5
H index
3
i10 index
145
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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Connectedness of Maturity Period and Zakat Investment Oblige to Sukuk (Islamic Bonds) Value Issuance. (2025). Mohamed, Zulkifli ; Saad, Noriza Mohd ; Yusri, Dila Sharina. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-6:p:3289-3303. Full description at Econpapers || Download paper |
| 2025 | Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012. Full description at Econpapers || Download paper |
| 2024 | Commitment and investment distortions under limited liability. (2024). Pflueger, Carolin ; Perla, Jesse ; Szkup, Michal. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001327. Full description at Econpapers || Download paper |
| 2025 | Investor learning about monetary-policy transmission and the stock market. (2025). Hasler, Michael ; Andrei, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:173:y:2025:i:c:s0304405x2500162x. Full description at Econpapers || Download paper |
| 2025 | Does monetary policy uncertainty moderate the transmission of policy shocks to government bond yields?. (2025). Wang, Ben Zhe ; Ying, Shan ; Sheen, Jeffrey ; Gu, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000567. Full description at Econpapers || Download paper |
| 2025 | Stock market responses to monetary policy shocks: Firm-level evidence. (2025). Spagnolo, Nicola ; Arin, Kerim ; Polyzos, Efstathios ; Kaplan, Samuel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000600. Full description at Econpapers || Download paper |
| 2025 | Equilibrium yield curves with imperfect information. (2025). Tanaka, Hiroatsu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224000746. 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 |
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 | 28 |
| 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 | 7 |
| 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 | 48 |
| 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: 48 | paper | |
| 2021 | Real and Nominal Equilibrium Yield Curves In: Management Science. [Full Text][Citation analysis] | article | 4 |
| 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 | 42 |
| 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 |
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