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 4 74 0 0 6 152
Asset Pricing with Second-Order Esscher Transforms 0 0 0 34 1 1 2 112
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 2 2 3 76
Econometric Asset Pricing Modelling 0 0 0 16 1 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 0 0 1 155
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 7 0 0 1 51
New Information Response Functions 0 0 0 77 0 0 2 199
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 1 1 2 451
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 32 0 0 0 116
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 26 0 0 0 100
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 54 0 0 1 209
Regime Switching and Bond Pricing 0 0 0 65 0 0 4 140
Regime Switching and Bond Pricing 0 0 0 30 1 1 1 124
Specification Analysis of International Treasury Yield Curve Factors 0 0 0 19 1 3 5 78
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 60 0 0 17 203
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 6 904 7 10 55 2,972

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 1 2 4 80
Decoupling euro area and US yield curves 0 0 0 8 0 0 2 53
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 0 0 4 171
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 1 1 8 186
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 37 0 0 2 135
Total Journal Articles 0 0 6 240 2 3 28 1,000

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Statistics updated 2025-08-05