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 34 0 4 23 134
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 0 6 17 91
Econometric Asset Pricing Modelling 0 0 0 16 0 3 8 121
Econometric Asset Pricing Modelling 0 0 1 122 0 3 14 370
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 0 1 21 0 3 10 76
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 0 3 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 1 4 13 212
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 0 2 17 467
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 33 0 1 7 123
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 54 0 6 28 237
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 26 1 5 14 114
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 6 83
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 0 60 0 4 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 3 11 198
Taking into account extreme events in European option pricing 0 0 0 0 0 4 9 26
Total Working Papers 0 0 4 908 2 67 244 3,209


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 9 20 99
Decoupling euro area and US yield curves 0 0 0 8 0 0 9 62
Econometric Asset Pricing Modelling 0 0 2 70 0 4 12 242
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 1 6 14 185
Regime Switching and Bond Pricing 0 0 0 12 0 3 6 79
Staying at zero with affine processes: An application to term structure modelling 0 0 1 38 0 4 12 197
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 1 4 21 93
Switching VARMA Term Structure Models 0 1 1 38 0 5 11 146
Total Journal Articles 0 2 5 245 3 35 105 1,103


Statistics updated 2026-07-10