14
H index
19
i10 index
1562
Citations
Boston College | 14 H index 19 i10 index 1562 Citations RESEARCH PRODUCTION: 27 Articles 27 Papers RESEARCH ACTIVITY: 34 years (1990 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba469 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pierluigi Balduzzi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial and Quantitative Analysis | 3 |
Journal of Finance | 3 |
Journal of Monetary Economics | 3 |
Economics Letters | 3 |
The Review of Asset Pricing Studies | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 4 |
IZA Discussion Papers / Institute of Labor Economics (IZA) | 3 |
Boston College Working Papers in Economics / Boston College Department of Economics | 3 |
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta | 3 |
Year | Title of citing document |
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2023 | Assessing 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. Full description at Econpapers || Download paper |
2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper |
2023 | Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145. Full description at Econpapers || Download paper |
2024 | Are the flows of exchange?traded funds informative?. (2022). Yin, Xiangkang ; Zhao, Jing ; Xu, Liao. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:1165-1200. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Macroeconomic 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. Full description at Econpapers || Download paper |
2023 | Naïve 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. Full description at Econpapers || Download paper |
2023 | Test 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. Full description at Econpapers || Download paper |
2024 | Sustainable 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. Full description at Econpapers || Download paper |
2023 | Managers 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. Full description at Econpapers || Download paper |
2023 | Interest 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. Full description at Econpapers || Download paper |
2024 | Risks 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. Full description at Econpapers || Download paper |
2024 | Clustering 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. Full description at Econpapers || Download paper |
2023 | Gender-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. Full description at Econpapers || Download paper |
2023 | Euro 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. Full description at Econpapers || Download paper |
2024 | Long-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. Full description at Econpapers || Download paper |
2023 | Risk 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. Full description at Econpapers || Download paper |
2023 | On 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. Full description at Econpapers || Download paper |
2023 | Diversification 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. Full description at Econpapers || Download paper |
2023 | Geopolitical risk and household stock market participation. (2023). Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005074. Full description at Econpapers || Download paper |
2023 | On the predictability of bonds. (2023). Tka, Michal ; Verner, Robert. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005536. Full description at Econpapers || Download paper |
2023 | Psychological 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. Full description at Econpapers || Download paper |
2024 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Income 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | Defaults 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. Full description at Econpapers || Download paper |
2023 | Barking 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. Full description at Econpapers || Download paper |
2023 | Asset 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. Full description at Econpapers || Download paper |
2024 | Robo 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. Full description at Econpapers || Download paper |
2024 | Nominal 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. Full description at Econpapers || Download paper |
2023 | Threats 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | CFO 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Long-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. Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Life-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. Full description at Econpapers || Download paper |
2024 | Economic 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. Full description at Econpapers || Download paper |
2023 | R&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. Full description at Econpapers || Download paper |
2024 | Linear Factor Models and the Estimation of Expected Returns. (2024). , Bas ; Sarisoy, Cisil. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-14. Full description at Econpapers || Download paper |
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. Full description at Econpapers || Download paper |
2023 | Information 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. Full description at Econpapers || Download paper |
2023 | Stated 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. Full description at Econpapers || Download paper |
2023 | Rebalancing 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. Full description at Econpapers || Download paper |
2023 | At 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. Full description at Econpapers || Download paper |
2023 | Small 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.. Full description at Econpapers || Download paper |
2023 | Decomposing 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.. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Credit during the pandemics: the case of Tuscany. (2023). Suppressa, Francesco ; Casolaro, Luca. In: Discussion Papers. RePEc:pie:dsedps:2023/296. Full description at Econpapers || Download paper |
2023 | Modeling 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. Full description at Econpapers || Download paper |
