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 2 6 31 1 5 19 89
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 268 3 8 12 787
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 136 2 5 9 356
A joint econometric model of macroeconomic and term structure dynamics 0 0 1 360 7 10 14 879
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 0 1 24 1 2 7 69
Debt specialisation and diversification: International evidence 0 2 2 16 2 4 8 38
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 2 3 7 396
Emerging market bond flows and exchange rate returns 0 0 2 13 1 3 7 22
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 0 0 156 1 3 3 591
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 1 671 0 0 6 2,060
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 1 1 40 3 5 9 97
Inflation risk premia in the US and the euro area 0 0 0 57 1 2 3 137
Inflation risk premia in the US and the euro area 0 0 0 114 0 0 1 248
Inflation risk premia in the term structure of interest rates 0 1 2 170 2 3 6 395
Inflation risk premia in the term structure of interest rates 0 1 2 51 2 5 6 270
Interpreting implied risk-neutral densities: the role of risk premia 0 0 0 63 1 1 3 223
Intraday dynamics of euro area sovereign CDS and bonds 0 0 1 49 0 1 5 151
Low long-term interest rates as a global phenomenon 0 0 0 75 0 1 7 164
Measuring financial integration in the euro area 1 1 6 67 2 8 23 258
Modelling yields at the lower bound through regime shifts 0 0 0 19 0 0 1 76
Modelling yields at the lower bound through regime shifts 0 0 1 21 0 0 1 60
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 1 1 8 4 5 8 65
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 1 1 8 42
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 2 2 7 46
The impact of the euro on financial markets 0 0 0 267 4 4 5 855
The term structure of inflation risk premia and macroeconomic dynamics 0 0 0 178 3 5 6 372
The yield curve and macroeconomic dynamics 0 0 0 261 0 1 4 532
Total Working Papers 1 9 28 3,258 45 87 195 9,278

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 4 8 13 913
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 2 0 1 1 7
Developments in repo markets during the financial turmoil 0 1 1 205 0 3 5 554
Economic determinants of risk premia in the term structure of interest rates 0 0 0 1 0 1 1 25
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements 0 0 3 22 0 1 8 53
Forecasting variance using stochastic volatility and GARCH 0 0 2 339 0 2 5 861
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 0 1 6 226
Inflation Risk Premia in the Euro Area and the United States 1 3 13 154 4 11 43 443
Inflation expectations and the great recession 0 0 0 62 0 0 5 264
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 28 0 2 3 126
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 1 1 1 160
Price discovery in euro area sovereign credit markets and the ban on naked CDS 0 0 1 21 1 1 5 162
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 6 1 4 8 22
Term premia: models and some stylised facts 0 1 3 38 0 2 18 199
Testing the conditional CAPM using multivariate GARCH-M 0 0 0 425 0 4 6 919
The Yield Curve and Macroeconomic Dynamics 1 1 2 8 2 2 4 18
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 1 1 3 505
The inflation risk premium in the term structure of interest rates 0 0 2 123 0 3 8 603
Under pressure: market conditions and stress 0 1 3 9 2 13 29 74
Total Journal Articles 2 7 33 2,092 16 61 172 6,134
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 1 5 477
Total Books 0 0 1 206 1 1 5 477

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 2 2 3 26
Determinants of Asia-Pacific government bond yields 1 2 2 17 2 5 11 88
Total Chapters 1 2 2 20 4 7 14 114

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Statistics updated 2025-12-06