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 1 1 233
A Model of Target Changes and the Term Structure of Interest Rates 0 0 0 184 0 1 2 963
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 1 3 8 110
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 2 69 6 6 10 226
Economic News and the Yield Curve: Evidence From the U.S. Treasury Market 0 0 0 2 6 8 11 341
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market 0 0 0 1 0 2 17 707
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 139 5 6 8 360
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 55 1 3 6 142
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises 0 0 0 9 1 1 2 64
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 1 2 12 2 4 6 75
Interest Rate Targeting and the Dynamics of Short-Term Rates 0 0 0 402 0 1 1 1,862
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 1 3 6 441
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 2 4 5 729
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 2 2 566
Non-linearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 3 4 5 356
Nonlinearities in Asset Prices and Infrequent Noise Trading 0 0 0 0 0 0 3 231
Populism, Political Risk and the Economy: Lessons from Italy 0 0 0 29 5 5 11 69
Populism, Political Risk and the Economy: Lessons from Italy 0 0 0 86 3 5 8 198
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 3 4 4 192
The Central Tendency: A Second Factor in Bond Yields 0 0 0 203 1 3 7 1,190
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans 0 0 1 25 2 2 7 68
The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? 0 0 0 5 0 0 0 45
Total Working Papers 0 1 7 1,932 42 71 143 11,057

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 0 3 14
A model of target changes and the term structure of interest rates 0 0 0 112 4 5 7 399
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 2 4 0 1 6 10
Asset Price Dynamics and Infrequent Feedback Trades 0 0 0 28 0 0 2 147
Asset pricing models and economic risk premia: A decomposition 0 0 0 81 0 1 2 251
Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak 1 2 3 7 3 6 17 25
Economic News and Bond Prices: Evidence from the U.S. Treasury Market 0 3 17 363 12 18 59 902
Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence 0 0 0 8 1 1 1 28
Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises 0 0 0 48 1 3 6 184
Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? 0 2 5 18 1 4 10 65
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 2 5 6 306
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 0 80 2 2 7 215
Minimal returns and the breakdown of the price-volume relation 0 0 0 22 1 2 3 113
Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy 0 0 1 57 4 6 12 158
Money, transactions and portfolio choice 0 0 1 6 0 0 1 55
Political Risk, Populism and the Economy 0 1 2 16 2 4 9 45
Portfolio Choice and Trading in a Large 401(k) Plan 0 0 2 213 10 16 28 782
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior 0 0 3 58 1 3 6 197
Price Barriers and the Dynamics of Asset Prices in Equilibrium 0 0 0 11 0 1 1 55
Real Exchange Rates and Currency Risk Premiums 1 2 2 27 2 3 3 59
Risk Premia and Variance Bounds 0 0 0 18 2 4 5 73
Stock returns, inflation, and the 'proxy hypothesis': A new look at the data 0 0 0 159 0 1 5 385
Testing heterogeneous-agent models: an alternative aggregation approach 0 0 0 56 1 3 5 166
The Central Tendency: A Second Factor In Bond Yields 0 1 2 130 1 3 9 753
Transaction costs and predictability: some utility cost calculations 0 0 4 251 1 4 14 692
Yield-curve movements and fiscal retrenchments 0 0 0 54 0 1 2 239
Total Journal Articles 2 11 44 1,846 51 97 232 6,374

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Statistics updated 2025-12-06