2023 | What Explains the Volatility in Pakistan’s Sovereign Bond Yields?. (2023). Hyder, Zulfiqar ; Waheed, Mohsin. In: SBP Working Paper Series. RePEc:sbp:wpaper:112. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Household 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. Full description at Econpapers || Download paper |
2023 | Option 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. Full description at Econpapers || Download paper |
2024 | State?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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2003 | Portfolio Choice and Trading in a Large 401(k) Plan In: American Economic Review. [Full Text][Citation analysis] | article | 260 |
2008 | Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 30 |
2005 | Mimicking 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] | article | 13 |
1997 | Risk Premia and Variance Bounds. In: Journal of Finance. [Full Text][Citation analysis] | article | 20 |
2000 | Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior In: Journal of Finance. [Full Text][Citation analysis] | article | 67 |
1998 | Predictability 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 | |
2022 | Credit 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] | paper | 11 |
2016 | Financial Markets, Banks Cost of Funding, and Firms Decisions: Lessons from Two Crises In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 43 |
2015 | Financial Markets, Banks Cost of Funding, and Firms Decisions: Lessons from Two Crises.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2018 | Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises.(2018) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2013 | Financial Markets, Banks Cost of Funding, and Firms Decisions: Lessons from Two Crises.(2013) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2014 | Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises.(2014) In: Working Papers CASMEF. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2020 | Populism, Political Risk and the Economy: Lessons from Italy In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
2020 | Populism, Political Risk and the Economy: Lessons from Italy.(2020) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
1993 | Non-linearities in Asset Prices and Infrequent Noise Trading In: CEPR Financial Markets Paper. [Citation analysis] | paper | 0 |
1992 | Nonlinearities in Asset Prices and Infrequent Noise Trading..(1992) In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2004 | Large, 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] | paper | 0 |
1997 | Price Barriers and the Dynamics of Asset Prices in Equilibrium In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 10 |
1996 | Price 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 | |
2001 | Economic News and Bond Prices: Evidence from the U.S. Treasury Market In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 449 |
2017 | Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 9 |
2007 | Money 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] | article | 8 |
1995 | Stock returns, inflation, and the proxy hypothesis: A new look at the data In: Economics Letters. [Full Text][Citation analysis] | article | 21 |
1996 | Minimal returns and the breakdown of the price-volume relation In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
1996 | Inflation and asset prices in a monetary economy In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
1997 | Yield-curve movements and fiscal retrenchments In: European Economic Review. [Full Text][Citation analysis] | article | 5 |
2010 | Asset pricing models and economic risk premia: A decomposition In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
2005 | Asset-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 | |
1999 | Transaction costs and predictability: some utility cost calculations In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 195 |
2024 | Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
1997 | A model of target changes and the term structure of interest rates In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 105 |
1993 | A Model of Target Changes and the Term Structure of Interest Rates.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
2007 | Testing heterogeneous-agent models: an alternative aggregation approach In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 21 |
1996 | Money, transactions and portfolio choice In: Ricerche Economiche. [Full Text][Citation analysis] | article | 0 |
2001 | Minimum-variance kernels, economic risk premia, and tests of multi-beta models In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 6 |
1990 | STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 0 |
1996 | The Central Tendency: A Second Factor in Bond Yields In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 84 |
1997 | The Central Tendency: A Second Factor in Bond Yields.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
1998 | The 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 | |
1996 | Economic 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] | paper | 78 |
1997 | Economic 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 | |
2020 | The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms Expectations and Plans In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2019 | Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
1998 | Interest Rate Targeting and the Dynamics of Short-Term Rates. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 52 |
1997 | Interest Rate Targeting and the Dynamics of Short-Term Rates.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2012 | Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2012 | The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? In: NFI Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Political Risk, Populism and the Economy In: The Economic Journal. [Full Text][Citation analysis] | article | 1 |
2023 | Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
2020 | Real Exchange Rates and Currency Risk Premiums In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 5 |
2012 | A Simple Test of the Affine Class of Term Structure Models In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 2 |
2019 | Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 11 |
1999 | Minimum-Variance Kernels and Economic Risk Premia In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] | paper | 3 |
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