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 3 229
A Model of Target Changes and the Term Structure of Interest Rates 0 0 0 184 2 4 5 954
Asset-pricing models and economic risk premia: a decomposition 0 0 1 159 0 1 9 914
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 1 1 7 313
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 8 14 22 652
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 401 0 1 6 1,851
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 1 146 1 1 8 424
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 164 0 1 6 712
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 2 2 5 559
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 0 3 345
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 0 3 221
Populism, Political Risk and the Economy: Lessons from Italy 2 3 20 62 11 18 64 94
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 0 1 6 493
STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE 0 0 0 0 0 0 1 342
The Central Tendency: A Second Factor in Bond Yields 0 0 0 201 0 0 10 1,172
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 1 6 184
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms’ Expectations and Plans 3 11 32 32 14 45 92 92
Total Working Papers 5 14 54 1,511 39 90 256 9,551


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 1 106 1 3 8 363
Asset Price Dynamics and Infrequent Feedback Trades 0 0 0 26 0 0 5 138
Asset pricing models and economic risk premia: A decomposition 0 0 3 79 1 3 15 240
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 3 6 20 271 14 24 65 638
Inflation and asset prices in a monetary economy 0 0 0 18 0 0 1 51
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 0 2 13 282
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 2 2 5 65 3 4 12 163
Minimal returns and the breakdown of the price-volume relation 0 0 0 21 0 0 4 105
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 1 1 5 50 5 7 14 127
Money, transactions and portfolio choice 0 0 0 5 0 1 2 53
Portfolio Choice and Trading in a Large 401(k) Plan 1 2 2 200 5 12 42 669
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 0 0 10 1 1 1 40
Risk Premia and Variance Bounds 0 0 0 17 0 0 2 57
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 2 5 154 1 4 13 366
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 1 53 0 0 4 148
The Central Tendency: A Second Factor In Bond Yields 0 0 1 119 1 6 21 710
Transaction costs and predictability: some utility cost calculations 0 1 5 234 0 2 18 623
Yield-curve movements and fiscal retrenchments 0 1 5 50 0 1 11 227
Total Journal Articles 7 15 53 1,478 32 70 251 5,000


Statistics updated 2021-01-03