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 3 31 4 6 18 98
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 268 6 20 52 829
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 136 5 6 17 367
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 360 3 8 25 893
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 0 1 24 7 11 19 83
Debt specialisation and diversification: International evidence 0 0 2 16 1 2 14 46
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 1 1 9 400
Emerging market bond flows and exchange rate returns 0 1 3 14 3 4 11 27
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 0 1 157 0 1 13 601
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 0 671 1 1 6 2,065
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 1 40 4 10 25 114
Inflation risk premia in the US and the euro area 0 0 0 57 1 3 13 147
Inflation risk premia in the US and the euro area 0 0 0 114 1 2 7 254
Inflation risk premia in the term structure of interest rates 1 2 3 53 2 6 19 284
Inflation risk premia in the term structure of interest rates 0 0 1 170 3 6 15 406
Interpreting implied risk-neutral densities: the role of risk premia 1 1 1 64 3 4 6 228
Intraday dynamics of euro area sovereign CDS and bonds 0 0 1 49 0 1 12 159
Low long-term interest rates as a global phenomenon 1 1 1 76 1 4 9 169
Measuring financial integration in the euro area 0 1 4 69 3 5 30 275
Modelling yields at the lower bound through regime shifts 0 0 1 21 2 3 10 69
Modelling yields at the lower bound through regime shifts 0 0 0 19 2 4 13 89
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 3 6 19 78
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 15 21 33 74
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 0 4 17 58
The impact of the euro on financial markets 0 0 0 267 2 3 11 862
The term structure of inflation risk premia and macroeconomic dynamics 0 0 0 178 0 3 12 378
The yield curve and macroeconomic dynamics 0 0 0 261 2 2 11 539
Total Working Papers 3 6 24 3,266 75 147 446 9,592

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 6 7 24 927
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 2 0 3 6 12
Developments in repo markets during the financial turmoil 0 0 1 205 4 5 9 560
Economic determinants of risk premia in the term structure of interest rates 0 0 0 1 4 5 11 35
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements 0 1 5 25 1 4 16 65
Forecasting variance using stochastic volatility and GARCH 0 1 3 340 1 4 12 869
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 1 1 8 230
Inflation Risk Premia in the Euro Area and the United States 1 1 8 155 1 4 32 450
Inflation expectations and the great recession 0 1 1 63 2 3 9 272
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 28 2 3 7 131
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 1 6 11 170
Price discovery in euro area sovereign credit markets and the ban on naked CDS 1 1 1 22 3 8 13 173
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 1 1 7 1 3 10 28
Term premia: models and some stylised facts 0 0 3 38 7 14 32 219
Testing the conditional CAPM using multivariate GARCH-M 0 0 0 425 2 4 10 924
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 4 7 18 520
The Yield Curve and Macroeconomic Dynamics 0 0 2 8 2 4 10 24
The inflation risk premium in the term structure of interest rates 0 0 0 123 2 3 16 616
Under pressure: market conditions and stress 1 1 3 10 6 9 37 91
Total Journal Articles 3 7 29 2,102 50 97 291 6,316
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 1 6 15 488
Total Books 0 0 1 206 1 6 15 488

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 2 10 34
Determinants of Asia-Pacific government bond yields 0 1 5 20 2 10 28 108
Total Chapters 0 1 5 23 3 12 38 142

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Statistics updated 2026-05-06