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 12 244
A Model of Target Changes and the Term Structure of Interest Rates 0 0 0 184 1 1 9 971
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 3 5 17 123
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 5 5 9 930
Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans 0 0 1 69 6 10 24 242
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 1 2 15 348
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 3 4 12 717
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 55 0 1 10 149
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 139 1 1 12 365
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 9 1 3 12 75
Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises 0 0 0 35 0 8 17 122
Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? 0 0 1 12 4 10 20 90
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 402 2 2 8 1,869
Large, Small, International: Equity Portfolio Choices in a Large 401(k) Plan 0 0 0 1 1 1 2 13
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 0 151 1 3 13 449
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 6 7 14 739
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 1 6 570
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 2 3 14 366
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 2 4 11 241
Populism, Political Risk and the Economy: Lessons from Italy 0 0 0 29 2 5 32 94
Populism, Political Risk and the Economy: Lessons from Italy 0 0 1 87 4 8 24 215
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 3 3 4 504
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 0 3 6 7 19 207
The Central Tendency: A Second Factor in Bond Yields 0 0 1 204 1 4 17 1,202
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans 1 1 2 26 3 6 13 77
The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? 0 0 0 5 1 2 5 50
Total Working Papers 1 1 7 1,935 60 108 355 11,320

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 1 1 9 21
A model of target changes and the term structure of interest rates 0 0 0 112 2 2 12 405
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 0 4 1 4 10 17
Asset Price Dynamics and Infrequent Feedback Trades 0 0 0 28 4 6 10 157
Asset pricing models and economic risk premia: A decomposition 0 0 0 81 4 6 16 265
Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak 0 0 3 7 2 3 17 32
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 3 6 19 373 6 22 83 946
Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence 0 0 0 8 1 1 5 32
Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises 0 0 0 48 4 6 14 194
Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? 0 0 4 18 1 1 15 72
Inflation and asset prices in a monetary economy 0 0 0 18 4 5 8 62
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 0 0 10 310
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 1 1 81 4 6 16 225
Minimal returns and the breakdown of the price-volume relation 0 0 0 22 3 3 9 119
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 0 0 0 57 2 3 18 166
Money, transactions and portfolio choice 0 0 0 6 2 4 5 60
Political Risk, Populism and the Economy 1 3 6 21 3 8 25 63
Portfolio Choice and Trading in a Large 401(k) Plan 0 1 3 215 5 7 38 798
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 1 4 59 2 4 20 211
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 0 0 11 1 1 6 60
Real Exchange Rates and Currency Risk Premiums 0 0 2 27 2 3 9 65
Risk Premia and Variance Bounds 0 0 0 18 3 4 13 81
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 1 1 160 0 3 11 393
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 0 56 2 2 13 175
The Central Tendency: A Second Factor In Bond Yields 0 1 2 131 5 7 17 765
Transaction costs and predictability: some utility cost calculations 0 0 1 251 2 3 12 697
Yield-curve movements and fiscal retrenchments 0 0 0 54 3 4 8 245
Total Journal Articles 4 14 46 1,867 69 119 429 6,636

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Statistics updated 2026-05-06