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 32 3 4 9 91
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 1 2 2 67
Econometric Asset Pricing Modelling 1 1 1 114 2 4 6 317
Econometric Asset Pricing Modelling 0 0 0 16 1 4 7 87
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 0 0 16 3 3 5 50
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 1 2 2 140
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 6 3 8 9 42
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 0 144 1 3 13 418
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 1 1 1 25 1 1 5 95
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 1 49 1 1 3 179
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 25 1 1 3 85
Regime Switching and Bond Pricing 0 0 3 62 2 5 18 106
Regime Switching and Bond Pricing 0 0 1 25 2 3 8 99
Specification Analysis of International Treasury Yield Curve Factors 0 0 1 17 0 1 5 55
Switching VARMA Term Structure Models - Extended Version 0 0 0 19 0 0 0 58
Switching VARMA Term Structure Models - Extended Version 0 0 0 47 0 1 2 160
Total Working Papers 2 2 8 717 22 43 101 2,220

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 13 1 1 4 56
Econometric Asset Pricing Modelling 1 1 3 60 3 4 8 214
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 1 35 1 2 9 131
Switching VARMA Term Structure Models 0 0 0 33 1 1 1 116
Total Journal Articles 1 1 4 141 6 8 22 517

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Statistics updated 2019-10-05