Access Statistics for Peter Hördahl

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Working Paper 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 0 356 1 3 8 846
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 262 2 5 17 751
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 134 1 3 14 335
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 0 0 19 1 1 8 41
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 3 15 35 35 8 34 79 79
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 0 0 155 0 0 8 576
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 2 669 0 2 13 2,037
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 2 36 0 2 10 75
Inflation risk premia in the US and the euro area 0 0 0 56 0 0 3 124
Inflation risk premia in the US and the euro area 0 0 0 112 0 1 9 239
Inflation risk premia in the term structure of interest rates 0 0 0 165 0 1 10 378
Inflation risk premia in the term structure of interest rates 0 0 1 49 0 2 11 252
Interpreting implied risk-neutral densities: the role of risk premia 0 1 2 62 1 4 10 212
Intraday dynamics of euro area sovereign CDS and bonds 0 0 0 43 0 1 12 126
Low long-term interest rates as a global phenomenon 0 1 7 74 0 5 24 125
Measuring financial integration in the euro area 1 2 15 24 4 13 55 84
Modelling yields at the lower bound through regime shifts 0 0 3 18 1 1 12 14
Modelling yields at the lower bound through regime shifts 0 0 1 18 3 6 22 27
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 1 1 2 2 3 5 17 17
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 1 0 0 9 9
The impact of the euro on financial markets 0 0 1 265 1 1 7 832
The yield curve and macroeconomic dynamics 0 0 2 249 1 3 16 493
Total Working Papers 5 20 74 2,804 27 93 374 7,672

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 1 1 3 97 1 1 8 222
A joint econometric model of macroeconomic and term-structure dynamics 0 2 16 321 4 12 47 802
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 0 0 0 0 0
Developments in repo markets during the financial turmoil 0 1 1 195 0 5 14 511
Economic determinants of risk premia in the term structure of interest rates 0 0 0 1 0 0 2 17
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements 0 2 7 7 1 3 11 11
Forecasting variance using stochastic volatility and GARCH 1 2 5 336 4 6 15 848
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 72 0 0 7 204
Inflation Risk Premia in the Euro Area and the United States 0 2 9 68 1 6 42 201
Inflation expectations and the great recession 0 0 3 60 0 2 16 247
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 0 2 5 31 104
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 27 0 0 1 116
Price discovery in euro area sovereign credit markets and the ban on naked CDS 0 1 5 14 0 4 29 131
Term premia: models and some stylised facts 0 2 7 20 4 11 40 111
Testing the conditional CAPM using multivariate GARCH-M 0 0 5 420 1 3 16 826
The Yield Curve and Macroeconomic Dynamics 0 0 0 213 1 2 5 470
The inflation risk premium in the term structure of interest rates 0 0 1 114 1 3 16 561
Total Journal Articles 2 13 62 1,965 20 63 300 5,382

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 2 3 0 0 8 14
Determinants of Asia-Pacific government bond yields 0 0 3 7 0 1 9 27
Total Chapters 0 0 5 10 0 1 17 41

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Statistics updated 2021-01-03