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
Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models 1 1 1 178 1 3 11 625
Corporate Bond Issuers' Swap Exposure to Rising Interest Rates 0 1 2 10 0 2 11 36
Interest Coverage Ratios: Assessing Vulnerabilities in Nonfinancial Corporate Credit 0 1 3 20 0 4 14 46
Monetary Policy Risk and the Cross-Section of Stock Returns 0 0 2 42 0 2 17 160
Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks 0 0 0 45 0 1 8 61
The Decline in Asset Return Predictability and Macroeconomic Volatility 0 0 0 57 0 0 16 81
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 0 0 1 30 0 0 17 158
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 2 79 0 1 15 163
What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve? 0 0 0 101 1 1 15 91
Total Working Papers 1 3 13 642 2 15 154 1,617


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 1 2 7 71
An Irrelevance Theorem for Risk Aversion and Time-Varying Risk 0 0 0 0 1 3 3 3
Arbitrage-free bond pricing with dynamic macroeconomic models 0 0 1 144 1 3 20 494
Bond Risk Premiums and Optimal Monetary Policy 0 0 1 275 1 2 18 938
Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation 0 0 1 2 1 1 9 21
Leisure Preferences, Long-Run Risks, and Human Capital Returns 0 0 0 12 1 2 9 45
Nominal rigidities, asset returns, and monetary policy 0 0 0 58 0 0 14 235
Real and Nominal Equilibrium Yield Curves 0 0 0 5 0 1 9 49
Term Premium Dynamics and the Taylor Rule 0 0 1 20 0 1 9 89
Total Journal Articles 0 0 4 527 6 15 98 1,945


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 "Bond Risk Premiums and Optimal Monetary Policy" 0 0 0 356 0 0 10 708
Total Software Items 0 0 0 356 0 0 10 708


Statistics updated 2026-08-07