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
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 0 0 0 65
Asset Pricing with Second-Order Esscher Transforms 0 0 1 32 0 0 6 87
Econometric Asset Pricing Modelling 0 0 0 16 0 0 3 83
Econometric Asset Pricing Modelling 0 0 0 113 0 1 4 313
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 0 0 16 0 1 4 47
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 6 0 0 1 34
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 0 0 0 138
New Information Response Functions 0 0 0 70 0 0 4 171
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 24 1 3 5 94
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 144 2 6 12 415
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 25 1 2 2 84
Pricing and Inference with Mixtures of Conditionally Normal Processes 1 1 1 49 1 1 2 178
Regime Switching and Bond Pricing 0 0 3 62 2 5 17 101
Regime Switching and Bond Pricing 0 0 1 25 0 1 7 96
Specification Analysis of International Treasury Yield Curve Factors 0 0 1 17 0 1 6 54
Switching VARMA Term Structure Models - Extended Version 0 0 0 47 1 1 1 159
Switching VARMA Term Structure Models - Extended Version 0 0 0 19 0 0 0 58
Total Working Papers 1 1 8 715 8 22 74 2,177

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 13 0 0 4 55
Econometric Asset Pricing Modelling 0 0 2 59 0 1 5 210
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 1 1 35 0 3 9 129
Switching VARMA Term Structure Models 0 0 0 33 0 0 0 115
Total Journal Articles 0 1 4 140 0 4 18 509

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Statistics updated 2019-07-03