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 1 4 13 65
A Model of Target Changes and the Term Structure of Interest Rates 3 6 24 125 8 18 55 721
Asset-pricing models and economic risk premia: a decomposition 4 8 28 104 14 40 123 385
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 2 2 3 16 37 159
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 1 1 2 15 60 348
Interest Rate Targeting and the Dynamics of Short-Term Rates 1 4 25 321 1 10 61 1,609
Large, Small, International: Equity Portfolio Choices In A Large 401(k) Plan 0 1 4 44 4 13 38 222
Mimicking portfolios, economic risk premia, and tests of multi-beta models 2 6 20 80 5 23 64 205
Minimum-Variance Kernels and Economic Risk Premia 2 3 11 143 5 17 71 611
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 1 6 23 127 7 23 77 422
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 1 2 9 288
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 0 11 141
Portfolio Choice, Trading, And Returns In A Large 401(K) Plan 0 0 5 74 2 6 35 316
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 7 14 49 329
STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE 0 0 0 0 1 3 25 303
The Central Tendency: A Second Factor in Bond Yields 1 4 15 127 4 28 91 764
The Central Tendency: A Second Factor in Bond Yields 0 0 3 3 0 15 48 93
Total Working Papers 14 38 161 1,151 65 247 867 6,981


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 1 2 13 62 3 8 34 171
Asset Price Dynamics and Infrequent Feedback Trades 1 1 5 14 3 4 11 49
Inflation and asset prices in a monetary economy 0 0 4 10 0 0 4 28
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 2 10 31 94
Minimal returns and the breakdown of the price-volume relation 1 1 2 13 3 7 17 55
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 0 2 13 14 4 12 35 38
Money, transactions and portfolio choice 0 0 0 3 0 1 6 24
Portfolio Choice and Trading in a Large 401(k) Plan 0 1 18 108 6 14 53 298
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 1 4 11 23 1 6 24 68
Risk Premia and Variance Bounds 0 0 1 8 0 1 2 24
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 2 9 27 64 5 15 51 108
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 8 11 1 4 25 37
The Central Tendency: A Second Factor In Bond Yields 2 4 15 71 6 24 91 458
Transaction costs and predictability: some utility cost calculations 1 4 25 104 3 18 82 307
Yield-curve movements and fiscal retrenchments 0 1 4 12 0 4 15 77
Total Journal Articles 9 29 146 517 37 128 481 1,836


Statistics updated 2008-08-03