Juliana Salomao

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), December 2024- Journal of Financial Economics (FAMA-DFA Best Paper Award (second place))

Market Segmentation and International Bond Prices: the Role of ECB Asset Purchases ( with Ester Faia and Alexia Ventula Veghazy) , May 2024, forthcoming the AEJ:Macro

Working Papers

Performance Capital Flows in DC Pensions (with Victoria Ivashina and Bryan Gutierrez), March 2025

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 R&R Management Science

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