Ross School of Business R4430
The University of Michigan
701 Tappan Street
Ann Arbor, MI 48109
E-mail: fpal@bus.umich.edu
Phone: (734) 615 4178
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Assistant Professor of Finance Ross School of Business R4430 The University of Michigan 701 Tappan Street Ann Arbor, MI 48109 E-mail: fpal@bus.umich.edu |
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Asset pricing, fixed income, macroeconomics.
Bond Risk Premiums and Optimal Monetary Policy, Review of Economic Dynamics, forthcoming.
Arbitrage Free Bond Pricing with Dynamic Macroeconomic Models (with Michael Gallmeyer, Burton Hollifield and Stanley Zin), The Federal Reserve Bank of St. Louis Review, July/August 2007.
Term Premium Dynamics and the Taylor Rule (with Michael Gallmeyer, Burton Hollifield and Stanley Zin), February, 2009.
Monetary Policy, Time-Varying Risk Premiums, and the Economic Content of Bond Yields, August, 2010.
Monetary Policy Risk and the Cross Section of Stock Returns (with Erica X.N. Li), November, 2009.
Implications of Monetary Policy on the Real Yield Curve and the Inflation Risk Premia (with Alex Hsu), November, 2009.
Creative Destruction and Asset Returns (with Ozge Sahin).
A Simple Solution Method for Models with Time-Varying Volatility (with Alex Hsu), November 2010.
Labor Income Long Run Risk (with Robert Dittmar), November 2010.