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
12002001
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
11732001
Portfolio choice and trading in a large 401 (k) plan
J Agnew, P Balduzzi, A Sunden
American Economic Review 93 (1), 193-215, 2003
8362003
Transaction costs and predictability: Some utility cost calculations
P Balduzzi, AW Lynch
Journal of Financial Economics 52 (1), 47-78, 1999
5441999
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
2441997
A simple approach to three-factor affine term structure models
P Balduzzi, SR Das, S Foresi, RK Sundaram
The Journal of Fixed Income 6 (3), 43-53, 1996
2371996
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
2281998
Predictability and transaction costs: The impact on rebalancing rules and behavior
AW Lynch, P Balduzzi
The Journal of Finance 55 (5), 2285-2309, 2000
2012000
Predictability and transaction costs: The impact on rebalancing rules and behavior
AW Lynch, P Balduzzi
The Journal of Finance 55 (5), 2285-2309, 2000
2012000
Stock returns, inflation, and the ‘proxy hypothesis’: A new look at the data
P Balduzzi
Economics Letters 48 (1), 47-53, 1995
1261995
Interest rate targeting and the dynamics of short-term rates
P Balduzzi, G Bertola, S Foresi, LF Klapper
National Bureau of Economic Research, 1997
1231997
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
852018
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
732008
Testing heterogeneous-agent models: An alternative aggregation approach
P Balduzzi, T Yao
Journal of Monetary Economics 54 (2), 369-412, 2007
612007
Risk premia and variance bounds
P Balduzzi, H Kallal
The Journal of Finance 52 (5), 1913-1949, 1997
551997
Asset price dynamics and infrequent feedback trades
P Balduzzi, G Bertola, S Foresi
The Journal of Finance 50 (5), 1747-1766, 1995
401995
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
332017
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
301997
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
301997
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
282000
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