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 2 5 19 94
A joint econometric model of macroeconomic and term structure dynamics 0 0 1 360 4 10 22 889
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 268 11 33 43 820
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 136 0 5 12 361
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 0 1 24 2 5 11 74
Debt specialisation and diversification: International evidence 0 0 2 16 1 7 13 45
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 0 3 8 399
Emerging market bond flows and exchange rate returns 0 0 2 13 0 1 7 23
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 1 1 157 1 10 13 601
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 0 671 0 4 7 2,064
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 1 40 2 9 17 106
Inflation risk premia in the US and the euro area 0 0 0 114 1 5 6 253
Inflation risk premia in the US and the euro area 0 0 0 57 1 8 11 145
Inflation risk premia in the term structure of interest rates 0 0 1 170 2 7 12 402
Inflation risk premia in the term structure of interest rates 0 0 1 51 1 9 14 279
Interpreting implied risk-neutral densities: the role of risk premia 0 0 0 63 0 1 3 224
Intraday dynamics of euro area sovereign CDS and bonds 0 0 1 49 0 7 11 158
Low long-term interest rates as a global phenomenon 0 0 0 75 3 4 9 168
Measuring financial integration in the euro area 1 2 5 69 2 14 32 272
Modelling yields at the lower bound through regime shifts 0 0 0 19 0 9 9 85
Modelling yields at the lower bound through regime shifts 0 0 1 21 1 7 8 67
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 1 8 15 73
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 5 16 17 58
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 3 11 17 57
The impact of the euro on financial markets 0 0 0 267 1 5 9 860
The term structure of inflation risk premia and macroeconomic dynamics 0 0 0 178 3 6 12 378
The yield curve and macroeconomic dynamics 0 0 0 261 0 5 9 537
Total Working Papers 1 3 21 3,261 47 214 366 9,492

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 1 1 361 0 7 17 920
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 2 2 4 5 11
Developments in repo markets during the financial turmoil 0 0 1 205 0 1 5 555
Economic determinants of risk premia in the term structure of interest rates 0 0 0 1 0 5 6 30
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements 0 2 5 24 1 9 15 62
Forecasting variance using stochastic volatility and GARCH 1 1 3 340 2 6 11 867
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 0 3 7 229
Inflation Risk Premia in the Euro Area and the United States 0 0 7 154 2 5 33 448
Inflation expectations and the great recession 1 1 1 63 1 6 9 270
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 0 4 5 164
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 28 1 3 5 129
Price discovery in euro area sovereign credit markets and the ban on naked CDS 0 0 0 21 3 6 8 168
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 6 1 4 10 26
Term premia: models and some stylised facts 0 0 3 38 5 11 26 210
Testing the conditional CAPM using multivariate GARCH-M 0 0 0 425 1 2 7 921
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 2 10 13 515
The Yield Curve and Macroeconomic Dynamics 0 0 2 8 0 2 6 20
The inflation risk premium in the term structure of interest rates 0 0 0 123 0 10 13 613
Under pressure: market conditions and stress 0 0 2 9 1 9 32 83
Total Journal Articles 2 5 26 2,097 22 107 233 6,241
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 7 12 484
Total Books 0 0 1 206 2 7 12 484

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 7 10 33
Determinants of Asia-Pacific government bond yields 1 3 5 20 4 14 24 102
Total Chapters 1 3 5 23 5 21 34 135

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Statistics updated 2026-03-04