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 4 28 1 6 13 81
A joint econometric model of macroeconomic and term structure dynamics 0 0 2 268 1 1 8 778
A joint econometric model of macroeconomic and term structure dynamics 0 0 1 136 0 1 4 350
A joint econometric model of macroeconomic and term structure dynamics 0 1 1 360 0 1 5 868
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 0 0 23 0 1 4 64
Debt specialisation and diversification: International evidence 0 0 0 14 1 1 4 33
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 1 1 7 392
Emerging market bond flows and exchange rate returns 2 2 2 13 2 2 5 18
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 0 0 156 0 0 2 588
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 1 671 0 2 7 2,059
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 0 39 0 0 4 89
Inflation risk premia in the US and the euro area 0 0 0 114 0 0 0 247
Inflation risk premia in the US and the euro area 0 0 0 57 0 0 1 134
Inflation risk premia in the term structure of interest rates 0 0 1 50 0 0 3 265
Inflation risk premia in the term structure of interest rates 0 0 1 169 0 1 3 391
Interpreting implied risk-neutral densities: the role of risk premia 0 0 0 63 0 1 2 222
Intraday dynamics of euro area sovereign CDS and bonds 0 0 0 48 1 1 2 148
Low long-term interest rates as a global phenomenon 0 0 0 75 1 2 4 161
Measuring financial integration in the euro area 0 1 6 65 2 7 27 247
Modelling yields at the lower bound through regime shifts 0 0 0 20 0 0 0 59
Modelling yields at the lower bound through regime shifts 0 0 0 19 0 0 1 76
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 0 7 1 2 4 60
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 0 0 20 41
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 1 14 1 2 4 42
The impact of the euro on financial markets 0 0 0 267 0 0 2 851
The term structure of inflation risk premia and macroeconomic dynamics 0 0 0 178 0 0 1 366
The yield curve and macroeconomic dynamics 0 0 1 261 0 0 4 528
Total Working Papers 2 4 22 3,244 12 32 141 9,158

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 0 0 0 99 0 0 2 232
A joint econometric model of macroeconomic and term-structure dynamics 0 0 5 360 0 0 11 903
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 2 0 0 1 6
Developments in repo markets during the financial turmoil 0 0 1 204 0 1 5 551
Economic determinants of risk premia in the term structure of interest rates 0 0 0 1 0 0 0 24
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements 0 1 4 20 1 3 14 50
Forecasting variance using stochastic volatility and GARCH 0 0 0 337 0 1 1 857
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 1 1 4 223
Inflation Risk Premia in the Euro Area and the United States 1 1 16 148 3 6 45 421
Inflation expectations and the great recession 0 0 0 62 1 3 6 264
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 0 0 3 159
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 28 0 0 1 124
Price discovery in euro area sovereign credit markets and the ban on naked CDS 0 0 1 21 0 0 5 160
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 1 1 6 0 2 7 18
Term premia: models and some stylised facts 1 1 1 36 4 7 20 191
Testing the conditional CAPM using multivariate GARCH-M 0 0 1 425 0 0 2 914
The Yield Curve and Macroeconomic Dynamics 0 0 0 6 0 0 1 14
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 0 0 1 502
The inflation risk premium in the term structure of interest rates 0 0 2 123 0 0 8 600
Under pressure: market conditions and stress 0 0 2 7 2 5 23 56
Total Journal Articles 2 4 34 2,174 12 29 160 6,269

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Understanding asset prices: an overview 1 1 2 206 1 2 11 474
Total Books 1 1 2 206 1 2 11 474

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 1 2 24
Determinants of Asia-Pacific government bond yields 0 0 1 15 1 3 9 81
Total Chapters 0 0 1 18 1 4 11 105

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Statistics updated 2025-06-06