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 2 2 5 154
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 0 3 7 80
Asset Pricing with Second-Order Esscher Transforms 0 0 0 34 3 6 8 118
Econometric Asset Pricing Modelling 0 0 0 16 0 0 1 114
Econometric Asset Pricing Modelling 0 1 1 122 1 4 7 360
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 0 0 20 3 4 5 70
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 1 1 3 157
New Information Response Functions 0 0 0 77 5 7 10 207
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 1 3 7 456
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 1 1 33 0 3 4 120
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 54 7 17 19 227
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 26 3 4 4 104
Regime Switching and Bond Pricing 0 0 0 30 1 1 2 125
Regime Switching and Bond Pricing 0 0 0 65 3 5 10 146
Specification Analysis of International Treasury Yield Curve Factors 0 0 0 19 0 1 6 79
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 60 0 1 8 207
Switching VARMA Term Structure Models - Extended Version 1 1 1 20 2 2 3 68
Switching VARMA Term Structure Models - Extended Version 0 0 0 49 0 2 3 189
Taking into account extreme events in European option pricing 0 0 0 0 1 3 4 20
Total Working Papers 1 3 7 907 33 69 118 3,053

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 3 7 83
Decoupling euro area and US yield curves 0 0 0 8 0 0 2 54
Econometric Asset Pricing Modelling 0 1 2 70 0 2 4 233
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 0 0 3 172
Regime Switching and Bond Pricing 0 0 1 12 1 2 4 75
Staying at zero with affine processes: An application to term structure modelling 0 0 2 38 0 0 5 187
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 1 6 8 80
Switching VARMA Term Structure Models 0 0 1 37 1 3 4 138
Total Journal Articles 0 1 7 243 4 16 37 1,022

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Statistics updated 2026-01-09