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 1 1 3 32 2 3 17 101
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 0 268 1 1 53 832
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 360 2 2 26 895
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 0 0 24 0 1 20 87
Debt specialisation and diversification: International evidence 0 0 2 16 0 0 14 48
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 1 2 9 402
Emerging market bond flows and exchange rate returns 0 0 1 14 0 3 13 32
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 0 1 157 0 1 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 1 40 0 2 24 116
Inflation risk premia in the US and the euro area 0 0 0 57 0 0 13 148
Inflation risk premia in the US and the euro area 0 0 0 114 0 0 8 256
Inflation risk premia in the term structure of interest rates 0 0 2 171 0 0 16 408
Inflation risk premia in the term structure of interest rates 0 0 3 53 0 0 19 284
Interpreting implied risk-neutral densities: the role of risk premia 0 0 1 64 0 1 8 230
Intraday dynamics of euro area sovereign CDS and bonds 0 0 0 49 0 1 11 161
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 4 6 34 284
Modelling yields at the lower bound through regime shifts 0 0 0 21 0 1 11 71
Modelling yields at the lower bound through regime shifts 0 0 0 19 1 1 14 90
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 0 0 18 78
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 1 2 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 1 1 1 262 1 2 11 542
Total Working Papers 2 2 22 3,271 13 30 459 9,650

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 2 16 248
A joint econometric model of macroeconomic and term-structure dynamics 0 0 1 361 1 1 23 928
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 2 1 3 9 15
Developments in repo markets during the financial turmoil 0 0 2 206 1 1 13 564
Economic determinants of risk premia in the term structure of interest rates 0 0 0 1 0 0 11 35
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements 1 2 5 27 1 5 18 70
Forecasting variance using stochastic volatility and GARCH 0 1 2 341 0 1 11 870
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 2 4 10 235
Inflation Risk Premia in the Euro Area and the United States 0 1 5 156 3 5 24 456
Inflation expectations and the great recession 0 0 1 63 0 1 9 273
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 28 1 1 9 133
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 1 1 13 172
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 2 4 15 33
Term premia: models and some stylised facts 0 0 1 38 0 0 22 219
Testing the conditional CAPM using multivariate GARCH-M 0 1 1 426 2 5 14 929
The Yield Curve and Macroeconomic Dynamics 0 0 1 8 0 0 8 24
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 1 3 20 524
The inflation risk premium in the term structure of interest rates 0 0 0 123 0 1 19 619
Under pressure: market conditions and stress 0 0 2 10 5 9 40 101
Total Journal Articles 1 5 23 2,207 21 47 316 6,621

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 5 20 2 4 30 113
Total Chapters 0 0 5 23 2 4 40 147

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Statistics updated 2026-09-10