Pierluigi Balduzzi

3.9k total citations · 2 hit papers
51 papers, 2.5k citations indexed

About

Pierluigi Balduzzi is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Pierluigi Balduzzi has authored 51 papers receiving a total of 2.5k indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 36 papers in Economics and Econometrics and 21 papers in General Economics, Econometrics and Finance. Recurrent topics in Pierluigi Balduzzi's work include Financial Markets and Investment Strategies (29 papers), Monetary Policy and Economic Impact (20 papers) and Housing Market and Economics (14 papers). Pierluigi Balduzzi is often cited by papers focused on Financial Markets and Investment Strategies (29 papers), Monetary Policy and Economic Impact (20 papers) and Housing Market and Economics (14 papers). Pierluigi Balduzzi collaborates with scholars based in United States, Italy and United Kingdom. Pierluigi Balduzzi's co-authors include Edwin J. Elton, T. Clifton Green, Annika Sundén, Julie R. Agnew, Silverio Foresi, Anthony W. Lynch, Sanjiv Ranjan Das, Cesare Robotti, Hédi Kallal and Fabio Schiantarelli and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Pierluigi Balduzzi

49 papers receiving 2.3k citations

Hit Papers

Economic News and Bond Pr... 2001 2026 2009 2017 2001 2003 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Economic News and Bond Prices: Evidence from the U.S. Treasury Market
    2001 672 citations Pierluigi Balduzzi et al. Journal of Financial and Quantitative Analysis profile →
  2. Portfolio Choice and Trading in a Large 401(k) Plan
    2003 538 citations Julie R. Agnew, Pierluigi Balduzzi et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Pierluigi Balduzzi United States 18 2.0k 1.5k 836 787 179 51 2.5k
Harold H. Zhang United States 23 1.3k 0.6× 1.4k 1.0× 223 0.3× 1.2k 1.6× 93 0.5× 62 2.1k
Luis M. Viceira United States 24 2.7k 1.4× 2.0k 1.4× 1.1k 1.3× 1.1k 1.4× 277 1.5× 55 3.6k
Alexander Michaelides United Kingdom 21 984 0.5× 1.5k 1.0× 388 0.5× 1.4k 1.8× 68 0.4× 76 2.1k
Pascal J. Maenhout France 16 1.8k 0.9× 1.4k 1.0× 246 0.3× 1.1k 1.5× 325 1.8× 24 2.6k
Guillaume Rocheteau United States 30 1.1k 0.6× 2.6k 1.8× 1.7k 2.0× 254 0.3× 199 1.1× 116 3.0k
Paolo Sodini Sweden 13 1.1k 0.6× 1.4k 0.9× 196 0.2× 1.5k 1.8× 67 0.4× 29 1.9k
Tano Santos United States 17 1.4k 0.7× 1.2k 0.8× 409 0.5× 535 0.7× 180 1.0× 33 1.9k
Ralph S. J. Koijen United States 32 2.9k 1.5× 2.6k 1.7× 857 1.0× 1.4k 1.8× 253 1.4× 100 4.1k
Douglas T. Breeden United States 10 2.5k 1.3× 2.1k 1.4× 968 1.2× 605 0.8× 171 1.0× 26 3.1k
Clemens Sialm United States 24 2.3k 1.2× 1.4k 0.9× 201 0.2× 2.0k 2.6× 155 0.9× 66 2.9k

Countries citing papers authored by Pierluigi Balduzzi

Since Specialization
Citations

This map shows the geographic impact of Pierluigi Balduzzi's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Pierluigi Balduzzi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Pierluigi Balduzzi more than expected).

Fields of papers citing papers by Pierluigi Balduzzi

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Pierluigi Balduzzi. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Pierluigi Balduzzi. The network helps show where Pierluigi Balduzzi may publish in the future.

