Francisco Barillas

University of New South Wales

College Rd, Kensington

Sydney, 2052

Australia

SCHOLARLY PAPERS

8

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8

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Scholarly Papers (8)

1.
Downloads 1,202 ( 16,045)

Comparing Asset Pricing Models

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 22 Oct 2015 Last Revised: 06 Dec 2017
Francisco Barillas and Jay A. Shanken
University of New South Wales and Emory University - Goizueta Business School
Downloads 1,173 (16,344)

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Comparing Asset Pricing Models

NBER Working Paper No. w21771
Number of pages: 54 Posted: 07 Dec 2015
Francisco Barillas and Jay A. Shanken
University of New South Wales and Emory University - Goizueta Business School
Downloads 29 (475,901)

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2.
Downloads 925 ( 23,707)

Which Alpha?

Number of pages: 28 Posted: 27 May 2015 Last Revised: 11 Sep 2016
Francisco Barillas and Jay A. Shanken
University of New South Wales and Emory University - Goizueta Business School
Downloads 907 (24,030)

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Which Alpha?

NBER Working Paper No. w21698
Number of pages: 22 Posted: 09 Nov 2015
Francisco Barillas and Jay A. Shanken
University of New South Wales and Emory University - Goizueta Business School
Downloads 18 (542,166)

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3.

Model Comparison with Sharpe Ratios

Rotman School of Management Working Paper No. 3013149
Number of pages: 51 Posted: 04 Aug 2017 Last Revised: 13 Mar 2019
Francisco Barillas, Raymond Kan, Cesare Robotti and Jay A. Shanken
University of New South Wales, University of Toronto - Rotman School of Management, Imperial College Business School and Emory University - Goizueta Business School
Downloads 477 (57,689)

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4.

Can we Exploit Predictability in Bond Markets?

Number of pages: 56 Posted: 21 Mar 2011 Last Revised: 27 Feb 2013
Francisco Barillas
University of New South Wales
Downloads 275 (108,687)

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Speculation and the Bond Market: An Empirical No-Arbitrage Framework

Number of pages: 55 Posted: 17 Jul 2012 Last Revised: 13 Apr 2017
Francisco Barillas and Kristoffer P. Nimark
University of New South Wales and Universitat Pompeu Fabra
Downloads 168 (174,659)

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Asset Pricing Theory, Private Information, Term Sturcture of Interest Rates

Speculation, Risk Premia and Expectations in the Yield Curve

CEPR Discussion Paper No. DP9755
Number of pages: 61 Posted: 25 Nov 2013
Francisco Barillas and Kristoffer Nimark
University of New South Wales and Cornell University - Department of Economics
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Heterogenous information, Speculation, Survey data, Term structure of interest rates

6.

Speculation and the Term Structure of Interest Rates

Number of pages: 33 Posted: 11 Feb 2016 Last Revised: 04 May 2016
Francisco Barillas and Kristoffer Nimark
University of New South Wales and Cornell University - Department of Economics
Downloads 145 (197,426)

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Asset Pricing Theory, Private Information, Term Sturcture of Interest Rates

7.

Changing Beliefs About the Macroeconomy and Asset Prices

Number of pages: 25 Posted: 21 Mar 2011
Francisco Barillas
University of New South Wales
Downloads 78 (304,188)

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8.

Speculation and the Bond Market: An Empirical No-Arbitrage Framework

CEPR Discussion Paper No. DP10892
Number of pages: 61 Posted: 20 Oct 2015
Francisco Barillas and Kristoffer Nimark
University of New South Wales and Cornell University - Department of Economics
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