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 6 6 15 167
Asset Pricing with Second-Order Esscher Transforms 0 0 0 34 3 5 22 133
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 6 8 17 91
Econometric Asset Pricing Modelling 0 0 1 122 3 6 14 370
Econometric Asset Pricing Modelling 0 0 0 16 3 4 8 121
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 1 1 21 1 3 8 74
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 3 5 10 165
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 7 4 4 6 57
New Information Response Functions 0 0 0 77 3 4 12 211
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 2 6 17 467
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 33 0 0 6 122
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 54 4 6 26 235
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 26 4 4 13 113
Regime Switching and Bond Pricing 0 0 0 30 1 1 4 127
Regime Switching and Bond Pricing 0 0 0 65 0 1 10 150
Specification Analysis of International Treasury Yield Curve Factors 0 0 0 19 3 3 8 83
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 0 60 4 6 13 216
Switching VARMA Term Structure Models - Extended Version 0 0 0 49 3 7 11 198
Switching VARMA Term Structure Models - Extended Version 0 0 1 20 2 2 9 75
Taking into account extreme events in European option pricing 0 0 0 0 3 3 9 25
Total Working Papers 0 1 4 908 58 84 238 3,200

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 1 1 1 22 7 10 19 97
Decoupling euro area and US yield curves 0 0 0 8 0 3 9 62
Econometric Asset Pricing Modelling 0 0 2 70 3 6 11 241
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 5 8 13 184
Regime Switching and Bond Pricing 0 0 0 12 2 2 5 78
Staying at zero with affine processes: An application to term structure modelling 0 0 1 38 4 7 12 197
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 2 5 19 91
Switching VARMA Term Structure Models 1 1 1 38 5 5 11 146
Total Journal Articles 2 2 5 245 28 46 99 1,096

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Statistics updated 2026-05-06