Access Statistics for Peter Hördahl

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
"Front-loading" monetary tightening: pros and cons 0 1 4 28 1 6 14 80
A joint econometric model of macroeconomic and term structure dynamics 0 0 3 268 0 1 8 777
A joint econometric model of macroeconomic and term structure dynamics 0 0 1 136 0 2 5 350
A joint econometric model of macroeconomic and term structure dynamics 0 1 1 360 0 3 5 868
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 0 0 23 0 1 4 64
Debt specialisation and diversification: International evidence 0 0 0 14 0 1 3 32
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 0 1 6 391
Emerging market bond flows and exchange rate returns 0 0 0 11 0 0 3 16
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 0 0 156 0 0 2 588
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 1 671 1 3 7 2,059
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 0 39 0 0 4 89
Inflation risk premia in the US and the euro area 0 0 0 114 0 0 0 247
Inflation risk premia in the US and the euro area 0 0 0 57 0 0 1 134
Inflation risk premia in the term structure of interest rates 0 0 1 169 0 1 3 391
Inflation risk premia in the term structure of interest rates 0 0 1 50 0 0 3 265
Interpreting implied risk-neutral densities: the role of risk premia 0 0 0 63 1 2 2 222
Intraday dynamics of euro area sovereign CDS and bonds 0 0 0 48 0 1 1 147
Low long-term interest rates as a global phenomenon 0 0 0 75 0 3 4 160
Measuring financial integration in the euro area 0 1 6 65 4 6 26 245
Modelling yields at the lower bound through regime shifts 0 0 0 20 0 0 0 59
Modelling yields at the lower bound through regime shifts 0 0 0 19 0 0 1 76
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 0 7 0 2 4 59
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 0 2 20 41
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 1 14 1 2 3 41
The impact of the euro on financial markets 0 0 1 267 0 0 3 851
The term structure of inflation risk premia and macroeconomic dynamics 0 0 0 178 0 0 1 366
The yield curve and macroeconomic dynamics 0 0 2 261 0 0 5 528
Total Working Papers 0 3 23 3,242 8 37 138 9,146

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A joint econometric model of macroeconomic and term structure 0 0 0 99 0 1 2 232
A joint econometric model of macroeconomic and term-structure dynamics 0 2 5 360 0 2 14 903
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 2 0 0 1 6
Developments in repo markets during the financial turmoil 0 0 1 204 0 2 5 551
Economic determinants of risk premia in the term structure of interest rates 0 0 0 1 0 0 0 24
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements 1 1 5 20 1 2 16 49
Forecasting variance using stochastic volatility and GARCH 0 0 0 337 0 1 1 857
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 0 0 3 222
Inflation Risk Premia in the Euro Area and the United States 0 3 17 147 1 7 47 418
Inflation expectations and the great recession 0 0 0 62 1 2 6 263
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 28 0 1 1 124
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 0 0 3 159
Price discovery in euro area sovereign credit markets and the ban on naked CDS 0 0 1 21 0 1 5 160
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 1 1 1 6 2 2 7 18
Term premia: models and some stylised facts 0 0 1 35 2 5 18 187
Testing the conditional CAPM using multivariate GARCH-M 0 0 1 425 0 1 2 914
The Yield Curve and Macroeconomic Dynamics 0 0 0 6 0 0 1 14
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 0 0 2 502
The inflation risk premium in the term structure of interest rates 0 0 2 123 0 2 9 600
Under pressure: market conditions and stress 0 0 2 7 0 7 23 54
Total Journal Articles 2 7 36 2,172 7 36 166 6,257

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Understanding asset prices: an overview 0 0 1 205 1 1 10 473
Total Books 0 0 1 205 1 1 10 473

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate bond use in Asia and the United States 0 0 0 3 1 1 3 24
Determinants of Asia-Pacific government bond yields 0 0 1 15 0 3 9 80
Total Chapters 0 0 1 18 1 4 12 104

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Statistics updated 2025-05-12