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 1 3 5 28 1 5 10 75
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 359 2 2 4 867
A joint econometric model of macroeconomic and term structure dynamics 0 0 1 136 1 2 6 349
A joint econometric model of macroeconomic and term structure dynamics 0 0 3 268 1 2 11 777
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 63
Debt specialisation and diversification: International evidence 0 0 0 14 1 2 4 32
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 1 2 8 391
Emerging market bond flows and exchange rate returns 0 0 0 11 0 1 4 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 1 1 671 1 3 5 2,057
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 0 39 0 1 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 1 1 50 0 1 3 265
Inflation risk premia in the term structure of interest rates 0 1 1 169 0 1 2 390
Interpreting implied risk-neutral densities: the role of risk premia 0 0 0 63 1 1 1 221
Intraday dynamics of euro area sovereign CDS and bonds 0 0 0 48 1 1 1 147
Low long-term interest rates as a global phenomenon 0 0 0 75 2 2 4 159
Measuring financial integration in the euro area 0 3 5 64 1 5 21 240
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 1 1 76
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 0 7 1 1 3 58
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 1 1 7 2 7 20 41
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 1 14 1 1 3 40
The impact of the euro on financial markets 0 0 1 267 0 1 4 851
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 1 10 22 3,240 17 43 132 9,126

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 1 1 2 232
A joint econometric model of macroeconomic and term-structure dynamics 2 2 6 360 2 3 16 903
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 1 1 4 550
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 0 0 4 19 0 2 14 47
Forecasting variance using stochastic volatility and GARCH 0 0 1 337 0 0 1 856
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 0 2 3 222
Inflation Risk Premia in the Euro Area and the United States 3 6 20 147 4 15 58 415
Inflation expectations and the great recession 0 0 0 62 0 2 4 261
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 28 1 1 1 124
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 0 0 4 159
Price discovery in euro area sovereign credit markets and the ban on naked CDS 0 1 1 21 1 3 5 160
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 5 0 2 7 16
Term premia: models and some stylised facts 0 0 2 35 2 3 18 184
Testing the conditional CAPM using multivariate GARCH-M 0 0 1 425 1 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 2 2 123 2 5 9 600
Under pressure: market conditions and stress 0 1 2 7 4 6 24 51
Total Journal Articles 5 12 41 2,170 19 47 176 6,240

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 2 205 0 0 10 472
Total Books 0 0 2 205 0 0 10 472

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 0 0 5 23
Determinants of Asia-Pacific government bond yields 0 0 1 15 1 1 9 78
Total Chapters 0 0 1 18 1 1 14 101

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Statistics updated 2025-03-03