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 6 11 243
A Model of Target Changes and the Term Structure of Interest Rates 0 0 0 184 0 5 8 970
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 1 6 15 120
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 2 4 925
Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans 0 0 1 69 2 8 18 236
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 0 4 14 347
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 0 5 11 714
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 9 2 7 11 74
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 139 0 3 11 364
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 55 1 7 11 149
Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises 0 0 0 35 2 14 17 122
Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? 0 0 1 12 0 7 16 86
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 402 0 4 6 1,867
Large, Small, International: Equity Portfolio Choices in a Large 401(k) Plan 0 0 0 1 0 0 1 12
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 0 151 0 7 12 448
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 0 2 8 733
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 1 3 6 570
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 6 12 364
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 7 9 239
Populism, Political Risk and the Economy: Lessons from Italy 0 0 0 29 0 20 30 92
Populism, Political Risk and the Economy: Lessons from Italy 0 0 1 87 3 10 20 211
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 0 1 2 501
STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE 0 0 0 0 0 2 4 348
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 7 13 201
The Central Tendency: A Second Factor in Bond Yields 0 0 1 204 0 6 16 1,201
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans 0 0 1 25 2 5 10 74
The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? 0 0 0 5 1 3 4 49
Total Working Papers 0 0 6 1,934 15 157 300 11,260

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 4 9 20
A model of target changes and the term structure of interest rates 0 0 0 112 0 1 10 403
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 0 4 0 5 9 16
Asset Price Dynamics and Infrequent Feedback Trades 0 0 0 28 0 4 6 153
Asset pricing models and economic risk premia: A decomposition 0 0 0 81 2 8 12 261
Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak 0 0 3 7 1 3 16 30
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 1 6 17 370 8 31 82 940
Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence 0 0 0 8 0 2 4 31
Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises 0 0 0 48 1 4 10 190
Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? 0 0 4 18 0 4 14 71
Inflation and asset prices in a monetary economy 0 0 0 18 1 2 4 58
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 0 4 10 310
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 1 1 81 1 6 12 221
Minimal returns and the breakdown of the price-volume relation 0 0 0 22 0 3 6 116
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 0 0 0 57 1 2 17 164
Money, transactions and portfolio choice 0 0 1 6 2 2 4 58
Political Risk, Populism and the Economy 2 3 5 20 3 11 23 60
Portfolio Choice and Trading in a Large 401(k) Plan 0 2 3 215 0 8 34 793
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 1 1 4 59 1 9 18 209
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 0 0 11 0 3 5 59
Real Exchange Rates and Currency Risk Premiums 0 0 2 27 1 2 7 63
Risk Premia and Variance Bounds 0 0 0 18 1 4 10 78
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 1 1 160 0 8 11 393
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 0 56 0 5 11 173
The Central Tendency: A Second Factor In Bond Yields 1 1 2 131 1 5 12 760
Transaction costs and predictability: some utility cost calculations 0 0 1 251 0 1 11 695
Yield-curve movements and fiscal retrenchments 0 0 0 54 0 1 5 242
Total Journal Articles 5 15 44 1,863 24 142 372 6,567

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Statistics updated 2026-04-09