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 0 0 0 232
A Model of Target Changes and the Term Structure of Interest Rates 0 0 0 184 0 0 1 962
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 0 37 1 2 13 106
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 1 2 921
Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans 0 0 1 68 0 1 6 218
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 0 2 7 333
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 2 7 24 705
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 139 0 0 2 353
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 9 0 1 4 63
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 1 55 1 3 6 139
Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises 0 0 0 35 0 1 2 105
Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? 0 0 1 11 0 0 1 70
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 402 0 0 1 1,861
Large, Small, International: Equity Portfolio Choices in a Large 401(k) Plan 0 0 0 1 0 0 0 11
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 1 151 0 0 2 436
Minimum-Variance Kernels and Economic Risk Premia 0 0 1 167 0 1 3 725
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 0 0 564
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 1 1 352
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 1 2 230
Populism, Political Risk and the Economy: Lessons from Italy 0 0 1 29 0 1 8 62
Populism, Political Risk and the Economy: Lessons from Italy 0 0 2 86 0 0 6 191
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 1 2 2 500
STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE 0 0 0 0 0 0 0 344
The Central Tendency: A Second Factor in Bond Yields 0 0 1 203 0 1 3 1,185
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 0 1 188
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans 0 0 0 24 0 1 5 64
The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? 0 0 0 5 0 0 1 45
Total Working Papers 0 0 9 1,928 5 26 103 10,965

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Test of the Affine Class of Term Structure Models 0 0 0 1 1 1 1 12
A model of target changes and the term structure of interest rates 0 0 1 112 0 0 3 393
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 1 4 4 0 2 5 7
Asset Price Dynamics and Infrequent Feedback Trades 0 0 0 28 0 0 3 147
Asset pricing models and economic risk premia: A decomposition 0 0 0 81 0 0 0 249
Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak 0 0 3 4 1 3 14 15
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 1 3 32 354 5 13 82 863
Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence 0 0 0 8 0 0 0 27
Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises 0 0 0 48 0 2 7 180
Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? 0 0 1 14 0 1 6 57
Inflation and asset prices in a monetary economy 0 0 0 18 0 1 1 54
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 0 0 1 300
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 2 80 0 0 5 209
Minimal returns and the breakdown of the price-volume relation 0 0 0 22 0 0 2 110
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 0 1 2 57 1 2 4 148
Money, transactions and portfolio choice 1 1 1 6 1 1 1 55
Political Risk, Populism and the Economy 0 1 4 15 1 2 15 38
Portfolio Choice and Trading in a Large 401(k) Plan 0 1 2 212 1 3 13 760
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 55 0 0 1 191
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 0 0 11 0 0 1 54
Real Exchange Rates and Currency Risk Premiums 0 0 2 25 0 0 4 56
Risk Premia and Variance Bounds 0 0 0 18 0 0 0 68
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 0 0 159 0 1 3 382
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 0 56 0 0 3 162
The Central Tendency: A Second Factor In Bond Yields 0 1 2 129 0 3 11 748
Transaction costs and predictability: some utility cost calculations 0 0 7 250 1 3 13 685
Yield-curve movements and fiscal retrenchments 0 0 1 54 0 0 1 237
Total Journal Articles 2 9 64 1,821 12 38 200 6,207

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Statistics updated 2025-05-12