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 2 13 245
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 19 125
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 3 8 12 933
Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans 0 0 1 69 0 7 24 243
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 0 4 18 351
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 0 4 13 718
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 9 0 2 13 76
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 139 0 2 13 366
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 55 0 0 10 149
Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises 0 0 0 35 0 1 17 123
Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? 0 0 1 12 1 7 23 93
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 0 2 3 14
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 0 151 1 2 14 450
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 1 1 7 571
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 10 241
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 0 17 37 228
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 2 6 7 507
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 2 8 24 1,209
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 7 20 208
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans 0 1 2 26 0 3 13 77
The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? 0 0 0 5 1 2 6 51
Total Working Papers 0 1 7 1,935 13 105 396 11,365

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 2 8 22
A model of target changes and the term structure of interest rates 0 0 0 112 0 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 4 16 265
Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak 0 0 3 7 0 5 18 35
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 2 6 17 376 4 12 74 952
Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence 0 0 0 8 1 3 7 34
Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises 0 0 0 48 0 5 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 4 8 62
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 0 2 11 312
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 1 81 6 13 25 234
Minimal returns and the breakdown of the price-volume relation 0 0 0 22 1 4 10 120
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 0 0 0 57 0 3 18 167
Money, transactions and portfolio choice 0 0 0 6 0 2 5 60
Political Risk, Populism and the Economy 0 1 6 21 1 19 40 79
Portfolio Choice and Trading in a Large 401(k) Plan 0 0 3 215 0 6 35 799
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 2 59 0 2 18 211
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 11 67
Risk Premia and Variance Bounds 0 0 0 18 1 4 13 82
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 0 1 160 0 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 0 2 131 2 8 19 768
Transaction costs and predictability: some utility cost calculations 1 1 1 252 2 4 12 699
Yield-curve movements and fiscal retrenchments 0 0 0 54 0 4 9 246
Total Journal Articles 3 8 42 1,871 19 124 450 6,691

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Statistics updated 2026-07-10