5
H index
3
i10 index
138
Citations
Francisco Palomino : Citation Profile
Federal Reserve Board (Board of Governors of the Federal Reserve System) | RESEARCH PRODUCTION: 8 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2007 - 2023). 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:
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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)
| Year | Title of citing document |
|---|---|
| 2023 | Nominal 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 |
| 2024 | Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois. In: Working Paper Series. RePEc:fip:fedhwp:98104. Full description at Econpapers || Download paper |
| 2023 | A Theory of the Nominal Character of Stock Securities*. (2023). Savioz, Marcel ; Dumas, Bernard. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:5:p:1615-1657.. Full description at Econpapers || Download paper |
| 2023 | Cost 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 |
| 2023 | Asset 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | A simple nonnegative process for equilibrium models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2014 | Nominal rigidities, asset returns, and monetary policy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 27 |
| 2016 | Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 4 |
| 2017 | The Decline in Asset Return Predictability and Macroeconomic Volatility In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Corporate Bond Issuers Swap Exposure to Rising Interest Rates In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Potential Increase in Corporate Debt Interest Rate Payments from Changes in the Federal Funds Rate In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Narrative Investigation In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Quantitative Exploration In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Information in Interest Coverage Ratios of the US Nonfinancial Corporate Sector In: FEDS Notes. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Interest Coverage Ratios: Assessing Vulnerabilities in Nonfinancial Corporate Credit In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Arbitrage-free bond pricing with dynamic macroeconomic models In: Review. [Full Text][Citation analysis] | article | 47 |
| 2007 | Arbitrage-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 | |
| 2021 | Real and Nominal Equilibrium Yield Curves In: Management Science. [Full Text][Citation analysis] | article | 2 |
| 2023 | Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation In: Management Science. [Full Text][Citation analysis] | article | 0 |
| 2016 | Leisure Preferences, Long-Run Risks, and Human Capital Returns In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 2 |
| 2012 | Bond Risk Premiums and Optimal Monetary Policy In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 40 |
| 2008 | The Economic Content of Interest Rates, Monetary Policy and Time-Varying Risk Premia In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Monetary Policy Risk and the Cross-Section of Stock Returns In: 2010 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve? In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Term Premium Dynamics and the Taylor Rule In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team