Francisco Barillas Bedoya

Associate Professor

Francisco Barillas is an Associate Professor in the School of Banking and Finance at the University of New South Wales in Sydney, Australia. Francisco’s research encompasses theoretical and empirical asset pricing, in particular portfolio choice, asset pricing tests, and macrofinance.

publications

Journal articles
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Barillas F; Kan R; Robotti C; Shanken J, 2020, 'Model comparison with sharpe ratios', Journal of Financial and Quantitative Analysis, vol. 55, pp. 1840 - 1874, http://dx.doi.org/10.1017/S0022109019000589
2020
Barillas F; Nimark K, 2019, 'Speculation and the bond market: An empirical no-arbitrage framework', Management Science, vol. 65, pp. 4179 - 4203, http://dx.doi.org/10.1287/mnsc.2018.3027
2019
Barillas F; Shanken J, 2018, 'Comparing Asset Pricing Models', Journal of Finance, vol. 73, pp. 715 - 754, http://dx.doi.org/10.1111/jofi.12607
2018
Barillas F; Shanken J, 2017, 'Which alpha?', Review of Financial Studies, vol. 30, pp. 1316 - 1338, http://dx.doi.org/10.1093/rfs/hhw101
2017
Barillas F; Nimark KP, 2017, 'Speculation and the term structure of interest rates', Review of Financial Studies, vol. 30, pp. 4003 - 4037, http://dx.doi.org/10.1093/rfs/hhx059
2017
Barillas F; Hansen LP; Sargent TJ, 2009, 'Doubts or variability?', Journal of Economic Theory, vol. 144, pp. 2388 - 2418, http://dx.doi.org/10.1016/j.jet.2008.11.014
2009
Barillas F; Fernández-Villaverde J, 2007, 'A generalization of the endogenous grid method', Journal of Economic Dynamics and Control, vol. 31, pp. 2698 - 2712, http://dx.doi.org/10.1016/j.jedc.2006.08.005
2007
Macklem T; Barillas F, 2005, 'Recent developments in the Canada-US unemployment rate gap: Changing patterns in unemployment incidence and duration', Canadian Public Policy, vol. 31, pp. 101 - 107, http://dx.doi.org/10.2307/3552599
2005
Arvin BM; Barillas F, 2002, 'Foreign aid, poverty reduction, and democracy', Applied Economics, vol. 34, pp. 2151 - 2156, http://dx.doi.org/10.1080/00036840210136718
2002