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 5 31 1 4 17 90
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 136 2 7 11 358
A joint econometric model of macroeconomic and term structure dynamics 0 0 1 360 1 10 15 880
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 268 3 11 15 790
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 0 1 24 0 2 7 69
Debt specialisation and diversification: International evidence 0 0 2 16 1 3 8 39
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 1 4 7 397
Emerging market bond flows and exchange rate returns 0 0 2 13 1 3 8 23
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 1 1 1 157 3 6 6 594
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 1 671 2 2 8 2,062
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 1 40 3 7 12 100
Inflation risk premia in the US and the euro area 0 0 0 114 0 0 1 248
Inflation risk premia in the US and the euro area 0 0 0 57 2 4 5 139
Inflation risk premia in the term structure of interest rates 0 0 2 170 2 4 8 397
Inflation risk premia in the term structure of interest rates 0 0 2 51 0 4 6 270
Interpreting implied risk-neutral densities: the role of risk premia 0 0 0 63 0 1 3 223
Intraday dynamics of euro area sovereign CDS and bonds 0 0 1 49 2 2 7 153
Low long-term interest rates as a global phenomenon 0 0 0 75 0 1 7 164
Measuring financial integration in the euro area 0 1 5 67 4 10 25 262
Modelling yields at the lower bound through regime shifts 0 0 0 19 1 1 2 77
Modelling yields at the lower bound through regime shifts 0 0 1 21 2 2 3 62
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 2 6 10 67
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 2 3 6 44
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 2 4 9 48
The impact of the euro on financial markets 0 0 0 267 3 7 8 858
The term structure of inflation risk premia and macroeconomic dynamics 0 0 0 178 2 7 8 374
The yield curve and macroeconomic dynamics 0 0 0 261 0 1 4 532
Total Working Papers 1 3 26 3,259 42 116 226 9,320

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 dynamics 0 0 2 360 2 8 15 915
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 2 0 0 1 7
Developments in repo markets during the financial turmoil 0 1 1 205 1 2 6 555
Economic determinants of risk premia in the term structure of interest rates 0 0 0 1 2 3 3 27
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements 0 0 3 22 2 2 9 55
Forecasting variance using stochastic volatility and GARCH 0 0 2 339 1 3 6 862
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 0 1 5 226
Inflation Risk Premia in the Euro Area and the United States 0 3 13 154 2 12 42 445
Inflation expectations and the great recession 0 0 0 62 1 1 5 265
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 3 4 4 163
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 28 1 3 4 127
Price discovery in euro area sovereign credit markets and the ban on naked CDS 0 0 0 21 1 2 5 163
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 6 0 1 7 22
Term premia: models and some stylised facts 0 1 3 38 4 6 22 203
Testing the conditional CAPM using multivariate GARCH-M 0 0 0 425 0 4 6 919
The Yield Curve and Macroeconomic Dynamics 0 1 2 8 1 3 5 19
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 1 2 4 506
The inflation risk premium in the term structure of interest rates 0 0 2 123 3 5 10 606
Under pressure: market conditions and stress 0 1 2 9 5 8 33 79
Total Journal Articles 0 7 31 2,092 30 70 192 6,164
1 registered items for which data could not be found

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 1 206 2 3 7 479
Total Books 0 0 1 206 2 3 7 479

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 3 4 27
Determinants of Asia-Pacific government bond yields 2 3 4 19 5 8 16 93
Total Chapters 2 3 4 22 6 11 20 120

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Statistics updated 2026-01-09