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 1 232
A Model of Target Changes and the Term Structure of Interest Rates 0 0 0 184 0 0 0 961
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 0 1 919
Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans 0 0 1 67 0 1 6 212
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 0 0 2 323
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 1 3 7 678
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 402 0 1 3 1,860
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 1 150 0 0 2 434
Minimum-Variance Kernels and Economic Risk Premia 0 0 1 166 1 1 4 722
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 0 0 563
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 1 1 351
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 2 2 228
Populism, Political Risk and the Economy: Lessons from Italy 0 0 5 84 1 2 12 185
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 0 0 0 497
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 0 202 0 0 0 1,181
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 1 1 187
Total Working Papers 0 0 8 1,577 3 13 42 9,877


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 0 111 0 0 0 390
Asset Price Dynamics and Infrequent Feedback Trades 0 0 0 28 0 0 0 143
Asset pricing models and economic risk premia: A decomposition 0 0 0 81 0 1 2 248
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 0 3 16 317 2 5 30 772
Inflation and asset prices in a monetary economy 0 0 0 18 0 0 0 53
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 0 0 3 299
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 1 6 78 0 2 16 204
Minimal returns and the breakdown of the price-volume relation 0 0 0 22 0 0 0 108
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 1 1 1 55 1 2 7 144
Money, transactions and portfolio choice 0 0 0 5 0 0 0 54
Portfolio Choice and Trading in a Large 401(k) Plan 1 1 4 210 1 4 14 745
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 1 1 11 0 1 1 53
Risk Premia and Variance Bounds 0 0 0 18 0 0 1 68
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 0 2 158 0 0 3 378
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 0 56 0 0 2 159
The Central Tendency: A Second Factor In Bond Yields 0 0 2 126 0 0 2 735
Transaction costs and predictability: some utility cost calculations 0 1 2 242 0 1 9 671
Yield-curve movements and fiscal retrenchments 0 1 2 53 0 1 3 236
Total Journal Articles 2 9 36 1,589 4 17 93 5,460


Statistics updated 2024-02-04