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 9 9 161
Asset Pricing with Second-Order Esscher Transforms 0 0 0 34 2 15 19 130
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 2 5 11 85
Econometric Asset Pricing Modelling 0 0 1 122 0 5 8 364
Econometric Asset Pricing Modelling 0 0 0 16 1 4 5 118
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 1 1 1 21 1 5 6 72
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 7 0 1 2 53
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 0 4 5 160
New Information Response Functions 0 0 0 77 1 6 10 208
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 33 0 2 6 122
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 2 8 13 463
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 54 1 10 21 230
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 26 0 8 9 109
Regime Switching and Bond Pricing 0 0 0 65 1 7 11 150
Regime Switching and Bond Pricing 0 0 0 30 0 2 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 1 60 1 4 9 211
Switching VARMA Term Structure Models - Extended Version 0 1 1 20 0 7 7 73
Switching VARMA Term Structure Models - Extended Version 0 0 0 49 3 5 7 194
Taking into account extreme events in European option pricing 0 0 0 0 0 3 6 22
Total Working Papers 1 2 5 908 15 111 172 3,131

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 3 8 13 90
Decoupling euro area and US yield curves 0 0 0 8 1 6 7 60
Econometric Asset Pricing Modelling 0 0 2 70 2 4 7 237
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 2 6 8 178
Regime Switching and Bond Pricing 0 0 0 12 0 2 3 76
Staying at zero with affine processes: An application to term structure modelling 0 0 2 38 2 5 9 192
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 1 8 15 87
Switching VARMA Term Structure Models 0 0 1 37 0 4 7 141
Total Journal Articles 0 0 5 243 11 43 69 1,061

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Statistics updated 2026-03-04