Access Statistics for Pierluigi Balduzzi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Price Barriers" and the Dynamics of Asset Prices in Equilibrium 0 0 0 0 6 8 38 107
A Model of Target Changes and the Term Structure of Interest Rates 2 3 15 145 4 11 53 791
Asset-pricing models and economic risk premia: a decomposition 1 3 15 128 4 15 58 473
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 1 10 35 204
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 1 12 51 417
Interest Rate Targeting and the Dynamics of Short-Term Rates 3 4 21 344 9 15 59 1,682
Large, Small, International: Equity Portfolio Choices In A Large 401(k) Plan 0 0 7 53 1 2 30 261
Mimicking portfolios, economic risk premia, and tests of multi-beta models 3 4 15 99 4 6 36 252
Minimum-Variance Kernels and Economic Risk Premia 0 1 6 153 4 8 38 654
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 7 141 4 8 41 478
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 1 5 294
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 0 4 147
Portfolio Choice, Trading, And Returns In A Large 401(K) Plan 0 1 5 83 2 5 24 349
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 5 16 53 397
STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE 0 0 0 0 0 2 8 317
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 1 1 12 110
The Central Tendency: A Second Factor in Bond Yields 2 8 20 151 4 21 88 885
Total Working Papers 11 24 111 1,303 50 141 633 7,818


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A model of target changes and the term structure of interest rates 0 0 4 66 1 1 11 184
Asset Price Dynamics and Infrequent Feedback Trades 0 2 3 18 0 3 8 62
Inflation and asset prices in a monetary economy 0 0 4 15 0 0 4 33
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 1 4 22 118
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 4 5 9 9 7 11 23 23
Minimal returns and the breakdown of the price-volume relation 0 0 3 16 0 0 13 69
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 2 3 12 29 2 3 16 64
Money, transactions and portfolio choice 0 0 1 4 0 1 8 32
Portfolio Choice and Trading in a Large 401(k) Plan 2 4 22 135 5 13 66 383
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 2 2 6 30 3 4 12 82
Risk Premia and Variance Bounds 0 1 1 9 0 1 3 29
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 2 17 89 3 12 47 168
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 3 15 0 1 6 47
The Central Tendency: A Second Factor In Bond Yields 0 1 4 79 1 2 29 502
Transaction costs and predictability: some utility cost calculations 1 3 30 140 2 7 55 375
Yield-curve movements and fiscal retrenchments 0 1 3 15 1 2 17 98
Total Journal Articles 11 24 122 669 26 65 340 2,269


Statistics updated 2009-11-04