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 4 5 5 237
A Model of Target Changes and the Term Structure of Interest Rates 0 0 0 184 2 2 4 965
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 4 7 10 114
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 1 4 923
Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans 0 0 1 69 2 8 11 228
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 2 9 13 343
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 2 4 14 709
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 139 1 6 9 361
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 55 0 3 6 142
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 9 3 4 5 67
Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises 0 0 0 35 0 1 4 108
Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? 0 0 1 12 4 7 9 79
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 402 1 2 2 1,863
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 1 151 0 3 6 441
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 2 5 7 731
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 1 2 3 567
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 2 5 7 358
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 1 1 3 232
Populism, Political Risk and the Economy: Lessons from Italy 0 0 0 29 3 8 12 72
Populism, Political Risk and the Economy: Lessons from Italy 1 1 1 87 3 6 10 201
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 0 0 2 500
STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE 0 0 0 0 0 1 2 346
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 2 6 6 194
The Central Tendency: A Second Factor in Bond Yields 1 1 1 204 5 7 12 1,195
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans 0 0 1 25 1 3 7 69
The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? 0 0 0 5 1 1 1 46
Total Working Papers 2 2 7 1,934 46 107 175 11,103

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 2 2 5 16
A model of target changes and the term structure of interest rates 0 0 0 112 3 8 10 402
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 2 4 1 2 7 11
Asset Price Dynamics and Infrequent Feedback Trades 0 0 0 28 2 2 3 149
Asset pricing models and economic risk premia: A decomposition 0 0 0 81 2 3 4 253
Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak 0 2 3 7 2 7 15 27
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 1 3 18 364 7 23 65 909
Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence 0 0 0 8 1 2 2 29
Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises 0 0 0 48 2 5 8 186
Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? 0 1 4 18 2 4 11 67
Inflation and asset prices in a monetary economy 0 0 0 18 0 0 3 56
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 0 4 6 306
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 0 80 0 2 7 215
Minimal returns and the breakdown of the price-volume relation 0 0 0 22 0 1 3 113
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 0 0 1 57 4 8 16 162
Money, transactions and portfolio choice 0 0 1 6 1 1 2 56
Political Risk, Populism and the Economy 1 2 3 17 4 7 13 49
Portfolio Choice and Trading in a Large 401(k) Plan 0 0 2 213 3 18 29 785
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 3 58 3 5 9 200
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 0 0 11 1 2 2 56
Real Exchange Rates and Currency Risk Premiums 0 2 2 27 2 5 5 61
Risk Premia and Variance Bounds 0 0 0 18 1 5 6 74
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 0 0 159 0 1 4 385
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 0 56 2 4 7 168
The Central Tendency: A Second Factor In Bond Yields 0 1 2 130 2 5 11 755
Transaction costs and predictability: some utility cost calculations 0 0 3 251 2 6 15 694
Yield-curve movements and fiscal retrenchments 0 0 0 54 2 2 4 241
Total Journal Articles 2 11 44 1,848 51 134 272 6,425

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Statistics updated 2026-01-09