Pierluigi Balduzzi : Citation Profile

Are you Pierluigi Balduzzi?

Boston College
Boston College

14

H index

20

i10 index

1569

Citations

RESEARCH PRODUCTION:

27

Articles

27

Papers

RESEARCH ACTIVITY:

   34 years (1990 - 2024). See details.
   Cites by year: 46
   Journals where Pierluigi Balduzzi has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 15 (0.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba469
   Updated: 2024-12-03    RAS profile: 2024-08-12    
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Relations with other researchers

Works with:

Brancati, Emanuele (6)

Brianti, Marco (5)

Schiantarelli, Fabio (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierluigi Balduzzi.

Is cited by:

Campbell, John (22)

Guidolin, Massimo (18)

Mitchell, Olivia (16)

Vega, Clara (15)

Wright, Jonathan (14)

GUPTA, RANGAN (13)

Thornton, Daniel (13)

Bollerslev, Tim (12)

Andersen, Torben (11)

Neely, Christopher (11)

Smales, Lee (11)

Cites to:

Campbell, John (18)

Gorodnichenko, Yuriy (16)

Gilchrist, Simon (15)

Link, Sebastian (14)

Weber, Michael (14)

Coibion, Olivier (14)

Hansen, Lars (13)

bloom, nicholas (13)

Zakrajšek, Egon (12)

Gertler, Mark (11)

bilbiie, florin (10)

Main data

Where Pierluigi Balduzzi has published?

Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis3
Journal of Monetary Economics3
Economics Letters3
Journal of Finance3
The Review of Asset Pricing Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc4
Boston College Working Papers in Economics / Boston College Department of Economics3
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta3
IZA Discussion Papers / Institute of Labor Economics (IZA)3

Recent works citing Pierluigi Balduzzi (2024 and 2023)

YearTitle of citing document
2023Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23.

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2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

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2023Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145.

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2024The effect of treasury auctions on 10?year Treasury note futures. (2021). Smales, Lee. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1517-1555.

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2023The trend premium around the world: Evidence from the stock market. (2023). Zhang, Cheng ; Liu, Pengfei ; Lin, Hai. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:317-358.

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2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

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2023Naïve Buying Diversification and Narrow Framing by Individual Investors. (2023). Hirshleifer, David ; Gathergood, John ; Stewart, Neil ; Sakaguchi, Hiroaki ; Leake, David. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1705-1741.

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2023Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Escribano, Ana ; Diaz, Antonio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029.

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2023Managers cultural origin and corporate response to an economic shock. (2023). Garcia-Appendini, Emilia ; Siming, Linus ; Bedendo, Mascia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000615.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2023Gender-based price discrimination in the annuity market: Evidence from Chile. (2023). Bello, Piera. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002367.

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2023Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314.

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2024Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Pantelous, Athanasios A ; Kallinterakis, Vasileios ; Hwang, Soosung ; Kontosakos, Vasileios E. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:765-782.

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2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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2023On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907.

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2023Diversification measures: Mutual fund family case. (2023). Kaprielyan, Margarita ; Agapova, Anna. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004489.

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2023Geopolitical risk and household stock market participation. (2023). Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005074.

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2023On the predictability of bonds. (2023). Tka, Michal ; Verner, Robert. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005536.

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2023Psychological profile and investment decisions. (2023). Oliver, Barry ; Cecchini, Marco ; Bajo, Emanuele. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006177.

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2024Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

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2023Income inequality and entrepreneurship: Lessons from the 2020 COVID-19 recession. (2023). Martin-Sanchez, Victor ; Gonzalez, Beatriz ; Caggese, Andrea ; Albert, Christoph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000195.

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2024The effect of bank recapitalization policy on credit allocation, investment, and productivity: Evidence from a banking crisis in Japan. (2024). Suzuki, Michio ; Sawada, Yasuyuki ; Kasahara, Hiroyuki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002303.

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2023Defaults and cognitive effort. (2023). Ryvkin, Dmitry ; Ortmann, Andreas ; Zhang, Jingjing ; Wilkening, Tom. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1-19.

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2023Barking up the wrong tree: Return-chasing in 401(k) plans. (2023). Wang, Pingle ; Tran, Anh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:69-90.

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2023Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244.

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2024Robo advisors and access to wealth management. (2024). Sokolinski, Stanislav ; Reher, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000527.

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2024Nominal exchange rates and net foreign assets dynamics: The stabilization role of valuation effects. (2024). Eugeni, Sara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000056.

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2023Threats to central bank independence: High-frequency identification with twitter. (2023). Kung, Howard ; Kind, Thilo ; Gomez-Cram, Roberto ; Bianchi, Francesco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:37-54.

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2023Do manager characteristics matter in equity mutual fund performance? New evidence based on the double-adjusted alpha. (2023). Hsieh, Wei-Cheng ; Yen, Meng-Feng ; Lin, Jia-Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002207.

