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Browsing by Author Balduzzi, Pierluigi

Showing results 1 to 14 of 14
Issue DateTitleAuthor(s)
Jan-1995Asset Price Dynamics and Infrequent TradesBalduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio
Jan-1995The Central Tendency: A Second Factor in Bond YieldsBalduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio
Nov-1995The Central Tendency: A Second Factor in Bond YieldsBalduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio
Aug-1996The Central Tendency: A Second Factor in Bond YieldsBalduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio
Nov-1996Economic News and the Yield Curve: Evidence from the U.S. Treasury MarketBalduzzi, Pierluigi; Elton, Edwin J.; Green, T. Clifton
Oct-1997Economic News and the Yield Curve: Evidence from the U.S. Treasury MarketBalduzzi, Pierluigi; Elton, Edwin J.; Green, Clifton T.
Dec-1995Factor Risk Premia and Variance BoundsBalduzzi, Pierluigi; Kallal, Hedi
Dec-1994Interest Rate Targeting and the Dynamics of Short-Term RatesBalduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio
May-1993A Model of Target Changes and the Term Structure of Interest RatesBalduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Foresi
Jun-1994Money, Transactions, and Portfolio ChoiceBalduzzi, Pierluigi; Foresi, Silverio
22-Oct-1998Predictability and Transaction Costs: The Impact on Rebalancing Rules and BehaviorLynch, Anthony W.; Balduzzi, Pierluigi
18-Nov-1996"Price Barriers" and the Dynamics of Asset Prices in EquilibriumBalduzzi, Pierluigi; Foresi, Silverio; Hait, David J.
Aug-1994The Simple Analytics of Assets' Values and Infrequent Policy ChangesBalduzzi, Pierluigi; Corsetti, Giancarlo; Foresi, Silverio
Jun-1994Stock Returns, Inflation, and the 'Proxy Hypothesis:' A New Look at the DataBalduzzi, Pierluigi
Showing results 1 to 14 of 14