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 1 1 225
A Model of Target Changes and the Term Structure of Interest Rates 0 0 0 183 1 2 6 942
Asset-pricing models and economic risk premia: a decomposition 0 0 0 158 0 1 2 901
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 0 0 0 301
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 0 3 6 619
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 1 401 0 2 5 1,841
Mimicking portfolios, economic risk premia, and tests of multi-beta models 1 1 3 145 1 1 9 413
Minimum-Variance Kernels and Economic Risk Premia 1 1 4 164 1 1 6 704
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 2 2 156 0 2 3 551
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 0 0 339
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 1 1 212
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 0 1 2 486
STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE 0 0 0 0 0 0 2 338
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 0 1 178
The Central Tendency: A Second Factor in Bond Yields 0 0 0 201 0 0 3 1,161
Total Working Papers 2 4 10 1,414 4 15 47 9,211


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A model of target changes and the term structure of interest rates 1 1 1 103 1 5 8 340
Asset Price Dynamics and Infrequent Feedback Trades 0 1 1 26 0 2 4 129
Asset pricing models and economic risk premia: A decomposition 1 1 4 75 2 2 9 214
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 2 14 29 242 2 21 63 538
Inflation and asset prices in a monetary economy 0 0 0 18 0 0 0 50
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 0 0 2 5 264
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 2 59 0 1 5 147
Minimal returns and the breakdown of the price-volume relation 0 0 0 21 0 3 3 101
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 0 0 0 45 0 0 2 112
Money, transactions and portfolio choice 1 1 1 5 1 1 1 50
Portfolio Choice and Trading in a Large 401(k) Plan 1 1 5 194 3 7 28 613
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 1 1 52 0 1 4 171
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 0 0 10 1 1 1 39
Risk Premia and Variance Bounds 0 0 0 17 0 0 0 54
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 0 5 147 2 3 11 340
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 1 49 1 2 6 134
The Central Tendency: A Second Factor In Bond Yields 0 0 2 117 0 0 9 682
Transaction costs and predictability: some utility cost calculations 2 5 19 225 6 12 35 588
Yield-curve movements and fiscal retrenchments 0 1 3 45 0 1 4 207
Total Journal Articles 8 26 74 1,450 19 64 198 4,773


Statistics updated 2019-06-03