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2023CFO gender and financial statement comparability. (2023). Usman, Muhammad ; Jennifer, L C ; Zhang, Zhichao ; Wang, Fangjun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001713.

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2023The effect of populism on high-skilled migration: Evidence from inventors. (2023). Pan, Wei-Fong. In: European Journal of Political Economy. RePEc:eee:poleco:v:79:y:2023:i:c:s0176268023000915.

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2023The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index. (2023). Apergis, Nicholas ; Malik, Shafaq ; Mustafa, Ghulam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:27-35.

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2023Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

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2023An analysis of the return–volume relationship in decentralised finance (DeFi). (2023). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:236-254.

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2024The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

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2024Life-cycle risk-taking with personal disaster risk. (2024). Bagliano, Fabio ; Fugazza, Carolina ; Nicodano, Giovanna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:378-396.

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2024Economic activity and suicides: Causal evidence from macroeconomic shocks in England and Wales. (2024). Mishra, Tapas ; Morgan, Sara ; Lepori, Gabriele M ; Assarian, Borna A. In: Social Science & Medicine. RePEc:eee:socmed:v:342:y:2024:i:c:s027795362300895x.

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2023R&D plans, expectations, and uncertainty: Evidence from the COVID-19 shock in Italy. (2023). Brancati, Emanuele. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:67:y:2023:i:c:p:303-318.

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2024Linear Factor Models and the Estimation of Expected Returns. (2024). , Bas ; Sarisoy, Cisil. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-14.

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2023“Buy him some Tesla stocks for his baptizing”: Gender differences among young savers. (2023). Hermansson, Cecilia ; Hauff, Jeanette Carlsson. In: Working Paper Series. RePEc:hhs:kthrec:2023_012.

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2023Information Systems Research for Smart Sustainable Mobility: A Framework and Call for Action. (2023). Schroer, Karsten ; Ketter, Wolfgang ; Valogianni, Konstantina. In: Information Systems Research. RePEc:inm:orisre:v:34:y:2023:i:3:p:1045-1065.

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2023Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models. (2023). Soest, Arthur ; Nijman, Theo ; Dees, Bart. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:3:d:10.1007_s10645-023-09424-0.

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2023Rebalancing with transaction costs: theory, simulations, and actual data. (2023). Rockinger, Michael ; Bernoussi, Rim. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00419-6.

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2023At the Top of the Mind: Peak Prices and the Disposition Effect. (2023). Gathergood, John ; Stewart, Neil ; Loewenstein, George ; Hume, David ; Quispe-Torreblanca, Edika. In: Discussion Papers. RePEc:not:notcdx:2023-09.

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2023Small Rebalanced Portfolios Often Beat the Market over Long Horizons. (2023). Hjalmarsson, Erik ; Farago, Adam. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:307-342..

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2023Decomposing Long Bond Returns: A Decentralized Theory*. (2023). Wu, Liuren ; Carr, Peter. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:997-1026..

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2023The informational content of sovereign credit rating: another look. (2023). Chebbi, Tarek ; Nakai, Fathi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00311-6.

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2023Credit during the pandemics: the case of Tuscany. (2023). Suppressa, Francesco ; Casolaro, Luca. In: Discussion Papers. RePEc:pie:dsedps:2023/296.

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2023Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067.

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2023What Explains the Volatility in Pakistan’s Sovereign Bond Yields?. (2023). Hyder, Zulfiqar ; Waheed, Mohsin. In: SBP Working Paper Series. RePEc:sbp:wpaper:112.

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2023The determinants of liquidity commonality in the Euro-area sovereign bond market. (2023). Jiang, XU ; Panagiotou, Panagiotis ; Gavilan, Angel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:29:y:2023:i:10:p:1144-1186.

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2023The Effect of Bank Recapitalization Policy on Credit Allocation, Investment, and Productivity: Evidence from a Banking Crisis in Japan. (2023). Sawada, Yasuyuki ; Suzuki, Michio ; Kasahara, Hiroyuki. In: TUPD Discussion Papers. RePEc:toh:tupdaa:43.

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2023How do female CEOs affect corporate environmental policies?. (2023). Nurdazym, Aiman ; Guo, Yuting ; Zhang, Ying. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:1:p:459-472.

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2023Household choices on investing in financial risky assets: Do national institutional factors have their own merit?. (2023). Bouras, Christos ; Apergis, Nicholas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:405-420.

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2023.

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2023Option pricing with overnight and intraday volatility. (2023). Du, Lingshan ; Liang, Fang ; Huang, Zhuo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1576-1614.

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2023State?owned equity participation and private sector enterprises strategic risk taking: Evidence from China. (2023). Wang, Hecheng ; Guo, Fei ; Xu, Qiong ; Li, Xin. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:2:p:1107-1124.

