Francisco Palomino

Names

Identifer

Contact

Affiliations

• Federal Reserve Board (Board of Governors of the Federal Reserve System)
  • EDIRC entry
  • location:

Research profile

author of:

• A simple nonnegative process for equilibrium models (RePEc:eee:ecolet:v:132:y:2015:i:c:p:39-44)
  by Hsu, Alex & Palomino, Francisco
• Nominal rigidities, asset returns, and monetary policy (RePEc:eee:moneco:v:66:y:2014:i:c:p:210-225)
  by Li, Erica X.N. & Palomino, Francisco
• Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks (RePEc:fip:fedgfe:2016-32)
  by Alex Hsu & Erica X. N. Li & Francisco J. Palomino
• The Decline in Asset Return Predictability and Macroeconomic Volatility (RePEc:fip:fedgfe:2017-50)
  by Alex Hsu & Francisco J. Palomino & Charles Qian
• Corporate Bond Issuers' Swap Exposure to Rising Interest Rates (RePEc:fip:fedgfn:2016-05-26-1)
  by Rick Ogden & Francisco J. Palomino & Nitish R. Sinha & Youngsuk Yook
• The Potential Increase in Corporate Debt Interest Rate Payments from Changes in the Federal Funds Rate (RePEc:fip:fedgfn:2017-11-15)
  by Ashish Kumbhat & Francisco J. Palomino & Ander Pérez-Orive
• The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Narrative Investigation (RePEc:fip:fedgfn:2018-10-12-2)
  by Elena Afanasyeva & Seung Jung Lee & Michele Modugno & Francisco J. Palomino
• The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Quantitative Exploration (RePEc:fip:fedgfn:2018-10-12-3)
  by Elena Afanasyeva & Seung Jung Lee & Michele Modugno & Francisco J. Palomino
• The Information in Interest Coverage Ratios of the US Nonfinancial Corporate Sector (RePEc:fip:fedgfn:2019-01-10)
  by Francisco J. Palomino & Stephen Paolillo & Ander Pérez-Orive & Gerardo Sanz-Maldonado
• Interest Coverage Ratios: Assessing Vulnerabilities in Nonfinancial Corporate Credit (RePEc:fip:fedgfn:2020-12-03-1)
  by Jack McCoy & Francisco J. Palomino & Ander Pérez-Orive & Charles Press & Gerardo Sanz-Maldonado
• Arbitrage-free bond pricing with dynamic macroeconomic models (RePEc:fip:fedlrv:y:2007:i:jul:p:305-326:n:v.89no.4)
  by Michael F. Gallmeyer & Burton Hollifield & Francisco J. Palomino & Stanley E. Zin
• Real and Nominal Equilibrium Yield Curves (RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1138-1158)
  by Alex Hsu & Erica X. N. Li & Francisco Palomino
• Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation (RePEc:inm:ormnsc:v:69:y:2023:i:5:p:3025-3047)
  by Alex Hsu & Francisco Palomino & Liang Qian
• Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models (RePEc:nbr:nberwo:13245)
  by Michael F. Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley E. Zin
• Leisure Preferences, Long-Run Risks, and Human Capital Returns (RePEc:oup:rasset:v:6:y:2016:i:1:p:88-134.)
  by Robert F. Dittmar & Francisco Palomino & Wei Yang
• Code and data files for "Bond Risk Premiums and Optimal Monetary Policy" (RePEc:red:ccodes:09-159)
  by Francisco Palomino
• Bond Risk Premiums and Optimal Monetary Policy (RePEc:red:issued:09-159)
  by Francisco Palomino
• The Economic Content of Interest Rates, Monetary Policy and Time-Varying Risk Premia (RePEc:red:sed008:957)
  by Francisco Palomino
• Monetary Policy Risk and the Cross-Section of Stock Returns (RePEc:red:sed010:935)
  by Francisco Palomino & Erica Li
• What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve? (RePEc:red:sed013:50)
  by Francisco Palomino & Alex Hsu
• Term Premium Dynamics and the Taylor Rule (RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500112)
  by Michael Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley Zin