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Afiliación

miembro de

• Red Investigadores de Economía Miembro

Publicaciones

publicaciones seleccionadas

• artículo

  • Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation 2023
  • Real and Nominal Equilibrium Yield Curves 2021
  • Term Premium Dynamics and the Taylor Rule 2017
  • Leisure Preferences, Long-Run Risks, and Human Capital Returns 2016
  • A Simple Nonnegative Process for Equilibrium Models 2015
  • Nominal rigidities, asset returns, and monetary policy 2014
  • Bond Risk Premiums and Optimal Monetary Policy 2012
  • Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models 2007

• documento de trabajo

  • Interest Coverage Ratios: Assessing Vulnerabilities in Nonfinancial Corporate Credit 2020
  • The Decline in Asset Return Predictability and Macroeconomic Volatility 2017
  • Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks 2016
  • What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve? 2013
  • Monetary Policy Risk and the Cross-Section of Stock Returns 2010
  • The Economic Content of Interest Rates, Monetary Policy and Time-Varying Risk Premia 2008
  • Arbitrage Free Bond Pricing with Dynamic Macroeconomic Models 2007-07

Investigación

Palabras clave

• Asset Pricing
• Macroeconomics
• Monetary Policy

Contacto

nombre completo

• Francisco
• Palomino