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 0 2 13 104
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 1 2 2 921
Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans 0 1 1 68 0 1 5 217
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 2 3 8 333
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 1 9 20 699
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 9 1 1 4 63
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 1 55 1 1 4 137
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 1 1 2 105
Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? 0 1 1 11 0 1 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 1 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 0 0 0 351
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 1 1 229
Populism, Political Risk and the Economy: Lessons from Italy 0 0 2 29 1 4 10 62
Populism, Political Risk and the Economy: Lessons from Italy 0 0 2 86 0 1 6 191
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 1 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 1 2 4 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 0 2 4 63
The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? 0 0 0 5 0 0 1 45
Total Working Papers 0 3 10 1,928 11 36 100 10,950

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 1 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* 0 1 3 3 0 1 5 5
Asset Price Dynamics and Infrequent Feedback Trades 0 0 0 28 0 2 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 5 13 13
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 0 5 31 351 1 8 75 851
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 2 2 9 180
Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? 0 1 1 14 1 2 6 57
Inflation and asset prices in a monetary economy 0 0 0 18 1 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 1 1 2 57 1 1 3 147
Money, transactions and portfolio choice 0 0 0 5 0 0 0 54
Political Risk, Populism and the Economy 1 1 4 15 1 1 17 37
Portfolio Choice and Trading in a Large 401(k) Plan 1 1 2 212 1 4 13 758
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 4 25 0 0 6 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 1 2 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 1 1 2 129 3 4 12 748
Transaction costs and predictability: some utility cost calculations 0 3 8 250 0 4 11 682
Yield-curve movements and fiscal retrenchments 0 0 1 54 0 0 1 237
Total Journal Articles 4 14 67 1,816 13 40 198 6,182

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Statistics updated 2025-03-03