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 0 0 3 74 0 0 5 152
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 1 3 4 77
Asset Pricing with Second-Order Esscher Transforms 0 0 0 34 0 1 2 112
Econometric Asset Pricing Modelling 0 0 0 16 0 1 1 114
Econometric Asset Pricing Modelling 0 0 0 121 0 0 5 356
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 0 0 20 0 0 1 66
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 1 1 2 156
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 7 1 1 2 52
New Information Response Functions 0 0 0 77 1 1 3 200
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 2 3 4 453
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 32 1 1 1 117
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 54 1 1 2 210
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 26 0 0 0 100
Regime Switching and Bond Pricing 0 0 0 30 0 1 1 124
Regime Switching and Bond Pricing 0 0 0 65 0 0 4 140
Specification Analysis of International Treasury Yield Curve Factors 0 0 0 19 0 3 5 78
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 60 2 2 7 205
Switching VARMA Term Structure Models - Extended Version 0 0 0 49 0 0 1 187
Switching VARMA Term Structure Models - Extended Version 0 0 0 19 0 0 1 66
Taking into account extreme events in European option pricing 0 0 0 0 0 1 1 17
Total Working Papers 0 0 5 904 10 20 52 2,982

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 0 0 1 21 0 2 4 80
Decoupling euro area and US yield curves 0 0 0 8 1 1 3 54
Econometric Asset Pricing Modelling 0 0 1 68 0 0 4 230
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 1 1 5 172
Regime Switching and Bond Pricing 0 0 1 12 0 0 2 73
Staying at zero with affine processes: An application to term structure modelling 0 0 1 37 0 1 7 186
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 2 2 3 74
Switching VARMA Term Structure Models 0 0 1 37 0 0 2 135
Total Journal Articles 0 0 5 240 4 7 30 1,004

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Statistics updated 2025-09-05