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 1 1 962
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 0 37 1 1 12 105
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 2 2 921
Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans 0 0 1 68 1 1 6 218
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 0 3 7 333
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 4 8 24 703
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 1 55 1 2 5 138
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 9 0 1 4 63
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 139 0 1 4 353
Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises 0 0 0 35 0 1 2 105
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 1 1 151 0 1 2 436
Minimum-Variance Kernels and Economic Risk Premia 0 0 1 167 0 1 3 725
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 0 1 564
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 1 1 1 352
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 1 1 2 230
Populism, Political Risk and the Economy: Lessons from Italy 0 0 2 86 0 0 6 191
Populism, Political Risk and the Economy: Lessons from Italy 0 0 2 29 0 2 10 62
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 0 1 2 499
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 1 203 0 2 3 1,185
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 0 1 188
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans 0 0 0 24 1 2 5 64
The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? 0 0 0 5 0 0 1 45
Total Working Papers 0 1 10 1,928 10 32 106 10,960

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 0 11
A model of target changes and the term structure of interest rates 0 0 1 112 0 1 3 393
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 1 2 4 4 2 3 5 7
Asset Price Dynamics and Infrequent Feedback Trades 0 0 0 28 0 1 4 147
Asset pricing models and economic risk premia: A decomposition 0 0 0 81 0 0 1 249
Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak 0 0 4 4 1 2 14 14
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 2 7 31 353 7 14 79 858
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 1 48 0 2 8 180
Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? 0 0 1 14 0 1 6 57
Inflation and asset prices in a monetary economy 0 0 0 18 0 1 1 54
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 0 0 1 300
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 2 80 0 1 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 1 2 57 0 1 3 147
Money, transactions and portfolio choice 0 0 0 5 0 0 0 54
Political Risk, Populism and the Economy 0 1 4 15 0 1 15 37
Portfolio Choice and Trading in a Large 401(k) Plan 0 1 2 212 1 3 13 759
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 55 0 0 1 191
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 0 0 11 0 0 1 54
Real Exchange Rates and Currency Risk Premiums 0 0 2 25 0 0 4 56
Risk Premia and Variance Bounds 0 0 0 18 0 0 0 68
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 0 1 159 0 1 4 382
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 0 56 0 1 3 162
The Central Tendency: A Second Factor In Bond Yields 0 1 2 129 0 4 11 748
Transaction costs and predictability: some utility cost calculations 0 2 8 250 2 5 13 684
Yield-curve movements and fiscal retrenchments 0 0 1 54 0 0 1 237
Total Journal Articles 3 15 66 1,819 13 42 198 6,195

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-04-04