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Information about:
Fulvio Pegoraro

Personal Details | Affiliation | Works
This is information that was supplied by Fulvio Pegoraro in registering through RePEc. If you are Fulvio Pegoraro , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Fulvio
Middle Name:
Last Name: Pegoraro
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RePEc Short-ID: ppe354

Email:
Homepage: http://www.crest.fr/pageperso/pegoraro/pegoraro.htm
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "New Information Response Functions," Documents de Travail 235, Banque de France. [Downloadable!]

  2. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Documents de Travail 234, Banque de France. [Downloadable!]

  3. Bertholon, H. & Monfort, A. & Pegoraro, F., 2008. "Econometric Asset Pricing Modelling," Documents de Travail 223, Banque de France. [Downloadable!]
    Other versions:
    Published as:

  4. Alain Monfort ; Fulvio Pegoraro, 2007. "Switching VARMA Term Structure Models - Extended Version," Working Papers 2007-19, Centre de Recherche en Economie et Statistique, revised 2007. [Downloadable!]
    Other versions:

  5. Alain Monfort ; Fulvio Pegoraro, 2006. "Multi-Lag Term Structure Models with Stochastic Risk Premia," Working Papers 2006-29, Centre de Recherche en Economie et Statistique, revised 2006. [Downloadable!]
    Other versions:

  6. Henri Bertholon ; Alain Monfort ; Fulvio Pegoraro, 2006. "Pricing and Inference with Mixtures of Conditionally Normal Processes," Working Papers 2006-28, Centre de Recherche en Economie et Statistique, revised 2006. [Downloadable!]
    Other versions:

Articles

  1. H. Bertholon & A. Monfort & F. Pegoraro, 2008. "Econometric Asset Pricing Modelling," Journal of Financial Econometrics, Oxford University Press, vol. 6(4), pages 407-458, Fall. [Downloadable!] (restricted)
    Other versions:

  2. Alain Monfort & Fulvio Pegoraro, 2007. "Switching VARMA Term Structure Models," Journal of Financial Econometrics, Oxford University Press, vol. 5(1), pages 105-153. [Downloadable!] (restricted)

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2009-07-17 2009-07-17 Author is listed
  2. NEP-ECM: Econometrics (1) 2009-07-17 Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2009-07-17 Author is listed
  4. NEP-MAC: Macroeconomics (1) 2009-07-17 Author is listed
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This page was last updated on 2009-11-16.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.