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 2 74 0 0 3 152
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 3 3 7 80
Asset Pricing with Second-Order Esscher Transforms 0 0 0 34 3 3 5 115
Econometric Asset Pricing Modelling 0 1 1 122 2 3 6 359
Econometric Asset Pricing Modelling 0 0 0 16 0 0 1 114
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 0 0 20 1 1 2 67
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 7 0 0 2 52
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 0 0 2 156
New Information Response Functions 0 0 0 77 2 2 5 202
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 1 1 33 2 3 4 120
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 1 2 6 455
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 26 0 1 1 101
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 54 8 10 12 220
Regime Switching and Bond Pricing 0 0 0 30 0 0 1 124
Regime Switching and Bond Pricing 0 0 0 65 0 3 7 143
Specification Analysis of International Treasury Yield Curve Factors 0 0 0 19 1 1 6 79
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 60 0 2 8 207
Switching VARMA Term Structure Models - Extended Version 0 0 0 19 0 0 1 66
Switching VARMA Term Structure Models - Extended Version 0 0 0 49 2 2 3 189
Taking into account extreme events in European option pricing 0 0 0 0 2 2 3 19
Total Working Papers 0 2 6 906 27 38 85 3,020

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 6 82
Decoupling euro area and US yield curves 0 0 0 8 0 0 3 54
Econometric Asset Pricing Modelling 0 2 2 70 0 3 4 233
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 0 0 4 172
Regime Switching and Bond Pricing 0 0 1 12 1 1 3 74
Staying at zero with affine processes: An application to term structure modelling 0 1 2 38 0 1 5 187
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 2 5 7 79
Switching VARMA Term Structure Models 0 0 1 37 1 2 3 137
Total Journal Articles 0 3 7 243 5 14 35 1,018

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Statistics updated 2025-12-06