Luis Ceballos

University of San Diego

5998 Alcala Park

San Diego, CA 92110-2492

United States

http://www.luisceballoss.com/

SCHOLARLY PAPERS

9

DOWNLOADS

1,236

SSRN CITATIONS
Rank 27,802

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Top 27,802

in Total Papers Citations

38

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

Inflation Volatility Risk and the Cross-section of Corporate Bond Returns

Number of pages: 62 Posted: 09 Aug 2021 Last Revised: 27 Nov 2023
Luis Ceballos
University of San Diego
Downloads 482 (106,745)
Citation 2

Abstract:

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Inflation volatility risk, corporate bond returns, bond risk factors.

2.

Price Pressure in the Government Bond Market: Long-term Impact of Short-term Advice

Number of pages: 52 Posted: 23 Feb 2020 Last Revised: 07 Dec 2023
Luis Ceballos and Damián Romero
University of San Diego and Central Bank of Chile
Downloads 228 (238,607)

Abstract:

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price pressure, bonds markets, term premium

3.

UIP deviations: Insights from Event Studies

Journal of International Economics, Forthcoming
Number of pages: 55 Posted: 23 Apr 2021 Last Revised: 11 Dec 2023
University of San Diego, University of Southern California - Marshall School of Business, Pontificia Universidad Catolica de Chile and Central Bank of Chile
Downloads 219 (247,911)

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uncovered interest parity, long-term yields, event studies

4.

Channels of US Monetary Policy Spillovers to International Bond Markets

BIS Working Paper No. 719
Number of pages: 50 Posted: 15 May 2018
University of Southern California - Marshall School of Business, University of San Diego, Pontificia Universidad Catolica de Chile and Central Bank of Chile
Downloads 98 (475,785)
Citation 5

Abstract:

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monetary policy spillovers, risk neutral rates, term premia

5.

Navigating Inflation Risk in Corporate Bond Markets: Evidence from Mutual Funds

Number of pages: 60 Posted: 30 Nov 2023
Luis Ceballos and Han Xiao
University of San Diego and Chinese University of Hong Kong, Shenzhen
Downloads 95 (485,730)

Abstract:

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Inflation risk, corporate bonds, mutual funds, timing ability

6.

Is Firm-level Political Risk Priced in the Corporate Bond Market?

Number of pages: 55 Posted: 06 Feb 2024
Luis Ceballos, Vanja Piljak and Laurens Swinkels
University of San Diego, University of Vaasa - Department of Accounting and Finance and Erasmus University Rotterdam (EUR)
Downloads 61 (624,820)

Abstract:

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Bonds, Corporate bonds, Fixed income, Political risk

7.

International Portfolio Bond Spillovers

Economics Letters, Forthcoming
Number of pages: 20 Posted: 14 Apr 2022 Last Revised: 06 Sep 2022
Luis Ceballos and Damián Romero
University of San Diego and Central Bank of Chile
Downloads 53 (667,922)

Abstract:

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International portfolios, spillovers, financial conditions

8.

Nominal Term Structure and Term Premia: Evidence From Chile

Applied Economics, Vol 28, 2016
Posted: 02 Dec 2019
Luis Ceballos, Alberto Naudon and Damián Romero
University of San Diego, affiliation not provided to SSRN and Central Bank of Chile

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9.

Decomposing Long-Term Interest Rates: An International Comparison

The Journal of Fixed Income 2016, 26 (1) 61-73.
Posted: 02 Dec 2019
Luis Ceballos and Damián Romero
University of San Diego and Central Bank of Chile

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