Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Francisco J. Palomino

Arbitrage-Free Bond Pricing With Dynamic Macroeconomic Models

English

Related publications

Dynamic Arbitrage-Free Asset Pricing With Proportional Transaction Costs

Mathematical Finance

Applied Mathematics

Social Sciences

English

Arbitrage-Free Pricing of Derivatives in Nonlinear Market Models

Probability, Uncertainty and Quantitative Risk

English

Implications of State-Dependent Pricing for Dynamic Macroeconomic Models

Journal of Monetary Economics

English

A Literature Review of Treasury Bond Futures Pricing and Arbitrage Method

English

Estimating Structural Bond Pricing Models

SSRN Electronic Journal

English

Arbitrage Pricing Theory

English

Arbitrage Pricing Theory

English

Change-Points in Affine Arbitrage-Free Term Structure Models

Journal of Financial Econometrics

English

A Comparison of Bond Pricing Models in the Pricing of Credit Risk

SSRN Electronic Journal

English