Pierluigi Balduzzi
Names
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Pierluigi |
| last: |
Balduzzi |
Identifer
Contact
Affiliations
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Boston College
/ Wallace E. Carroll School of Management
/ Finance Department
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Boston College
/ Center for Retirement Research (CRR)
Research profile
author of:
- Portfolio Choice and Trading in a Large 401(k) Plan (RePEc:aea:aecrev:v:93:y:2003:i:1:p:193-215)
by Julie Agnew & Pierluigi Balduzzi & Annika Sundén - Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models (RePEc:bes:jnlbes:v:26:y:2008:p:354-368)
by Balduzzi, Pierluigi & Robotti, Cesare - Asset Price Dynamics and Infrequent Feedback Trades (RePEc:bla:jfinan:v:50:y:1995:i:5:p:1747-66)
by Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio - Risk Premia and Variance Bounds (RePEc:bla:jfinan:v:52:y:1997:i:5:p:1913-49)
by Balduzzi, Pierluigi & Kallal, Hedi - Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior (RePEc:bla:jfinan:v:55:y:2000:i:5:p:2285-2309)
by Anthony W. Lynch & Pierluigi Balduzzi - Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans (RePEc:boc:bocoec:1013)
by Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli - Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises (RePEc:boc:bocoec:824)
by Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli - Populism, Political Risk and the Economy: Lessons from Italy (RePEc:boc:bocoec:989)
by Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli - Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises (RePEc:ces:ceswps:_5669)
by Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli - Non-linearities in Asset Prices and Infrequent Noise Trading (RePEc:cpr:ceprfm:0033)
by Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi - Large, Small, International: Equity Portfolio Choices in a Large 401(k) Plan (RePEc:crr:crrwps:wp2004-14)
by Julie Agnew & Pierluigi Balduzzi - Price Barriers and the Dynamics of Asset Prices in Equilibrium (RePEc:cup:jfinqa:v:32:y:1997:i:02:p:137-159_00)
by Balduzzi, Pierluigi & Foresi, Silverio & Hait, David J. - Economic News and Bond Prices: Evidence from the U.S. Treasury Market (RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00)
by Balduzzi, Pierluigi & Elton, Edwin J. & Green, T. Clifton - Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence (RePEc:cup:jfinqa:v:52:y:2017:i:05:p:1927-1950_00)
by Balduzzi, Pierluigi & Moneta, Fabio - Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy (RePEc:eee:dyncon:v:31:y:2007:i:8:p:2713-2743)
by Balduzzi, Pierluigi - Stock returns, inflation, and the 'proxy hypothesis': A new look at the data (RePEc:eee:ecolet:v:48:y:1995:i:1:p:47-53)
by Balduzzi, Pierluigi - Minimal returns and the breakdown of the price-volume relation (RePEc:eee:ecolet:v:50:y:1996:i:2:p:265-269)
by Balduzzi, Pierluigi & Kallal, Hedi & Longin, Francois - Inflation and asset prices in a monetary economy (RePEc:eee:ecolet:v:53:y:1996:i:1:p:67-74)
by Balduzzi, Pierluigi - Yield-curve movements and fiscal retrenchments (RePEc:eee:eecrev:v:41:y:1997:i:9:p:1675-1685)
by Balduzzi, Pierluigi & Corsetti, Giancarlo & Foresi, Silverio - Asset pricing models and economic risk premia: A decomposition (RePEc:eee:empfin:v:17:y:2010:i:1:p:54-80)
by Balduzzi, Pierluigi & Robotti, Cesare - Transaction costs and predictability: some utility cost calculations (RePEc:eee:jfinec:v:52:y:1999:i:1:p:47-78)
by Balduzzi, Pierluigi & Lynch, Anthony W. - Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises (RePEc:eee:jfinin:v:36:y:2018:i:c:p:1-15)
by Balduzzi, Pierluigi & Brancati, Emanuele & Schiantarelli, Fabio - Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak (RePEc:eee:moneco:v:142:y:2024:i:c:s030439322300106x)
by Balduzzi, Pierluigi & Brancati, Emanuele & Brianti, Marco & Schiantarelli, Fabio - A model of target changes and the term structure of interest rates (RePEc:eee:moneco:v:39:y:1997:i:2:p:223-249)
by Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio - Testing heterogeneous-agent models: an alternative aggregation approach (RePEc:eee:moneco:v:54:y:2007:i:2:p:369-412)
