Francisco Palomino

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

12

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955

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (12)

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1.

Inflation Surprises and Equity Returns

Number of pages: 49 Posted: 22 Nov 2022 Last Revised: 04 Jul 2023
Antonio Gil de Rubio Cruz, Emilio Osambela, Berardino Palazzo, Francisco Palomino and Gustavo Suarez
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
Downloads 315 (160,587)

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Inflation surprises, equity returns, firm characteristics

2.

The Decline in Asset Return Predictability and Macroeconomic Volatility

FEDS Working Paper No. 2017-50
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 215 (235,091)

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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 135 (350,250)
Citation 2

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

4.

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: 70 Posted: 08 Feb 2019 Last Revised: 06 Apr 2022
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 111 (404,765)

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

5.

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 102 (429,765)

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Return Predictability, Monetary Policy, Stochastic Volatility

6.

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

FEDS Working Paper No. 2016-32
Number of pages: 54 Posted: 22 Apr 2016 Last Revised: 21 Sep 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 77 (512,240)
Citation 2

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7.

Interest Coverage Ratios: Assessing Vulnerabilities in Nonfinancial Corporate Credit

FEDS Notes No. 2020-12-03-1
Posted: 13 Dec 2020
Jack McCoy, Francisco Palomino, Ander Pérez-Orive, Charles Press and Gerardo Sanz-Maldonado
affiliation not provided to SSRN, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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8.

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
Francisco Palomino, Stephen Paolillo, Ander Perez and Gerardo Sanz-Maldonado
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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9.

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
Elena Afanasyeva, Seung Jung Lee, Michele Modugno and Francisco Palomino
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 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
Elena Afanasyeva, Seung Jung Lee, Michele Modugno and Francisco Palomino
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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11.

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

FEDS Notes No. 2017-11-15
Posted: 21 Oct 2017
Ashish Kumbhat, Francisco Palomino and Ander Pérez-Orive
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and affiliation not provided to SSRN

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12.

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
Youngsuk Yook, Nitish Ranjan Sinha, Francisco Palomino and Richard Ogden
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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