Similar Search Results

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

Nonlinearities in asset prices and infrequent noise trading

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

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

A model of target changes and the term structure of interest rates

Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio - 1993

Persistent link: https://www.econbiz.de/10000866594

The central tendency : a second factor in bond yields

Balduzzi, Pierluigi - In: The review of economics and statistics 80 (1998) 1, pp. 62-72

Persistent link: https://www.econbiz.de/10001235783

Yield-curve movements and fiscal retrenchments

Balduzzi, Pierluigi - In: European economic review : EER 41 (1997) 9, pp. 1675-1685

Persistent link: https://www.econbiz.de/10001235877

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

Money, transactions and portfolio choice

Balduzzi, Pierluigi - In: Ricerche economiche 50 (1996) 1, pp. 57-68

Persistent link: https://www.econbiz.de/10001197089

Interest rate targeting and the dynamics of short-term rates

Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio; … - 1997

Persistent link: https://www.econbiz.de/10000620991

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

A Model of Target Changes and the Term Structure of Interest Rates

Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio - 2021

We explore the effects of official targeting policy on the term-structure of nominal interest rates, adapting relevant insights from theoretical work on "peso problems" to account for realistic infrequency of target changes. Our analysis of daily U.S. interest rates and newly available...

Persistent link: https://www.econbiz.de/10013227209