Francisco Palomino : Citation Profile


Are you Francisco Palomino?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

5

H index

3

i10 index

138

Citations

RESEARCH PRODUCTION:

8

Articles

12

Papers

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 8
   Journals where Francisco Palomino has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 6 (4.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa595
   Updated: 2024-04-18    RAS profile: 2024-04-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Francisco Palomino.

Is cited by:

Chernov, Mikhail (8)

Ngo, Phuong (7)

Gourio, Francois (7)

Maršál, Aleš (6)

Pflueger, Carolin (6)

Lopez-Salido, David (5)

Kaszab, Lorant (5)

Campbell, John (5)

Horvath, Roman (5)

Lopez, Pierlauro (5)

Viceira, Luis (5)

Cites to:

Campbell, John (27)

Rudebusch, Glenn (23)

Zin, Stanley (19)

Cochrane, John (16)

Galí, Jordi (16)

Piazzesi, Monika (15)

Gertler, Mark (15)

Gallmeyer, Michael (14)

Swanson, Eric (14)

Abel, Andrew (12)

Hollifield, Burton (12)

Main data


Where Francisco Palomino has published?


Working Papers Series with more than one paper published# docs
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)6
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Francisco Palomino (2024 and 2023)


YearTitle of citing document
2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

Full description at Econpapers || Download paper

2023Cost stickiness, earnings forecast accuracy, and the informativeness of stock prices about future earnings: evidence from China. (2023). Sun, Zhoutianyang ; Li, Jia. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01592-3.

Full description at Econpapers || Download paper

2023Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure. (). Wang, Chien-Chiang. In: Review of Economic Dynamics. RePEc:red:issued:19-500.

Full description at Econpapers || Download paper

Works by Francisco Palomino:


YearTitleTypeCited
2015A simple nonnegative process for equilibrium models In: Economics Letters.
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article0
2014Nominal rigidities, asset returns, and monetary policy In: Journal of Monetary Economics.
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article27
2016Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks In: Finance and Economics Discussion Series.
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paper4
2017The Decline in Asset Return Predictability and Macroeconomic Volatility In: Finance and Economics Discussion Series.
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paper0
2016Corporate Bond Issuers Swap Exposure to Rising Interest Rates In: FEDS Notes.
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paper0
2017The Potential Increase in Corporate Debt Interest Rate Payments from Changes in the Federal Funds Rate In: FEDS Notes.
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paper0
2018The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Narrative Investigation In: FEDS Notes.
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paper0
2018The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Quantitative Exploration In: FEDS Notes.
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paper0
2019The Information in Interest Coverage Ratios of the US Nonfinancial Corporate Sector In: FEDS Notes.
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paper6
2020Interest Coverage Ratios: Assessing Vulnerabilities in Nonfinancial Corporate Credit In: FEDS Notes.
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paper0
2007Arbitrage-free bond pricing with dynamic macroeconomic models In: Review.
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article47
2007Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47
paper
2021Real and Nominal Equilibrium Yield Curves In: Management Science.
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article2
2023Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation In: Management Science.
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article0
2016Leisure Preferences, Long-Run Risks, and Human Capital Returns In: The Review of Asset Pricing Studies.
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article2
2012Bond Risk Premiums and Optimal Monetary Policy In: Review of Economic Dynamics.
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article40
2008The Economic Content of Interest Rates, Monetary Policy and Time-Varying Risk Premia In: 2008 Meeting Papers.
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paper0
2010Monetary Policy Risk and the Cross-Section of Stock Returns In: 2010 Meeting Papers.
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paper4
2013What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve? In: 2013 Meeting Papers.
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paper0
2017Term Premium Dynamics and the Taylor Rule In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]
article6

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