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 4 74 0 0 9 152
Asset Pricing with Second-Order Esscher Transforms 0 0 0 19 0 0 2 74
Asset Pricing with Second-Order Esscher Transforms 0 0 0 34 0 0 1 111
Econometric Asset Pricing Modelling 0 0 0 121 0 0 5 356
Econometric Asset Pricing Modelling 0 0 0 16 0 0 0 113
International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment 0 0 0 20 0 0 1 66
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 31 0 0 1 155
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 0 0 7 0 0 1 51
New Information Response Functions 0 0 1 77 0 1 3 199
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 0 0 1 450
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 32 0 0 1 116
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 54 0 0 1 209
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 0 26 0 0 0 100
Regime Switching and Bond Pricing 0 0 0 65 0 1 4 140
Regime Switching and Bond Pricing 0 0 0 30 0 0 0 123
Specification Analysis of International Treasury Yield Curve Factors 0 0 0 19 0 0 2 75
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 1 3 60 0 1 18 203
Switching VARMA Term Structure Models - Extended Version 0 0 0 49 0 0 1 187
Switching VARMA Term Structure Models - Extended Version 0 0 0 19 0 0 1 66
Taking into account extreme events in European option pricing 0 0 0 0 0 0 0 16
Total Working Papers 0 1 9 904 0 3 52 2,962

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 21 0 1 3 78
Decoupling euro area and US yield curves 0 0 0 8 0 0 2 53
Econometric Asset Pricing Modelling 0 0 1 68 0 0 4 230
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 0 1 4 171
Regime Switching and Bond Pricing 0 0 2 12 0 0 3 73
Staying at zero with affine processes: An application to term structure modelling 0 1 1 37 0 2 7 185
Staying at zero with affine processes: an application to term structure modelling 0 0 1 12 0 0 2 72
Switching VARMA Term Structure Models 0 1 2 37 0 1 3 135
Total Journal Articles 0 2 8 240 0 5 28 997

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Statistics updated 2025-06-06