Juliana Salomao
Associate Professor of Finance at University of Minnesota
Faculty Research Fellow, National Bureau of Economic Research (NBER)
Research Affiliate, Center for Economic Policy Research (CEPR)
email: jsalomao_at_umn.edu
C.V. (updated June 2024)
Publications
Sovereign Debt Renegotiation and Credit Default Swaps, October 2017 - Journal of Monetary Economics
Firm Financing over the Business Cycle (with Juliane M. Begenau) online appendix, April 2019 - Review of Financial Studies (Editor's choice)
Exchange Rate Exposure and Firm Dynamics (with Liliana Varela) online appendix, January 2022 - Review of Economic Studies.
Decomposing Firm Value ( with Frederico Belo, Vito Gala and Maria Ana Vitorino) online appendix , February 2022 - Journal of Financial Economics (Editor's choice)
Why is Dollar Debt Cheaper? Evidence from Peru (with Victoria Ivashina and Bryan Gutierrez), June 2023 - Journal of Financial Economics (Editor's choice)
Estimating and Testing Investment-based Asset Pricing Models (with Frederico Belo and Yao Deng), June 2024 - accepted for publication at the JFE
Working Papers
Performance Capital Flows in DC Pensions (with Victoria Ivashina and Bryan Gutierrez), June 2024
Market Segmentation and International Bond Prices: the Role of ECB Asset Purchases ( with Ester Faia and Alexia Ventula Veghazy) , May 2024, R&R at the AEJ:Macro
The Asset Pricing Implications of Financial Shocks for the Cross Section of Returns: Theory and Measurement (with Frederico Belo, Xiaoji Lin, Fang Yang), June 2024
The Value of Intangible Capital Around the World (with Frederico Belo, Yu Li and Maria Ana Vitorino), July 2023
Trend and Cycle in Bond Premia (with Monika Piazzesi and Martin Schneider)
Why do emerging economies accumulate debt and reserves?
Teaching /Service
Finance Phd Coordinator
International Finance - Undergraduate and MBA levels
Global Economy (Macro) - Undergraduate level