Francisco Palomino

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

11

DOWNLOADS

467

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (11)

1.

The Decline in Asset Return Predictability and Macroeconomic Volatility

FEDS Working Paper No. 2017-050
Number of pages: 75 Posted: 08 May 2017
Alex Hsu, Francisco Palomino and Charles Qian
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Downloads 190 (189,301)

Abstract:

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Asset return predictability, Great Moderation, Monetary policy, Time-varying macroeconomic volatility

2.

The Declining Asset Return Predictability and Macroeconomic Volatility

Number of pages: 74 Posted: 02 Sep 2016 Last Revised: 25 Mar 2017
Alex Hsu, Francisco Palomino and Charles Qian
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Downloads 90 (334,476)

Abstract:

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Return Predictability, Monetary Policy, Stochastic Volatility

3.

An Irrelevance Theorem for Risk Aversion and Time-Varying Risk

Number of pages: 47 Posted: 24 Mar 2018 Last Revised: 19 Aug 2019
Andrew Y. Chen and Francisco Palomino
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 82 (353,940)
Citation 2

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Equity Premium Puzzle, Time-Varying Risk Premiums, Risk Aversion, Irrelevance, Volatility Puzzle, Business Cycles

4.

Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks

FEDS Working Paper No. 2016-032
Number of pages: 54 Posted: 22 Apr 2016
Alex Hsu, Erica X. N. Li and Francisco Palomino
Georgia Institute of Technology - Scheller College of Business, Cheung Kong Graduate School of Business and Board of Governors of the Federal Reserve System
Downloads 57 (429,659)
Citation 2

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Term structure of interest rates, bond risk premia, monetary policy, nominal rigidities

5.

Gone With the Vol: A Decline in Asset Return Predictability During the Great Moderation

Georgia Tech Scheller College of Business Research Paper No. 19-04
Number of pages: 64 Posted: 08 Feb 2019
Alex Hsu, Francisco Palomino and Charles Qian
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Downloads 48 (463,395)

Abstract:

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Asset Return Predictability, Time-Varying Macroeconomic Volatility, Monetary Policy, Great Moderation

6.

Interest Coverage Ratios: Assessing Vulnerabilities in Nonfinancial Corporate Credit

FEDS Notes No. 2020-12-03-1 https://doi.org/10.17016/2380-7172.2779
Posted: 13 Dec 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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7.

The Information in Interest Coverage Ratios of the Us Nonfinancial Corporate Sector

FEDS Notes No. 2019-01-10
Posted: 23 Jan 2019 Last Revised: 16 Sep 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System

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8.

The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Quantitative Exploration

FEDS Notes No. 2018-10-12-3
Posted: 10 Oct 2018 Last Revised: 02 Oct 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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9.

The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Narrative Investigation

FEDS Notes No. 2018-10-12-2
Posted: 10 Oct 2018 Last Revised: 02 Oct 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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10.

The Potential Increase in Corporate Debt Interest Rate Payments from Changes in the Federal Funds Rate

FEDS Notes No. 2017-11-15 https://doi.org/10.17016/2380-7172.2076
Posted: 21 Oct 2017
Ashish Kumbhat, Francisco Palomino and Ander Perez-Orive
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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11.

Corporate Bond Issuers' Swap Exposure to Rising Interest Rates

FEDS Notes No. 2016-05-26-1 http://dx.doi.org/10.17016/2380-7172.1776
Posted: 01 Apr 2016
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Independent

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