Access Statistics for Fulvio Pegoraro

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 2 2 6 74 3 3 12 152
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 1 1 2 74
Asset Pricing with Second-Order Esscher Transforms 0 0 0 34 1 1 2 111
Econometric Asset Pricing Modelling 0 0 0 121 1 3 5 356
Econometric Asset Pricing Modelling 0 0 0 16 0 0 0 113
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 0 0 20 1 1 1 66
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 7 1 1 1 51
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 1 1 1 155
New Information Response Functions 0 0 1 77 1 1 2 198
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 32 0 0 1 116
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 151 1 1 2 450
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 54 1 1 2 209
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 1 26 0 0 2 100
Regime Switching and Bond Pricing 0 0 0 65 3 3 4 139
Regime Switching and Bond Pricing 0 0 0 30 0 0 0 123
Specification Analysis of International Treasury Yield Curve Factors 0 0 0 19 2 2 2 75
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 1 1 2 59 3 3 17 202
Switching VARMA Term Structure Models - Extended Version 0 0 0 19 1 1 2 66
Switching VARMA Term Structure Models - Extended Version 0 0 0 49 1 1 1 187
Taking into account extreme events in European option pricing 0 0 0 0 0 0 0 16
Total Working Papers 3 3 12 903 22 24 59 2,959

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset pricing with Second-Order Esscher Transforms 1 1 2 21 1 1 4 77
Decoupling euro area and US yield curves 0 0 0 8 1 2 2 53
Econometric Asset Pricing Modelling 0 0 1 68 0 1 4 230
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 1 45 1 2 4 170
Regime Switching and Bond Pricing 1 1 2 12 2 2 3 73
Staying at zero with affine processes: An application to term structure modelling 0 0 1 36 1 1 6 183
Staying at zero with affine processes: an application to term structure modelling 0 0 1 12 0 0 2 72
Switching VARMA Term Structure Models 0 0 1 36 0 0 2 134
Total Journal Articles 2 2 9 238 6 9 27 992

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Statistics updated 2025-03-03