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 1 225
A Model of Target Changes and the Term Structure of Interest Rates 0 0 0 183 2 2 7 944
Asset-pricing models and economic risk premia: a decomposition 0 0 0 158 0 1 3 902
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 0 1 1 302
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 3 5 11 624
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 401 1 1 5 1,842
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 2 145 0 0 7 413
Minimum-Variance Kernels and Economic Risk Premia 0 0 2 164 0 0 4 704
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 2 156 0 0 2 551
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 2 2 2 341
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 1 2 213
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 0 0 0 0 1 486
STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE 0 0 0 0 0 1 3 339
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 0 0 178
The Central Tendency: A Second Factor in Bond Yields 0 0 0 201 1 1 3 1,162
Total Working Papers 0 0 6 1,414 9 15 52 9,226


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 0 2 3 105 3 5 12 345
Asset Price Dynamics and Infrequent Feedback Trades 0 0 1 26 3 3 7 132
Asset pricing models and economic risk premia: A decomposition 0 1 5 76 2 4 12 218
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 0 3 30 245 1 10 65 548
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 1 1 3 265
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 1 2 60 0 1 5 148
Minimal returns and the breakdown of the price-volume relation 0 0 0 21 0 0 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 0 0 1 5 0 1 2 51
Portfolio Choice and Trading in a Large 401(k) Plan 0 0 5 194 2 6 32 619
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 0 0 10 0 0 1 39
Risk Premia and Variance Bounds 0 0 0 17 0 1 1 55
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 1 6 148 2 7 18 347
Testing heterogeneous-agent models: an alternative aggregation approach 0 1 2 50 2 3 8 137
The Central Tendency: A Second Factor In Bond Yields 0 1 1 118 1 5 8 687
Transaction costs and predictability: some utility cost calculations 1 4 14 229 1 10 32 598
Yield-curve movements and fiscal retrenchments 0 0 2 45 3 4 7 211
Total Journal Articles 1 14 72 1,412 21 61 218 4,663
1 registered items for which data could not be found


Statistics updated 2019-09-09