing Studies 6 (1), 88-134, 2016
182016
Real and nominal equilibrium yield curves
A Hsu, EXN Li, F Palomino
Management Science 67 (2), 1138-1158, 2021
152021
The information in interest coverage ratios of the US nonfinancial corporate sector
F Palomino, S Paolillo, A Perez-Orive, G Sanz-Maldonado
142019
Term premium dynamics and the taylor rule
MF Gallmeyer, B Hollifield, F Palomino, SE Zin
EFA 2009 Bergen Meetings Paper, 2009
142009
Term premium dynamics and the Taylor rule
M Gallmeyer, B Hollifield, F Palomino, S Zin
Quarterly Journal of Finance 7 (04), 1750011, 2017
132017
Real and nominal equilibrium yield curves: Wage rigidities and permanent shocks
A Hsu, EXN Li, F Palomino
FEDS Working Paper, 2016
122016
The Potential Increase in Corporate Debt Interest Rate Payments from Changes in the Federal Funds Rate
A Kumbhat, F Palomino, A Perez-Orive
92017
Long run labor income risk
RF Dittmar, F Palomino
University of Michi (gan, 2010
92010
Monetary policy risk and the cross-section of stock returns
EXN Li, F Palomino
EFA 2009 Bergen Meetings Paper, 2009
92009
Inflation surprises in the cross-section of equity returns
A Gil de Rubio Cruz, E Osambela, B Palazzo, F Palomino, G Suarez
Inflation Surprises in the Cross-section of Equity Returns: Gil de Rubio …, 2022
72022
Monetary policy, time-varying risk premiums, and the economic content of bond yields
F Palomino
Manuscript, University of Michigan, 2010
62010
Real and nominal equilibrium yield curves with endogenous inflation: A quantitative assessment
A Hsu, EXN Li, F Palomino
Ross School of Business Paper, 2014
42014
Interest coverage ratios: assessing vulnerabilities in nonfinancial corporate credit
J McCoy, F Palomino, A Perez-Orive, C Press, G Sanz-Maldonado
32020
The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Narrative Investigation
E Afanasyeva, SJ Lee, M Modugno, F Palomino
32018
The decline in asset return predictability and macroeconomic volatility
A Hsu, F Palomino, C Qian
FEDS Working Paper, 2017
32017
A simple solution method for dynamic equilibrium models with time-varying volatility
A Hsu, F Palomino
Unpublished Manuscript, University of Michigan, 2011
32011
The system can't perform the operation now. Try again later.
Articles 1–20