Arbitrage-free bond pricing with dynamic macroeconomic models M Gallmeyer, B Hollifield, F Palomino, SE Zin National Bureau of Economic Research, 2007 | 117 | 2007 |
Nominal rigidities, asset returns, and monetary policy EXN Li, F Palomino Journal of Monetary Economics 66, 210-225, 2014 | 84 | 2014 |
Bond risk premiums and optimal monetary policy F Palomino Review of Economic Dynamics 15 (1), 19-40, 2012 | 74 | 2012 |
Term premium dynamics and the Taylor rule M Gallmeyer, B Hollifield, F Palomino, S Zin unpublished paper, Texas A&M University, Carnegie Mellon University, and …, 2008 | 23 | 2008 |
Leisure preferences, long-run risks, and human capital returns RF Dittmar, F Palomino, W Yang The Review of Asset Pricing Studies 6 (1), 88-134, 2016 | 18 | 2016 |
Real and nominal equilibrium yield curves A Hsu, EXN Li, F Palomino Management Science 67 (2), 1138-1158, 2021 | 16 | 2021 |
The information in interest coverage ratios of the US nonfinancial corporate sector F Palomino, S Paolillo, A Perez-Orive, G Sanz-Maldonado | 14 | 2019 |
Term premium dynamics and the taylor rule MF Gallmeyer, B Hollifield, F Palomino, SE Zin EFA 2009 Bergen Meetings Paper, 2009 | 14 | 2009 |
Term premium dynamics and the Taylor rule M Gallmeyer, B Hollifield, F Palomino, S Zin Quarterly Journal of Finance 7 (04), 1750011, 2017 | 12 | 2017 |
Real and nominal equilibrium yield curves: Wage rigidities and permanent shocks A Hsu, EXN Li, F Palomino FEDS Working Paper, 2016 | 11 | 2016 |
Inflation surprises in the cross-section of equity returns A Gil de Rubio Cruz, E Osambela, B Palazzo, F Palomino, G Suarez Inflation Surprises in the Cross-section of Equity Returns: Gil de Rubio …, 2022 | 10 | 2022 |
The Potential Increase in Corporate Debt Interest Rate Payments from Changes in the Federal Funds Rate A Kumbhat, F Palomino, A Perez-Orive | 9 | 2017 |
Long run labor income risk RF Dittmar, F Palomino University of Michi (gan, 2010 | 9 | 2010 |
Monetary policy risk and the cross-section of stock returns EXN Li, F Palomino EFA 2009 Bergen Meetings Paper, 2009 | 9 | 2009 |
Monetary policy, time-varying risk premiums, and the economic content of bond yields F Palomino Manuscript, University of Michigan, 2010 | 6 | 2010 |
Interest coverage ratios: assessing vulnerabilities in nonfinancial corporate credit J McCoy, F Palomino, A Perez-Orive, C Press, G Sanz-Maldonado | 4 | 2020 |
Real and nominal equilibrium yield curves with endogenous inflation: A quantitative assessment A Hsu, EXN Li, F Palomino Ross School of Business Paper, 2014 | 4 | 2014 |
The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Narrative Investigation E Afanasyeva, SJ Lee, M Modugno, F Palomino | 3 | 2018 |
The decline in asset return predictability and macroeconomic volatility A Hsu, F Palomino, C Qian FEDS Working Paper, 2017 | 3 | 2017 |
A simple solution method for dynamic equilibrium models with time-varying volatility A Hsu, F Palomino Unpublished Manuscript, University of Michigan, 2011 | 3 | 2011 |