Co-authorship network of co-authors of Pierluigi Balduzzi

This figure shows the co-authorship network connecting the top 25 collaborators of Pierluigi Balduzzi. A scholar is included among the top collaborators of Pierluigi Balduzzi based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Pierluigi Balduzzi. Pierluigi Balduzzi is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Balduzzi, Pierluigi, et al.. (2023). Political Risk, Populism and the Economy. The Economic Journal. 133(653). 1677–1704. 2 indexed citations
2.
Balduzzi, Pierluigi, et al.. (2022). Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads. Journal of Financial Econometrics. 21(5). 1728–1758. 2 indexed citations
3.
Balduzzi, Pierluigi, et al.. (2019). Real Exchange Rates and Currency Risk Premiums. RePEc: Research Papers in Economics. 10(1). 94–121. 9 indexed citations
4.
Balduzzi, Pierluigi & Jonathan Reuter. (2012). Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching?. National Bureau of Economic Research. 5 indexed citations
5.
Balduzzi, Pierluigi, et al.. (2012). A Simple Test of the Affine Class of Term Structure Models. RePEc: Research Papers in Economics. 2(2). 203–244. 5 indexed citations
6.
Balduzzi, Pierluigi, et al.. (2012). Survey Forecasts and the Time-Varying Second Moments of Stock and Bond Returns. SSRN Electronic Journal. 5 indexed citations
7.
Balduzzi, Pierluigi & Fabio Moneta. (2012). Economic Risk Premia in the Fixed Income Markets: The Intra-Day Evidence. SSRN Electronic Journal. 9 indexed citations
8.
Agnew, Julie R. & Pierluigi Balduzzi. (2012). The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia?. SSRN Electronic Journal.
9.
Balduzzi, Pierluigi & Cesare Robotti. (2008). Asset Pricing Models and Economic Risk Premia: A Decomposition. SSRN Electronic Journal. 1 indexed citations
10.
Robotti, Cesare & Pierluigi Balduzzi. (2005). Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models. SSRN Electronic Journal. 1 indexed citations
11.
Robotti, Cesare & Pierluigi Balduzzi. (2005). Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-beta Models. SSRN Electronic Journal. 7 indexed citations
12.
Balduzzi, Pierluigi & Cesare Robotti. (2001). Minimum-Variance Kernels, Economic Risk Premia, and Tests of Multi-Beta Models. SSRN Electronic Journal. 7 indexed citations
13.
Munnell, Alicia H. & Pierluigi Balduzzi. (1998). Investing The Social Security Trust Funds In Equities. 4 indexed citations
14.
Balduzzi, Pierluigi, Giuseppe Bertola, Silverio Foresi, & Leora Klapper. (1997). Interest Rate Targeting and the Dynamics of Short-Term Rates. SSRN Electronic Journal. 18 indexed citations
15.
Balduzzi, Pierluigi, Giancarlo Corsetti, & Silverio Foresi. (1997). Yield-curve movements and fiscal retrenchments. European Economic Review. 41(9). 1675–1685. 11 indexed citations
16.
Balduzzi, Pierluigi, et al.. (1997). Price Barriers and the Dynamics of Asset Prices in Equilibrium. Journal of Financial and Quantitative Analysis. 32(2). 137–137. 15 indexed citations
17.
Balduzzi, Pierluigi, et al.. (1996). "Price Barriers" and the Dynamics of Asset Prices in Equilibrium. The Faculty Digital Archive (New York University). 1 indexed citations
18.
Balduzzi, Pierluigi. (1996). Inflation and asset prices in a monetary economy. Economics Letters. 53(1). 67–74. 8 indexed citations
19.
Balduzzi, Pierluigi, Sanjiv Ranjan Das, Silverio Foresi, & Rangarajan K. Sundaram. (1996). A Simple Approach to Three-Factor Affine Term Structure Models. The Journal of Fixed Income. 6(3). 43–53. 103 indexed citations
20.
Balduzzi, Pierluigi. (1995). Stock returns, inflation, and the ‘proxy hypothesis’: A new look at the data. Economics Letters. 48(1). 47–53. 12 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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