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 0 15 167
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 0 0 15 91
Asset Pricing with Second-Order Esscher Transforms 0 0 0 34 0 1 22 134
Econometric Asset Pricing Modelling 0 0 1 122 0 0 14 370
Econometric Asset Pricing Modelling 0 0 0 16 0 0 7 121
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 0 1 21 1 3 11 77
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 0 0 10 165
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 7 0 0 6 57
New Information Response Functions 0 0 0 77 0 1 13 212
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 0 0 16 467
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 2 28 237
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 26 0 1 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 0 3 127
Specification Analysis of International Treasury Yield Curve Factors 0 0 0 19 0 0 5 83
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 0 60 0 0 13 216
Switching VARMA Term Structure Models - Extended Version 0 0 1 20 1 1 10 76
Switching VARMA Term Structure Models - Extended Version 0 0 0 49 0 0 11 198
Taking into account extreme events in European option pricing 0 0 0 0 0 1 9 26
Total Working Papers 0 0 4 908 2 11 239 3,211

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 22 0 2 19 99
Decoupling euro area and US yield curves 0 0 0 8 0 0 9 62
Econometric Asset Pricing Modelling 0 0 2 70 2 3 14 244
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 0 1 14 185
Regime Switching and Bond Pricing 0 0 0 12 1 2 7 80
Staying at zero with affine processes: An application to term structure modelling 0 0 1 38 1 1 12 198
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 0 2 21 93
Switching VARMA Term Structure Models 0 0 1 38 0 0 11 146
Total Journal Articles 0 0 5 245 4 11 107 1,107

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Statistics updated 2026-08-07