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 1 4 29 0 3 14 84
A joint econometric model of macroeconomic and term structure dynamics 0 0 1 360 1 1 5 869
A joint econometric model of macroeconomic and term structure dynamics 0 0 1 268 1 1 6 779
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 136 1 1 4 351
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 1 1 24 0 3 7 67
Debt specialisation and diversification: International evidence 0 0 0 14 1 1 5 34
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 0 1 6 393
Emerging market bond flows and exchange rate returns 0 0 2 13 0 1 6 19
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 0 0 156 0 0 1 588
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 1 671 1 1 7 2,060
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 0 39 2 3 5 92
Inflation risk premia in the US and the euro area 0 0 0 114 1 1 1 248
Inflation risk premia in the US and the euro area 0 0 0 57 0 1 2 135
Inflation risk premia in the term structure of interest rates 0 0 1 169 0 1 4 392
Inflation risk premia in the term structure of interest rates 0 0 1 50 0 0 2 265
Interpreting implied risk-neutral densities: the role of risk premia 0 0 0 63 0 0 2 222
Intraday dynamics of euro area sovereign CDS and bonds 0 1 1 49 1 2 4 150
Low long-term interest rates as a global phenomenon 0 0 0 75 0 2 6 163
Measuring financial integration in the euro area 1 1 6 66 1 3 24 250
Modelling yields at the lower bound through regime shifts 0 1 1 21 0 1 1 60
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 0 0 4 60
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 0 0 19 41
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 2 2 5 44
The impact of the euro on financial markets 0 0 0 267 0 0 1 851
The term structure of inflation risk premia and macroeconomic dynamics 0 0 0 178 1 1 2 367
The yield curve and macroeconomic dynamics 0 0 0 261 3 3 3 531
Total Working Papers 1 5 21 3,249 16 33 147 9,191

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 3 360 2 2 8 905
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 2 0 0 0 6
Developments in repo markets during the financial turmoil 0 0 0 204 0 0 2 551
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 2 4 22 0 2 14 52
Forecasting variance using stochastic volatility and GARCH 2 2 2 339 2 2 3 859
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 1 2 5 225
Inflation Risk Premia in the Euro Area and the United States 0 3 17 151 3 11 47 432
Inflation expectations and the great recession 0 0 0 62 0 0 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 1 6 161
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 6 0 0 5 18
Term premia: models and some stylised facts 0 1 2 37 0 6 19 197
Testing the conditional CAPM using multivariate GARCH-M 0 0 1 425 1 1 3 915
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 1 2 2 504
The Yield Curve and Macroeconomic Dynamics 1 1 1 7 2 2 2 16
The inflation risk premium in the term structure of interest rates 0 0 2 123 0 0 7 600
Under pressure: market conditions and stress 1 1 2 8 1 5 21 61
Total Journal Articles 4 10 36 2,184 13 36 156 6,305

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 0 2 10 476
Total Books 0 0 1 206 0 2 10 476

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 0 2 24
Determinants of Asia-Pacific government bond yields 0 0 0 15 0 2 9 83
Total Chapters 0 0 0 18 0 2 11 107

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05