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Publications by Francisco Palomino

Corporate Bond Issuers' Swap Exposure to Rising Interest Rates

English

The Federal Reserve and the Cross Section of Stock Returns

SSRN Electronic Journal

English

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Long‐term Interest Rates Under Negative Interest Rate Policy: Analysis of Japanese Government Bond and Swap Markets

Journal of Corporate Accounting & Finance

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Rising Interest Rates, Lapse Risk, and the Stability of Life Insurers

SSRN Electronic Journal

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Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?

Brookings Papers on Economic Activity

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The Determinants of Recovery Rates in the US Corporate Bond Market

SSRN Electronic Journal

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Anatomy of Financial Distress: An Examination of Junk-Bond Issuers

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Effect of Correlation on Bond Prices in Short Rate Models of Interest Rates

Mathematica Moravica

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Corporate Bond Price Reactions to Dividend Changes

SSRN Electronic Journal

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Dynamic Arbitrageurs’ Long-Run Impacts on Convertible Bond Issuers’ Stock Prices

Theoretical Economics Letters

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Short-Term Interest Rates

OECD Economic Outlook, Volume 2014 Issue 1

English