Follow
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
13312001
Portfolio choice and trading in a large 401 (k) plan
J Agnew, P Balduzzi, A Sunden
American Economic Review 93 (1), 193-215, 2003
10432003
Transaction costs and predictability: Some utility cost calculations
P Balduzzi, AW Lynch
Journal of Financial Economics 52 (1), 47-78, 1999
5971999
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
2481997
A SIMPLE APPR0ACHT) THREE-FACT0R AFFINE TERM STRUCTURE M0DE1S
P Balduzzi, SR Das, S Foresi
2471996
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
2411998
Predictability and transaction costs: The impact on rebalancing rules and behavior
AW Lynch, P Balduzzi
The Journal of Finance 55 (5), 2285-2309, 2000
2292000
Stock returns, inflation, and the ‘proxy hypothesis’: A new look at the data
P Balduzzi
Economics Letters 48 (1), 47-53, 1995
1481995
Interest rate targeting and the dynamics of short-term rates
P Balduzzi, G Bertola, S Foresi, LF Klapper
National Bureau of Economic Research, 1997
1321997
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
1282018
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
902008
Testing heterogeneous-agent models: An alternative aggregation approach
P Balduzzi, T Yao
Journal of Monetary Economics 54 (2), 369-412, 2007
692007
Risk premia and variance bounds
P Balduzzi, H Kallal
The Journal of Finance 52 (5), 1913-1949, 1997
571997
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
482019
Asset price dynamics and infrequent feedback trades
P Balduzzi, G Bertola, S Foresi
The Journal of Finance 50 (5), 1747-1766, 1995
471995
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
462017
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans
P Balduzzi, E Brancati, M Brianti, F Schiantarelli
IZA Discussion Paper, 2020
402020
Price barriers and the dynamics of asset prices in equilibrium
P Balduzzi, S Foresi, DJ Hait
Journal of Financial and Quantitative Analysis 32 (2), 137-159, 1997
341997
Minimal returns and the breakdown of the price-volume relation
P Balduzzi, H Kallal, F Longin
Economics Letters 50 (2), 265-269, 1996
331996
Portfolio choice, trading, and returns in a large 401 (k) plan
J Agnew, P Balduzzi, A Sunden
Center for Retirement Research Working Papers, 40, 2000
312000
The system can't perform the operation now. Try again later.
Articles 1–20