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 3 9 44 0 9 28 87
Asset Pricing with Second-Order Esscher Transforms 0 0 0 32 0 0 2 102
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 0 0 0 71
Econometric Asset Pricing Modelling 0 0 0 119 0 0 1 347
Econometric Asset Pricing Modelling 0 0 0 16 0 0 4 106
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 0 0 20 0 0 0 61
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 0 0 3 152
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 7 0 0 4 50
New Information Response Functions 0 0 4 76 0 2 11 196
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 27 0 0 2 109
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 148 0 1 5 444
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 25 0 1 2 98
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 2 53 0 1 12 203
Regime Switching and Bond Pricing 0 0 1 29 0 0 6 122
Regime Switching and Bond Pricing 0 0 0 64 0 0 7 129
Specification Analysis of International Treasury Yield Curve Factors 0 0 1 19 0 0 3 72
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 2 2 2 57 2 2 10 176
Switching VARMA Term Structure Models - Extended Version 0 0 0 48 0 0 11 184
Switching VARMA Term Structure Models - Extended Version 0 0 0 19 0 0 0 64
Taking into account extreme events in European option pricing 0 0 0 0 1 2 3 16
Total Working Papers 2 5 20 853 3 18 114 2,789

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 16 1 1 1 69
Decoupling euro area and US yield curves 0 0 0 8 0 0 0 49
Econometric Asset Pricing Modelling 0 0 0 65 0 0 0 224
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 2 3 43 0 2 10 157
Regime Switching and Bond Pricing 0 0 1 9 0 0 5 68
Staying at zero with affine processes: An application to term structure modelling 0 3 4 26 1 9 20 159
Staying at zero with affine processes: an application to term structure modelling 0 2 2 10 0 2 3 63
Switching VARMA Term Structure Models 0 0 0 33 0 0 1 125
Total Journal Articles 0 7 10 210 2 14 40 914

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2022-06-07