By Associate Professor Francisco Barillas Bedoya

Journal articles

Barillas F; Kan R; Robotti C; Shanken J, 2020, 'Model comparison with sharpe ratios', Journal of Financial and Quantitative Analysis, 55, pp. 1840 - 1874, http://dx.doi.org/10.1017/S0022109019000589

Barillas F; Nimark K, 2019, 'Speculation and the bond market: An empirical no-arbitrage framework', Management Science, 65, pp. 4179 - 4203, http://dx.doi.org/10.1287/mnsc.2018.3027

Barillas F; Shanken J, 2018, 'Comparing Asset Pricing Models', Journal of Finance, 73, pp. 715 - 754, http://dx.doi.org/10.1111/jofi.12607

Barillas F; Nimark KP, 2017, 'Speculation and the term structure of interest rates', Review of Financial Studies, 30, pp. 4003 - 4037, http://dx.doi.org/10.1093/rfs/hhx059

Barillas F; Shanken J, 2017, 'Which alpha?', Review of Financial Studies, 30, pp. 1316 - 1338, http://dx.doi.org/10.1093/rfs/hhw101

Barillas F; Hansen LP; Sargent TJ, 2009, 'Doubts or variability?', Journal of Economic Theory, 144, pp. 2388 - 2418, http://dx.doi.org/10.1016/j.jet.2008.11.014

Barillas F; Fernández-Villaverde J, 2007, 'A generalization of the endogenous grid method', Journal of Economic Dynamics and Control, 31, pp. 2698 - 2712, http://dx.doi.org/10.1016/j.jedc.2006.08.005

Macklem T; Barillas F, 2005, 'Recent developments in the Canada-US unemployment rate gap: Changing patterns in unemployment incidence and duration', Canadian Public Policy, 31, pp. 101 - 107, http://dx.doi.org/10.2307/3552599

Arvin BM; Barillas F, 2002, 'Foreign aid, poverty reduction, and democracy', Applied Economics, 34, pp. 2151 - 2156, http://dx.doi.org/10.1080/00036840210136718

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