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 2 32 0 2 15 101
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 268 3 4 56 835
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 136 0 1 18 369
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 360 1 3 26 896
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 0 0 24 2 3 22 89
Debt specialisation and diversification: International evidence 0 0 0 16 0 0 12 48
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 0 2 9 402
Emerging market bond flows and exchange rate returns 0 0 1 14 0 2 12 32
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 0 1 157 0 0 14 602
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 0 671 0 0 5 2,065
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 0 40 0 1 23 116
Inflation risk premia in the US and the euro area 0 0 0 114 0 0 8 256
Inflation risk premia in the US and the euro area 0 0 0 57 0 0 13 148
Inflation risk premia in the term structure of interest rates 0 0 2 53 1 1 19 285
Inflation risk premia in the term structure of interest rates 0 0 1 171 1 1 16 409
Interpreting implied risk-neutral densities: the role of risk premia 0 0 1 64 0 0 8 230
Intraday dynamics of euro area sovereign CDS and bonds 0 0 0 49 0 1 10 161
Low long-term interest rates as a global phenomenon 0 0 1 76 0 0 10 173
Measuring financial integration in the euro area 0 0 4 70 1 6 33 285
Modelling yields at the lower bound through regime shifts 0 0 0 19 0 1 14 90
Modelling yields at the lower bound through regime shifts 0 0 0 21 0 1 11 71
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 0 8 0 0 17 78
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 0 1 35 76
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 1 15 0 0 16 60
The impact of the euro on financial markets 0 0 0 267 0 0 11 862
The term structure of inflation risk premia and macroeconomic dynamics 0 0 0 178 0 0 11 378
The yield curve and macroeconomic dynamics 0 1 1 262 0 1 11 542
Total Working Papers 0 2 15 3,271 9 31 455 9,659

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 15 248
A joint econometric model of macroeconomic and term-structure dynamics 0 0 1 361 0 1 21 928
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 2 0 3 8 15
Developments in repo markets during the financial turmoil 0 0 2 206 1 2 12 565
Economic determinants of risk premia in the term structure of interest rates 0 0 0 1 1 1 12 36
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements 1 3 6 28 1 6 18 71
Forecasting variance using stochastic volatility and GARCH 0 0 2 341 1 1 12 871
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 0 2 10 235
Inflation Risk Premia in the Euro Area and the United States 0 1 5 156 1 6 24 457
Inflation expectations and the great recession 0 0 1 63 1 2 10 274
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 0 1 13 172
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 1 1 1 29 1 2 10 134
Price discovery in euro area sovereign credit markets and the ban on naked CDS 0 0 1 22 0 0 12 173
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 1 4 13 34
Term premia: models and some stylised facts 0 0 1 38 1 1 23 220
Testing the conditional CAPM using multivariate GARCH-M 0 1 1 426 1 5 15 930
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 0 2 20 524
The Yield Curve and Macroeconomic Dynamics 1 1 2 9 1 1 9 25
The inflation risk premium in the term structure of interest rates 0 0 0 123 0 0 18 619
Under pressure: market conditions and stress 1 1 3 11 1 9 31 102
Total Journal Articles 4 8 27 2,211 12 49 306 6,633

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 1 207 0 0 13 489
Total Books 0 0 1 207 0 0 13 489

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 10 34
Determinants of Asia-Pacific government bond yields 0 0 4 20 1 4 29 114
Total Chapters 0 0 4 23 1 4 39 148

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Statistics updated 2026-10-11