Access Statistics for Francisco Palomino

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Irrelevance Theorem for Risk Aversion and Time-Varying Risk 0 0 2 2 0 1 6 6
Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models 0 1 1 178 0 1 11 625
Corporate Bond Issuers' Swap Exposure to Rising Interest Rates 0 0 1 10 0 0 10 36
Interest Coverage Ratios: Assessing Vulnerabilities in Nonfinancial Corporate Credit 1 3 6 23 3 5 18 51
Monetary Policy Risk and the Cross-Section of Stock Returns 0 0 2 42 2 3 20 163
Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks 0 0 0 45 1 1 8 62
The Decline in Asset Return Predictability and Macroeconomic Volatility 0 0 0 57 0 2 17 83
The Economic Content of Interest Rates, Monetary Policy and Time-Varying Risk Premia 0 0 0 6 0 0 10 43
The Information in Interest Coverage Ratios of the US Nonfinancial Corporate Sector 1 2 3 32 1 2 17 160
The Potential Increase in Corporate Debt Interest Rate Payments from Changes in the Federal Funds Rate 0 0 1 29 1 1 9 94
The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Narrative Investigation 0 0 0 45 0 0 11 60
The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Quantitative Exploration 0 0 1 79 1 2 16 165
What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve? 0 0 0 101 0 1 13 91
Total Working Papers 2 6 17 649 9 19 166 1,639

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple nonnegative process for equilibrium models 0 0 0 11 0 1 7 71
An Irrelevance Theorem for Risk Aversion and Time-Varying Risk 0 0 0 0 2 5 7 7
Arbitrage-free bond pricing with dynamic macroeconomic models 0 0 1 144 0 1 19 494
Bond Risk Premiums and Optimal Monetary Policy 0 0 1 275 1 2 19 939
Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation 0 0 1 2 0 1 9 21
Leisure Preferences, Long-Run Risks, and Human Capital Returns 0 0 0 12 0 2 10 46
Nominal rigidities, asset returns, and monetary policy 0 0 0 58 1 2 16 237
Real and Nominal Equilibrium Yield Curves 0 0 0 5 1 1 10 50
Term Premium Dynamics and the Taylor Rule 0 0 0 20 0 0 8 89
Total Journal Articles 0 0 3 527 5 15 105 1,954

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "An Irrelevance Theorem for Risk Aversion and Time-Varying Risk" 1 1 2 2 1 2 4 4
Code and data files for "Bond Risk Premiums and Optimal Monetary Policy" 0 0 0 356 0 0 9 708
Total Software Items 1 1 2 358 1 2 13 712

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Statistics updated 2026-10-11