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 0 2 31 0 1 15 99
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 136 1 2 19 369
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 268 0 2 53 831
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 360 0 0 25 893
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 0 0 24 1 4 20 87
Debt specialisation and diversification: International evidence 0 0 2 16 0 2 15 48
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 1 1 8 401
Emerging market bond flows and exchange rate returns 0 0 1 14 2 5 13 32
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 0 1 157 0 1 14 602
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 0 671 0 0 6 2,065
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 1 40 1 2 26 116
Inflation risk premia in the US and the euro area 0 0 0 57 0 1 13 148
Inflation risk premia in the US and the euro area 0 0 0 114 0 2 9 256
Inflation risk premia in the term structure of interest rates 0 0 3 53 0 0 19 284
Inflation risk premia in the term structure of interest rates 0 1 2 171 0 2 16 408
Interpreting implied risk-neutral densities: the role of risk premia 0 0 1 64 0 2 8 230
Intraday dynamics of euro area sovereign CDS and bonds 0 0 0 49 1 2 12 161
Low long-term interest rates as a global phenomenon 0 0 1 76 0 4 10 173
Measuring financial integration in the euro area 0 1 5 70 1 5 31 280
Modelling yields at the lower bound through regime shifts 0 0 0 21 1 2 11 71
Modelling yields at the lower bound through regime shifts 0 0 0 19 0 0 13 89
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 0 0 18 78
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 0 1 34 75
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 1 1 15 0 2 18 60
The impact of the euro on financial markets 0 0 0 267 0 0 11 862
The term structure of inflation risk premia and macroeconomic dynamics 0 0 0 178 0 0 12 378
The yield curve and macroeconomic dynamics 0 0 0 261 0 2 13 541
Total Working Papers 0 3 21 3,269 9 45 462 9,637

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 1 361 0 0 24 927
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 2 2 2 8 14
Developments in repo markets during the financial turmoil 0 1 2 206 0 3 12 563
Economic determinants of risk premia in the term structure of interest rates 0 0 0 1 0 0 11 35
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements 1 1 4 26 4 4 17 69
Forecasting variance using stochastic volatility and GARCH 0 1 4 341 0 1 13 870
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 0 3 9 233
Inflation Risk Premia in the Euro Area and the United States 1 1 5 156 2 3 24 453
Inflation expectations and the great recession 0 0 1 63 1 1 9 273
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 0 1 12 171
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 28 0 1 8 132
Price discovery in euro area sovereign credit markets and the ban on naked CDS 0 0 1 22 0 0 12 173
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 1 3 13 31
Term premia: models and some stylised facts 0 0 1 38 0 0 22 219
Testing the conditional CAPM using multivariate GARCH-M 1 1 1 426 2 3 13 927
The Yield Curve and Macroeconomic Dynamics 0 0 2 8 0 0 10 24
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 1 3 20 523
The inflation risk premium in the term structure of interest rates 0 0 0 123 0 3 19 619
Under pressure: market conditions and stress 0 0 3 10 3 5 36 96
Total Journal Articles 3 5 26 2,107 16 36 292 6,352
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 1 1 207 0 1 13 489
Total Books 0 1 1 207 0 1 13 489

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 10 34
Determinants of Asia-Pacific government bond yields 0 0 5 20 1 3 28 111
Total Chapters 0 0 5 23 1 3 38 145

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Statistics updated 2026-08-07