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 2 2 2 1 6 6 6
Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models 0 1 1 178 0 3 11 625
Corporate Bond Issuers' Swap Exposure to Rising Interest Rates 0 0 2 10 0 0 11 36
Interest Coverage Ratios: Assessing Vulnerabilities in Nonfinancial Corporate Credit 2 3 5 22 2 3 16 48
Monetary Policy Risk and the Cross-Section of Stock Returns 0 0 2 42 1 3 18 161
Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks 0 0 0 45 0 0 8 61
The Decline in Asset Return Predictability and Macroeconomic Volatility 0 0 0 57 2 2 18 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 1 2 31 1 1 16 159
The Potential Increase in Corporate Debt Interest Rate Payments from Changes in the Federal Funds Rate 0 0 1 29 0 1 8 93
The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Narrative Investigation 0 0 1 45 0 0 12 60
The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Quantitative Exploration 0 0 1 79 1 1 15 164
What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve? 0 0 0 101 0 1 14 91
Total Working Papers 3 7 17 647 8 21 163 1,630

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 2 7 71
An Irrelevance Theorem for Risk Aversion and Time-Varying Risk 0 0 0 0 2 5 5 5
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 0 1 18 938
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 1 3 10 46
Nominal rigidities, asset returns, and monetary policy 0 0 0 58 1 1 15 236
Real and Nominal Equilibrium Yield Curves 0 0 0 5 0 1 9 49
Term Premium Dynamics and the Taylor Rule 0 0 0 20 0 0 8 89
Total Journal Articles 0 0 3 527 4 15 100 1,949

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" 0 1 1 1 1 3 3 3
Code and data files for "Bond Risk Premiums and Optimal Monetary Policy" 0 0 0 356 0 0 9 708
Total Software Items 0 1 1 357 1 3 12 711

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Statistics updated 2026-09-10