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Inflation and asset prices in a monetary economy

Balduzzi, Pierluigi - In: Economics letters 53 (1996) 1, pp. 67-74

Persistent link: https://www.econbiz.de/10001212273

Nonlinearities in asset prices and infrequent noise trading

Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio - 1992

Persistent link: https://www.econbiz.de/10000836582

Economic news and the yield curve : evidence from the US treasury market

Balduzzi, Pierluigi; Elton, Edwin J.; Green, Tracy Clifton - 1998

Persistent link: https://www.econbiz.de/10000981121

Asset price dynamics and infrequent feedback trades

Balduzzi, Pierluigi - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1747-1766

Persistent link: https://www.econbiz.de/10001191656

Minimal returns and the breakdown of the price-volume relation

Balduzzi, Pierluigi - In: Economics letters 50 (1996) 2, pp. 265-269

Persistent link: https://www.econbiz.de/10001197571

Price barriers and the dynamics of asset prices in equilibrium

Balduzzi, Pierluigi - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 137-159

Persistent link: https://www.econbiz.de/10001224471

Asset price dynamics and infrequent feedback trades

Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio - In: New research in financial markets, (pp. 207-225). 2001

Persistent link: https://www.econbiz.de/10001674487

Economic news and bond prices : evidence from the US treasury market

Balduzzi, Pierluigi; Elton, Edwin J.; Green, Tracy Clifton - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 523-543

Persistent link: https://www.econbiz.de/10001651573

Survey Forecasts and the Time-Varying Second Moments of Stock and Bond Returns

Balduzzi, Pierluigi - 2016

What are the economic determinants of the level and volatility of the second moments of stock and bond returns? We address this central question via the Campbell-Shiller (Campbell and Shiller, 1988) decomposition, with news constructed using survey forecasts. Risk premium news explains most of...

Persistent link: https://www.econbiz.de/10013008226

Non-linearities in asset prices and infrequent noise trading

Balduzzi, Pierluigi - 1993

Persistent link: https://www.econbiz.de/10013444306