| Year |
Citation |
Score |
| 2020 |
Balduzzi P, Chiang IE. Real Exchange Rates and Currency Risk Premiums The Review of Asset Pricing Studies. 10: 94-121. DOI: 10.2139/Ssrn.2439407 |
0.382 |
|
| 2019 |
Balduzzi P, Reuter J. Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? Review of Financial Studies. 32: 300-337. DOI: 10.1093/Rfs/Hhy054 |
0.483 |
|
| 2017 |
Balduzzi P, Brancati E, Schiantarelli F. Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises Journal of Financial Intermediation. 36: 1-15. DOI: 10.2139/Ssrn.2376377 |
0.444 |
|
| 2017 |
Balduzzi P, Moneta F. Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence Journal of Financial and Quantitative Analysis. 52: 1927-1950. DOI: 10.2139/Ssrn.1786895 |
0.633 |
|
| 2015 |
Balduzzi P, Reuter J. Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? National Bureau of Economic Research. DOI: 10.2139/Ssrn.2022672 |
0.478 |
|
| 2012 |
Balduzzi P, Chiang IE. A Simple Test of the Affine Class of Term Structure Models The Review of Asset Pricing Studies. 2: 203-244. DOI: 10.1093/Rapstu/Ras010 |
0.36 |
|
| 2010 |
Balduzzi P, Robotti C. Asset pricing models and economic risk premia: A decomposition Journal of Empirical Finance. 17: 54-80. DOI: 10.2139/Ssrn.775829 |
0.697 |
|
| 2008 |
Balduzzi P, Robotti C. Mimicking portfolios, economic risk premia, and tests of multi-beta models Journal of Business and Economic Statistics. 26: 354-368. DOI: 10.1198/073500108000000042 |
0.666 |
|
| 2007 |
Balduzzi P, Yao T. Testing heterogeneous-agent models: an alternative aggregation approach Journal of Monetary Economics. 54: 369-412. DOI: 10.1016/J.Jmoneco.2005.08.021 |
0.462 |
|
| 2007 |
Balduzzi P. Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy Journal of Economic Dynamics and Control. 31: 2713-2743. DOI: 10.1016/J.Jedc.2006.09.007 |
0.488 |
|
| 2003 |
Agnew J, Balduzzi P, Sundén A. Portfolio choice and trading in a large 401 (k) plan American Economic Review. 93: 193-215. DOI: 10.1257/000282803321455223 |
0.664 |
|
| 2001 |
Balduzzi P, Elton EJ, Green TC. Economic news and bond prices: Evidence from the U.S. Treasury market Journal of Financial and Quantitative Analysis. 36: 523-543. DOI: 10.2307/2676223 |
0.48 |
|
| 2000 |
Lynch AW, Balduzzi P. Predictability and transaction costs: The impact on rebalancing rules and behavior Journal of Finance. 55: 2285-2309. DOI: 10.1111/0022-1082.00287 |
0.346 |
|
| 1998 |
Balduzzi P, Das Ranjan S, Foresi S. The central tendency: A second factor in bond yields Review of Economics and Statistics. 80: 62-72. DOI: 10.2139/Ssrn.2251 |
0.385 |
|
| 1998 |
Balduzzi P, Bertola G, Foresi S, Klapper L. Interest rate targeting and the dynamics of short-term rates Journal of Money, Credit and Banking. 30: 26-50. DOI: 10.2139/Ssrn.1957 |
0.307 |
|
| 1997 |
Balduzzi P, Foresi S, Hait DJ. Price barriers and the dynamics of asset prices in equilibrium Journal of Financial and Quantitative Analysis. 32: 137-159. DOI: 10.2307/2331170 |
0.454 |
|
| 1997 |
Balduzzi P, Kallal H. Risk premia and variance bounds Journal of Finance. 52: 1913-1949. DOI: 10.1111/J.1540-6261.1997.Tb02746.X |
0.494 |
|
| 1997 |
Balduzzi P, Bertola G, Foresi S. A model of target changes and the term structure of interest rates Journal of Monetary Economics. 39: 223-248. DOI: 10.1016/S0304-3932(97)00010-X |
0.354 |
|
| 1997 |
Balduzzi P, Corsetti G, Foresi S. Yield-curve movements and fiscal retrenchments European Economic Review. 41: 1675-1685. DOI: 10.1016/S0014-2921(96)00059-1 |
0.403 |
|
| 1996 |
Balduzzi P. Inflation and asset prices in a monetary economy Economics Letters. 53: 67-74. DOI: 10.1016/S0165-1765(97)82137-4 |
0.479 |
|
| 1996 |
Balduzzi P, Kallal H, Longin F. Minimal returns and the breakdown of the price-volume relation Economics Letters. 50: 265-269. DOI: 10.1016/0165-1765(95)00748-2 |
0.458 |
|
| 1996 |
Balduzzi P, Foresi S. Money, Transactions, and Portfolio Choice Ricerche Economiche. 50: 57-68. DOI: 10.1006/Reco.1996.0003 |
0.414 |
|
| 1995 |
Balduzzi P, Bertola G, Foresi S. Asset Price Dynamics and Infrequent Feedback Trades Journal of Finance. 50: 1747-1766. DOI: 10.1111/J.1540-6261.1995.Tb05196.X |
0.478 |
|
| 1995 |
Balduzzi P. Stock returns, inflation, and the 'proxy hypothesis': A new look at the data Economics Letters. 48: 47-53. DOI: 10.1016/0165-1765(94)00568-M |
0.427 |
|
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