Francisco Barillas

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  • Assistant Professor of Finance
  • Fax: (404) 727-5238

Mailing Address:

Goizueta Business School
Emory University
1300 Clifton Road NE
Atlanta, GA 30322

Biography

Francisco Barillas joined the Goizueta Business School faculty in 2010 after receiving a PhD from New York University. He holds an MSc in Economics from the University of British Columbia in Vancouver, Canada and has worked as an Economist at the Bank of Canada. His current research focuses on portfolio choice, quantifies the impact of belief heterogeneity in asset markets and investigates the impact of macroeconomic fundamentals on the term structure of interest rates.

Publications

  • "Doubts or Variability?" (with Lars Peter Hansen and Thomas J. Sargent), Journal of Economic Theory, 2009, 144(6), pp. 2388-418.
  • “A Generalization of the Endogenous Grid Method,” with J. Fernandez-Villaverde, Journal of Economics Dynamics and Control, 31, pp. 2698-2712, 2007.

Working Papers

  • “Speculation, Risk Premia and Expectations in the Yield Curve” (with Kristoffer Nimark).
  • “Can we Exploit Predictability in Bond Markets?"
  • “Asset Pricing Model Comparison from a Bayesian Perspective” (with Cesare Robotti)
  • “Asset Pricing Implications of the News Media” (with Kristoffer Nimark)
  • “Differential Expectations and Dynamic Behavior of Stock Trading Volume” (with Kristoffer Nimark)
  • “Changing Beliefs about the Macroeconomy and Asset Prices”

Areas of Specialization

  • Asset pricing
  • Macroeconomics
  • Financial econometrics

Achievements and Honors

  • The Henry MacCracken Fellowship, New York University, 2004-08
  • University Graduate Fellowship, University of British Columbia, Canada, 2001-02
  • Governor General's Medal, Trent University, Canada, 2001

Education

  • Ph.D. Economics, New York University, New York, NY 2010
  • Master's Economics, University of British Columbia, Vancouver, BC, Canada 2002
  • Bachelor's Economics, Trent University 2001