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 0 1 11 106
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 0 2 921
Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans 0 0 1 68 1 1 7 219
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 0 0 7 333
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 0 2 22 705
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 1 55 0 1 6 139
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 9 0 0 4 63
Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises 0 0 0 35 0 1 3 106
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 0 167 0 0 1 725
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 0 1 352
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 1 1 3 231
Populism, Political Risk and the Economy: Lessons from Italy 0 0 0 29 0 1 8 63
Populism, Political Risk and the Economy: Lessons from Italy 0 0 1 86 0 0 4 191
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 0 1 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 0 3 0 0 0 188
The Central Tendency: A Second Factor in Bond Yields 0 0 1 203 0 0 3 1,185
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans 0 0 0 24 0 0 5 64
The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? 0 0 0 5 0 0 0 45
Total Working Papers 0 0 6 1,928 2 9 96 10,969

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 2 3 3 14
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 0 4 4 0 1 6 8
Asset Price Dynamics and Infrequent Feedback Trades 0 0 0 28 0 0 2 147
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 2 4 1 3 14 17
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 2 6 26 359 6 20 65 878
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 0 7 180
Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? 0 0 1 14 0 0 5 57
Inflation and asset prices in a monetary economy 0 0 0 18 0 0 1 54
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 1 1 2 301
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 0 1 57 1 2 3 149
Money, transactions and portfolio choice 0 1 1 6 0 1 1 55
Political Risk, Populism and the Economy 0 0 4 15 0 2 13 39
Portfolio Choice and Trading in a Large 401(k) Plan 0 0 2 212 2 5 15 764
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 2 2 2 57 2 2 2 193
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 0 0 11 0 0 0 54
Real Exchange Rates and Currency Risk Premiums 0 0 1 25 0 0 3 56
Risk Premia and Variance Bounds 0 0 0 18 1 1 1 69
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 0 0 159 0 1 4 383
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 0 2 129 0 1 9 749
Transaction costs and predictability: some utility cost calculations 1 1 5 251 1 3 12 687
Yield-curve movements and fiscal retrenchments 0 0 1 54 0 0 1 237
Total Journal Articles 5 10 55 1,829 17 46 182 6,241

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Statistics updated 2025-07-04