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Works by Pierluigi Balduzzi:

YearTitleTypeCited
2003Portfolio Choice and Trading in a Large 401(k) Plan In: American Economic Review.
[Full Text][Citation analysis]		article262
2008Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article30
2005Mimicking portfolios, economic risk premia, and tests of multi-beta models.(2005) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
1995 Asset Price Dynamics and Infrequent Feedback Trades. In: Journal of Finance.
[Full Text][Citation analysis]		article13
1997 Risk Premia and Variance Bounds. In: Journal of Finance.
[Full Text][Citation analysis]		article20
2000Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior In: Journal of Finance.
[Full Text][Citation analysis]		article67
1998Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior.(1998) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2022Credit Constraints anf Firms Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper11
2016Financial Markets, Banks Cost of Funding, and Firms Decisions: Lessons from Two Crises In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper43
2015Financial Markets, Banks Cost of Funding, and Firms Decisions: Lessons from Two Crises.(2015) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 43		paper
2018Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises.(2018) In: Journal of Financial Intermediation.
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2013Financial Markets, Banks Cost of Funding, and Firms Decisions: Lessons from Two Crises.(2013) In: IZA Discussion Papers.
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2014Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises.(2014) In: Working Papers CASMEF.
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2020Populism, Political Risk and the Economy: Lessons from Italy In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper10
2020Populism, Political Risk and the Economy: Lessons from Italy.(2020) In: IZA Discussion Papers.
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This paper has nother version. Agregated cites: 10		paper
1993Non-linearities in Asset Prices and Infrequent Noise Trading In: CEPR Financial Markets Paper.
[Citation analysis]		paper0
1992Nonlinearities in Asset Prices and Infrequent Noise Trading..(1992) In: Princeton, Department of Economics - Financial Research Center.
[Citation analysis]
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2004Large, Small, International: Equity Portfolio Choices in a Large 401(k) Plan In: Working Papers, Center for Retirement Research at Boston College.
[Full Text][Citation analysis]		paper0
1997Price Barriers and the Dynamics of Asset Prices in Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article10
1996Price Barriers and the Dynamics of Asset Prices in Equilibrium.(1996) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article451
2017Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article9
2007Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
1995Stock returns, inflation, and the proxy hypothesis: A new look at the data In: Economics Letters.
[Full Text][Citation analysis]		article21
1996Minimal returns and the breakdown of the price-volume relation In: Economics Letters.
[Full Text][Citation analysis]		article11
1996Inflation and asset prices in a monetary economy In: Economics Letters.
[Full Text][Citation analysis]		article3
1997Yield-curve movements and fiscal retrenchments In: European Economic Review.
[Full Text][Citation analysis]		article5
2010Asset pricing models and economic risk premia: A decomposition In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2005Asset-pricing models and economic risk premia: a decomposition.(2005) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
1999Transaction costs and predictability: some utility cost calculations In: Journal of Financial Economics.
[Full Text][Citation analysis]		article196
2024Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
1997A model of target changes and the term structure of interest rates In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article105
1993A Model of Target Changes and the Term Structure of Interest Rates.(1993) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 105		paper
2007Testing heterogeneous-agent models: an alternative aggregation approach In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article22
1996Money, transactions and portfolio choice In: Ricerche Economiche.
[Full Text][Citation analysis]		article0
2001Minimum-variance kernels, economic risk premia, and tests of multi-beta models In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper6
1990STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE. In: California Los Angeles - Applied Econometrics.
[Citation analysis]		paper0
1996The Central Tendency: A Second Factor in Bond Yields In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper84
1997The Central Tendency: A Second Factor in Bond Yields.(1997) In: NBER Working Papers.
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1998The Central Tendency: A Second Factor In Bond Yields.(1998) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		article
1996Economic News and the Yield Curve: Evidence From the U.S. Treasury Market In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper78
1997Economic News and the Yield Curve: Evidence from the U.S. Treasury Market.(1997) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2020The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms Expectations and Plans In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper15
2019Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data In: Working Papers.
[Full Text][Citation analysis]		paper2
1998Interest Rate Targeting and the Dynamics of Short-Term Rates. In: Journal of Money, Credit and Banking.
[Citation analysis]		article52
1997Interest Rate Targeting and the Dynamics of Short-Term Rates.(1997) In: NBER Working Papers.
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2012Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2012The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? In: NFI Working Papers.
[Full Text][Citation analysis]		paper0
2023Political Risk, Populism and the Economy In: The Economic Journal.
[Full Text][Citation analysis]		article1
2023Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2020Real Exchange Rates and Currency Risk Premiums In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article5
2012A Simple Test of the Affine Class of Term Structure Models In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article2
2019Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article11
1999Minimum-Variance Kernels and Economic Risk Premia In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]		paper3

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