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 1 12 244
A Model of Target Changes and the Term Structure of Interest Rates 0 0 0 184 0 1 9 971
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 1 5 18 124
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 5 9 930
Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans 0 0 1 69 1 9 25 243
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 3 4 18 351
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 1 4 13 718
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 9 1 4 13 76
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 55 0 1 10 149
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 139 1 2 13 366
Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises 0 0 0 35 1 3 17 123
Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? 0 0 1 12 2 6 22 92
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 402 0 2 8 1,869
Large, Small, International: Equity Portfolio Choices in a Large 401(k) Plan 0 0 0 1 1 2 3 14
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 0 151 0 1 13 449
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 0 6 14 739
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 1 6 570
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 2 14 366
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 2 11 241
Populism, Political Risk and the Economy: Lessons from Italy 0 0 0 29 0 2 31 94
Populism, Political Risk and the Economy: Lessons from Italy 0 0 1 87 13 20 37 228
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 1 4 5 505
STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE 0 0 0 0 0 0 4 348
The Central Tendency: A Second Factor in Bond Yields 0 0 1 204 5 6 22 1,207
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 1 7 20 208
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans 0 1 2 26 0 5 13 77
The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? 0 0 0 5 0 2 5 50
Total Working Papers 0 1 7 1,935 32 107 385 11,352

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 2 10 22
A model of target changes and the term structure of interest rates 0 0 0 112 1 3 13 406
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 0 4 0 1 9 17
Asset Price Dynamics and Infrequent Feedback Trades 0 0 0 28 0 4 10 157
Asset pricing models and economic risk premia: A decomposition 0 0 0 81 0 6 16 265
Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak 0 0 3 7 3 6 19 35
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 1 5 17 374 2 16 76 948
Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence 0 0 0 8 1 2 6 33
Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises 0 0 0 48 1 6 15 195
Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? 0 0 4 18 0 1 15 72
Inflation and asset prices in a monetary economy 0 0 0 18 0 5 8 62
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 2 2 12 312
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 1 81 3 8 19 228
Minimal returns and the breakdown of the price-volume relation 0 0 0 22 0 3 9 119
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 0 0 0 57 1 4 19 167
Money, transactions and portfolio choice 0 0 0 6 0 4 5 60
Political Risk, Populism and the Economy 0 3 6 21 15 21 39 78
Portfolio Choice and Trading in a Large 401(k) Plan 0 0 3 215 1 6 37 799
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 1 4 59 0 3 20 211
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 0 0 11 0 1 6 60
Real Exchange Rates and Currency Risk Premiums 0 0 2 27 1 4 10 66
Risk Premia and Variance Bounds 0 0 0 18 0 4 13 81
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 0 1 160 2 2 12 395
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 0 56 0 2 13 175
The Central Tendency: A Second Factor In Bond Yields 0 1 2 131 1 7 17 766
Transaction costs and predictability: some utility cost calculations 0 0 1 251 0 2 11 697
Yield-curve movements and fiscal retrenchments 0 0 0 54 1 4 9 246
Total Journal Articles 1 10 44 1,868 36 129 448 6,672

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Statistics updated 2026-06-04