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 3 9 44 0 9 28 87
Asset Pricing with Second-Order Esscher Transforms 0 0 0 32 0 0 2 102
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 0 0 0 71
Econometric Asset Pricing Modelling 0 0 0 119 0 0 1 347
Econometric Asset Pricing Modelling 0 0 0 16 0 0 4 106
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 0 0 20 0 0 0 61
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 0 0 3 152
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 7 0 0 4 50
New Information Response Functions 0 0 4 76 0 2 11 196
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 27 0 0 2 109
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 148 0 1 5 444
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 25 0 1 2 98
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 2 53 0 1 12 203
Regime Switching and Bond Pricing 0 0 1 29 0 0 6 122
Regime Switching and Bond Pricing 0 0 0 64 0 0 7 129
Specification Analysis of International Treasury Yield Curve Factors 0 0 1 19 0 0 3 72
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 2 2 2 57 2 2 10 176
Switching VARMA Term Structure Models - Extended Version 0 0 0 48 0 0 11 184
Switching VARMA Term Structure Models - Extended Version 0 0 0 19 0 0 0 64
Taking into account extreme events in European option pricing 0 0 0 0 1 2 3 16
Total Working Papers 2 5 20 853 3 18 114 2,789


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 0 16 1 1 1 69
Decoupling euro area and US yield curves 0 0 0 8 0 0 0 49
Econometric Asset Pricing Modelling 0 0 0 65 0 0 0 224
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 2 3 43 0 2 10 157
Regime Switching and Bond Pricing 0 0 1 9 0 0 5 68
Staying at zero with affine processes: An application to term structure modelling 0 3 4 26 1 9 20 159
Staying at zero with affine processes: an application to term structure modelling 0 2 2 10 0 2 3 63
Switching VARMA Term Structure Models 0 0 0 33 0 0 1 125
Total Journal Articles 0 7 10 210 2 14 40 914


Statistics updated 2022-06-07