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 0 74 0 6 15 167
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 0 6 17 91
Asset Pricing with Second-Order Esscher Transforms 0 0 0 34 1 4 23 134
Econometric Asset Pricing Modelling 0 0 0 16 0 3 8 121
Econometric Asset Pricing Modelling 0 0 1 122 0 6 14 370
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 0 1 21 2 4 10 76
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 0 5 10 165
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 7 0 4 6 57
New Information Response Functions 0 0 0 77 0 3 12 211
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 0 4 17 467
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 33 1 1 7 123
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 54 2 7 28 237
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 26 0 4 13 113
Regime Switching and Bond Pricing 0 0 0 65 0 0 10 150
Regime Switching and Bond Pricing 0 0 0 30 0 1 4 127
Specification Analysis of International Treasury Yield Curve Factors 0 0 0 19 0 3 8 83
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 0 60 0 5 13 216
Switching VARMA Term Structure Models - Extended Version 0 0 1 20 0 2 9 75
Switching VARMA Term Structure Models - Extended Version 0 0 0 49 0 4 11 198
Taking into account extreme events in European option pricing 0 0 0 0 1 4 10 26
Total Working Papers 0 0 4 908 7 76 245 3,207


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 1 1 22 1 8 20 98
Decoupling euro area and US yield curves 0 0 0 8 0 2 9 62
Econometric Asset Pricing Modelling 0 0 2 70 1 5 12 242
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 0 6 13 184
Regime Switching and Bond Pricing 0 0 0 12 1 3 6 79
Staying at zero with affine processes: An application to term structure modelling 0 0 1 38 0 5 12 197
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 1 5 20 92
Switching VARMA Term Structure Models 0 1 1 38 0 5 11 146
Total Journal Articles 0 2 5 245 4 39 103 1,100


Statistics updated 2026-06-04