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Pierluigi Balduzzi
Pierluigi Balduzzi
Professor of Finance, Boston College
Verified email at bc.edu - Homepage
Title
Cited by
Cited by
Year
Economic news and bond prices: Evidence from the US Treasury market
P Balduzzi, EJ Elton, TC Green
Journal of financial and Quantitative analysis 36 (4), 523-543, 2001
13982001
Portfolio choice and trading in a large 401 (k) plan
J Agnew, P Balduzzi, A Sunden
American Economic Review 93 (1), 193-215, 2003
11452003
Transaction costs and predictability: Some utility cost calculations
P Balduzzi, AW Lynch
Journal of Financial Economics 52 (1), 47-78, 1999
6231999
Predictability and transaction costs: The impact on rebalancing rules and behavior
AW Lynch, P Balduzzi
The Journal of Finance 55 (5), 2285-2309, 2000
2652000
A model of target changes and the term structure of interest rates
P Balduzzi, G Bertola, S Foresi
Journal of Monetary Economics 39 (2), 223-249, 1997
2581997
The central tendency: A second factor in bond yields
P Balduzzi, SR Das, S Foresi
Review of Economics and Statistics 80 (1), 62-72, 1998
2511998
A SIMPLE APPROACH TO THREE-FACTOR AFFINE TERM STRUCTURE MODELS
P Balduzzi, SR Das, S Foresi, R Sundaram
The Journal of Fixed Income 6 (3), 43-53, 1996
2491996
Stock returns, inflation, and the ‘proxy hypothesis’: A new look at the data
P Balduzzi
Economics Letters 48 (1), 47-53, 1995
1461995
Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises
P Balduzzi, E Brancati, F Schiantarelli
Journal of Financial Intermediation 36, 1-15, 2018
1432018
Interest rate targeting and the dynamics of short-term rates
P Balduzzi, G Bertola, S Foresi, LF Klapper
Journal of Money, Credit, and Banking 30 (1), 26–50, 1998
1311998
Mimicking portfolios, economic risk premia, and tests of multi-beta models
P Balduzzi, C Robotti
Journal of Business & Economic Statistics 26 (3), 354-368, 2008
972008
Heterogeneity in target date funds: strategic risk-taking or risk matching?
P Balduzzi, J Reuter
The Review of Financial Studies 32 (1), 300-337, 2019
93*2019
Testing heterogeneous-agent models: An alternative aggregation approach
P Balduzzi, T Yao
Journal of Monetary Economics 54 (2), 369-412, 2007
732007
Risk premia and variance bounds
P Balduzzi, H Kallal
The Journal of Finance 52 (5), 1913-1949, 1997
631997
Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak
P Balduzzi, E Brancati, M Brianti, F Schiantarelli
Journal of Monetary Economics 142, 103519, 2024
57*2024
Asset price dynamics and infrequent feedback trades
P Balduzzi, G Bertola, S Foresi
The Journal of Finance 50 (5), 1747-1766, 1995
531995
Economic risk premia in the fixed-income markets: The intraday evidence
P Balduzzi, F Moneta
Journal of Financial and Quantitative Analysis 52 (5), 1927-1950, 2017
522017
Real exchange rates and currency risk premiums
P Balduzzi, IHE Chiang
The Review of Asset Pricing Studies 10 (1), 94-121, 2020
402020
Political Risk, Populism and the Economy
P Balduzzi, E Brancati, M Brianti, F Schiantarelli
The Economic Journal 133 (653), 1677-1704, 2023
38*2023
Asset pricing models and economic risk premia: A decomposition
P Balduzzi, C Robotti
Journal of Empirical Finance 17 (1), 54-80, 2010
37*2010
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Articles 1–20