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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
1122007
Nominal rigidities, asset returns, and monetary policy
EXN Li, F Palomino
Journal of Monetary Economics 66, 210-225, 2014
792014
Bond risk premiums and optimal monetary policy
F Palomino
Review of Economic Dynamics 15 (1), 19-40, 2012
712012
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unpublished paper, Texas A&M University, Carnegie Mellon University, and …, 2008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
162016
Term premium dynamics and the taylor rule
MF Gallmeyer, B Hollifield, F Palomino, SE Zin
EFA 2009 Bergen Meetings Paper, 2009
142009
Real and nominal equilibrium yield curves
A Hsu, EXN Li, F Palomino
Management Science 67 (2), 1138-1158, 2021
122021
Real and nominal equilibrium yield curves: Wage rigidities and permanent shocks
A Hsu, EXN Li, F Palomino
FEDS Working Paper, 2016
122016
Term premium dynamics and the Taylor rule
M Gallmeyer, B Hollifield, F Palomino, S Zin
Quarterly Journal of Finance 7 (04), 1750011, 2017
112017
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
82009
The Information in Interest Coverage Ratios of the US Nonfinancial Corporate Sector
F Palomino, S Paolillo, A Perez-Orive, G Sanz-Maldonado
72019
The Potential Increase in Corporate Debt Interest Rate Payments from Changes in the Federal Funds Rate
A Kumbhat, F Palomino, A Perez-Orive
72017
Real and Nominal Equilibrium Yield Curves with Endogenous Inflation: A Quantitative Assessment
A Hsu, EXN Li, F Palomino
Ross School of Business Paper, 2014
52014
Monetary policy, time-varying risk premiums, and the economic content of bond yields
F Palomino
Manuscript, University of Michigan, 2010
52010
A simple solution method for dynamic equilibrium models with time-varying volatility
A Hsu, F Palomino
Unpublished Manuscript, University of Michigan, 2011
32011
The Economic Content of Interest Rates, Monetary Policy and Time-Varying Risk Premia
F Palomino
Manuscript, University of Michigan, 2007
32007
Bond pricing, habits, and a simple policy rule
M Gallmeyer, B Hollifield, F Palomino, S Zin
Unpublished working paper. Canergie Mellon University, 2007
32007
Interest rates, bond premia and monetary policy
F Palomino
Manuscript, University of Michigan, 2007
32007
An irrelevance theorem for risk aversion and time-varying risk
AY Chen, F Palomino
Available at SSRN 3148254, 2019
22019
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