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 7 9 161
Asset Pricing with Second-Order Esscher Transforms 0 0 0 34 0 12 19 130
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 0 5 11 85
Econometric Asset Pricing Modelling 0 0 0 16 0 4 5 118
Econometric Asset Pricing Modelling 0 0 1 122 3 7 11 367
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 1 1 21 1 3 7 73
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 2 5 7 162
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 7 0 1 2 53
New Information Response Functions 0 0 0 77 0 1 9 208
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 2 9 15 465
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 33 0 2 6 122
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 26 0 5 9 109
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 54 1 4 22 231
Regime Switching and Bond Pricing 0 0 0 65 0 4 11 150
Regime Switching and Bond Pricing 0 0 0 30 0 1 3 126
Specification Analysis of International Treasury Yield Curve Factors 0 0 0 19 0 1 5 80
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 0 60 1 5 9 212
Switching VARMA Term Structure Models - Extended Version 0 0 1 20 0 5 7 73
Switching VARMA Term Structure Models - Extended Version 0 0 0 49 1 6 8 195
Taking into account extreme events in European option pricing 0 0 0 0 0 2 6 22
Total Working Papers 0 1 4 908 11 89 181 3,142

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 21 0 7 13 90
Decoupling euro area and US yield curves 0 0 0 8 2 8 9 62
Econometric Asset Pricing Modelling 0 0 2 70 1 5 8 238
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 1 7 8 179
Regime Switching and Bond Pricing 0 0 0 12 0 1 3 76
Staying at zero with affine processes: An application to term structure modelling 0 0 2 38 1 6 10 193
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 2 9 17 89
Switching VARMA Term Structure Models 0 0 1 37 0 3 7 141
Total Journal Articles 0 0 5 243 7 46 75 1,068

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Statistics updated 2026-04-09