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 1 14 246
A Model of Target Changes and the Term Structure of Interest Rates 0 0 0 184 0 0 8 971
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 0 38 0 2 20 127
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 1 2 13 935
Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans 0 0 0 69 0 1 24 244
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 0 0 17 351
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 0 0 13 718
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 55 1 4 14 153
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 9 0 1 14 77
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 139 0 1 12 367
Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises 0 0 0 35 0 0 16 123
Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? 0 0 0 12 1 6 27 99
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 402 1 1 9 1,870
Large, Small, International: Equity Portfolio Choices in a Large 401(k) Plan 0 0 0 1 0 0 2 14
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 0 151 2 2 14 452
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 1 1 14 740
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 0 6 571
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 1 1 14 367
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 1 3 13 244
Populism, Political Risk and the Economy: Lessons from Italy 0 0 1 87 2 5 38 233
Populism, Political Risk and the Economy: Lessons from Italy 0 0 0 29 0 2 32 96
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 0 0 7 507
STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE 0 0 0 0 2 2 5 350
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 0 20 208
The Central Tendency: A Second Factor in Bond Yields 0 0 1 204 0 1 22 1,210
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans 0 0 1 26 1 1 12 78
The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? 0 0 0 5 0 0 6 51
Total Working Papers 0 0 3 1,935 15 37 406 11,402

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 0 0 8 22
A model of target changes and the term structure of interest rates 0 0 0 112 0 0 12 406
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 0 4 0 2 10 19
Asset Price Dynamics and Infrequent Feedback Trades 0 0 0 28 2 3 13 160
Asset pricing models and economic risk premia: A decomposition 0 0 0 81 0 1 16 266
Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak 0 0 2 7 3 3 18 38
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 1 5 20 381 7 24 90 976
Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence 0 0 0 8 0 2 9 36
Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises 0 0 0 48 2 5 19 200
Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? 0 0 1 18 0 3 12 75
Inflation and asset prices in a monetary economy 0 0 0 18 0 0 6 62
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 1 2 12 314
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 1 81 0 3 24 237
Minimal returns and the breakdown of the price-volume relation 0 0 0 22 1 2 10 122
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 0 0 0 57 0 1 14 168
Money, transactions and portfolio choice 0 0 0 6 2 3 8 63
Political Risk, Populism and the Economy 1 1 7 22 2 2 39 81
Portfolio Choice and Trading in a Large 401(k) Plan 0 0 2 215 3 6 38 805
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 1 2 60 1 5 21 216
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 0 0 11 0 1 7 61
Real Exchange Rates and Currency Risk Premiums 0 0 2 27 0 1 12 68
Risk Premia and Variance Bounds 0 0 0 18 0 1 14 83
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 0 1 160 0 2 13 397
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 0 56 0 0 11 175
The Central Tendency: A Second Factor In Bond Yields 0 0 2 131 1 2 20 770
Transaction costs and predictability: some utility cost calculations 0 0 1 252 0 0 11 699
Yield-curve movements and fiscal retrenchments 0 0 0 54 0 0 7 246
Total Journal Articles 2 7 41 1,878 25 74 474 6,765

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Statistics updated 2026-10-11