No there is not. The following alternatives include the full path (omit this
step if you don't want the path)
Double-click in the footer pane to display the Header & Footer Tools Design
contextual tab
In the Insert group, click Quick Parts and then click Field to display the
Field dialog box
In the Field names box, click FileName
Check the Add path to file name check box (you can also set the
capitalization options) (omit this step if don't want path)
Click OK
Alternatively, you can insert in the footer a field (CTRL+F9) that contains
"filename \p" without the quotes (omit \p if don't want path).