by Balduzzi, Pierluigi & Yao, Tong - Money, transactions and portfolio choice (RePEc:eee:riceco:v:50:y:1996:i:1:p:57-68)
by Balduzzi, Pierluigi & Foresi, Silverio - Minimum-variance kernels, economic risk premia, and tests of multi-beta models (RePEc:fip:fedawp:2001-24)
by Pierluigi Balduzzi & Cesare Robotti - Mimicking portfolios, economic risk premia, and tests of multi-beta models (RePEc:fip:fedawp:2005-04)
by Pierluigi Balduzzi & Cesare Robotti - Asset-pricing models and economic risk premia: a decomposition (RePEc:fip:fedawp:2005-13)
by Pierluigi Balduzzi & Cesare Robotti - Stock Returns And Inflation: Some Empirical Evidence (RePEc:fth:callaa:12)
by Balduzzi, P. - "Price Barriers" and the Dynamics of Asset Prices in Equilibrium (RePEc:fth:nystfi:96-11)
by Pierluigi Balduzzi & Silverio Foresi & David Hait - The Central Tendency: A Second Factor in Bond Yields (RePEc:fth:nystfi:96-12)
by Pierluigi Balduzzi & Sanjiv Das & Silverio Foresi - Economic News and the Yield Curve: Evidence From the U.S. Treasury Market (RePEc:fth:nystfi:96-13)
by Pierluigi Balduzzi & Edwin J. Elton & T. Clifton Green - Economic News and the Yield Curve: Evidence from the U.S. Treasury Market (RePEc:fth:nystfi:98-005)
by Pierluigi Balduzzi & Edwin J. Elton & T. Clifton Green - Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior (RePEc:fth:nystfi:98-049)
by Anthony W. Lynch & Pierluigi Balduzzi - Nonlinearities in Asset Prices and Infrequent Noise Trading (RePEc:fth:prinec:131)
by Balduzzi, P. & Bertola, G. & Foresi, S. - Populism, Political Risk and the Economy: Lessons from Italy (RePEc:iza:izadps:dp12929)
by Balduzzi, Pierluigi & Brancati, Emanuele & Brianti, Marco & Schiantarelli, Fabio - The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans (RePEc:iza:izadps:dp13629)
by Balduzzi, Pierluigi & Brancati, Emanuele & Brianti, Marco & Schiantarelli, Fabio - Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises (RePEc:iza:izadps:dp7872)
by Balduzzi, Pierluigi & Brancati, Emanuele & Schiantarelli, Fabio - Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data (RePEc:jrs:wpaper:201903)
by Alessi, Lucia & Balduzzi, Pierluigi & Savona, Roberto - Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises (RePEc:lui:casmef:1404)
by Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli - Interest Rate Targeting and the Dynamics of Short-Term Rates (RePEc:mcb:jmoncb:v:30:y:1998:i:1:p:26-50)
by Balduzzi, Pierluigi, et al - Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? (RePEc:nbr:nberwo:17886)
by Pierluigi Balduzzi & Jonathan Reuter - A Model of Target Changes and the Term Structure of Interest Rates (RePEc:nbr:nberwo:4347)
by Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi - Interest Rate Targeting and the Dynamics of Short-Term Rates (RePEc:nbr:nberwo:5944)
by Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi & Leora Klapper - The Central Tendency: A Second Factor in Bond Yields (RePEc:nbr:nberwo:6325)
by Pierluigi Balduzzi & Sanjiv Ranjan Das & Silverio Foresi - The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? (RePEc:nfi:nfiwps:2012-wp-01)
by Julie Agnew & Pierluigi Balduzzi - Political Risk, Populism and the Economy (RePEc:oup:econjl:v:133:y:2023:i:653:p:1677-1704.)
by Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli - Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads (RePEc:oup:jfinec:v:21:y:2023:i:5:p:1728-1758.)
by Pierluigi Balduzzi & Roberto Savona & Lucia Alessi - Real Exchange Rates and Currency Risk Premiums (RePEc:oup:rasset:v:10:y:2020:i:1:p:94-121.)
by Pierluigi Balduzzi & I-Hsuan Ethan Chiang - A Simple Test of the Affine Class of Term Structure Models (RePEc:oup:rasset:v:2:y:2012:i:2:p:203-244.)
by Pierluigi Balduzzi & I-Hsuan Ethan Chiang - Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? (RePEc:oup:rfinst:v:32:y:2019:i:1:p:300-337.)
by Pierluigi Balduzzi & Jonathan Reuter - Minimum-Variance Kernels and Economic Risk Premia (RePEc:sce:scecf9:953)
by Cesare Robotti & Pierluigi Balduzzi - The Central Tendency: A Second Factor In Bond Yields (RePEc:tpr:restat:v:80:y:1998:i:1:p:62-72)
by Pierluigi Balduzzi & Sanjiv Ranjan Das & Silverio Foresi