Francisco Palomino

University of Michigan, Stephen M. Ross School of Business

701 Tappan Street

Ann Arbor, MI MI 48109

United States

SCHOLARLY PAPERS

5

DOWNLOADS

446

SSRN CITATIONS
Rank 34,763

SSRN RANKINGS

Top 34,763

in Total Papers Citations

5

CROSSREF CITATIONS

13

Scholarly Papers (5)

1.

Monetary Policy Risk and the Cross-Section of Stock Returns

EFA 2009 Bergen Meetings Paper
Number of pages: 54 Posted: 19 Feb 2009 Last Revised: 16 Mar 2010
Erica X. N. Li and Francisco Palomino
University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads 193 (163,005)
Citation 4

Abstract:

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General equilibrium, cross-section of stock returns, monetary policy

2.

Term Premium Dynamics and the Taylor Rule

EFA 2009 Bergen Meetings Paper
Number of pages: 38 Posted: 17 Feb 2009
University of Virginia (UVA) - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business, University of Michigan, Stephen M. Ross School of Business and New York University (NYU)
Downloads 187 (167,724)
Citation 16

Abstract:

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Affine term structure, general equilibrium, time-varying term premiums, monetary policy

3.

Real and Nominal Equilibrium Yield Curves with Endogenous Inflation: A Quantitative Assessment

Ross School of Business Paper No. 1256
Number of pages: 71 Posted: 02 Nov 2014 Last Revised: 26 Oct 2015
Alex Hsu, Erica X. N. Li and Francisco Palomino
Georgia Institute of Technology - Scheller College of Business, Cheung Kong Graduate School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads 59 (373,082)
Citation 2

Abstract:

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

4.

The Federal Reserve and the Cross Section of Stock Returns

Number of pages: 38 Posted: 27 Mar 2008
Erica X. N. Li and Francisco Palomino
Cheung Kong Graduate School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads 7 (624,688)

Abstract:

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General Equilibrium, Cross Section of Returns, Monetary Policy, Price Stickiness

5.

Bond Risk Premiums and Optimal Monetary Policy

Posted: 24 May 2010
Francisco Palomino
University of Michigan, Stephen M. Ross School of Business

Abstract:

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Affine Term Structure, General Equilibrium, Time-Varying Term Premiums, Monetary Policy, Discretion vs. Commitment