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 3 31 0 4 17 98
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 136 1 7 18 368
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 360 0 4 25 893
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 268 2 11 53 831
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 0 1 24 3 12 22 86
Debt specialisation and diversification: International evidence 0 0 2 16 2 3 15 48
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 0 1 8 400
Emerging market bond flows and exchange rate returns 0 1 1 14 2 6 11 29
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 0 1 157 0 0 13 601
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 0 671 0 1 6 2,065
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 1 40 0 8 25 114
Inflation risk premia in the US and the euro area 0 0 0 114 2 3 9 256
Inflation risk premia in the US and the euro area 0 0 0 57 1 3 14 148
Inflation risk premia in the term structure of interest rates 0 2 3 53 0 5 19 284
Inflation risk premia in the term structure of interest rates 1 1 2 171 2 6 17 408
Interpreting implied risk-neutral densities: the role of risk premia 0 1 1 64 1 5 7 229
Intraday dynamics of euro area sovereign CDS and bonds 0 0 1 49 1 2 12 160
Low long-term interest rates as a global phenomenon 0 1 1 76 4 5 12 173
Measuring financial integration in the euro area 1 1 5 70 3 6 31 278
Modelling yields at the lower bound through regime shifts 0 0 1 21 1 3 11 70
Modelling yields at the lower bound through regime shifts 0 0 0 19 0 4 13 89
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 0 5 18 78
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 0 16 33 74
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 1 1 1 15 2 3 18 60
The impact of the euro on financial markets 0 0 0 267 0 2 11 862
The term structure of inflation risk premia and macroeconomic dynamics 0 0 0 178 0 0 12 378
The yield curve and macroeconomic dynamics 0 0 0 261 1 3 12 540
Total Working Papers 3 8 25 3,269 28 128 462 9,620

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 dynamics 0 0 1 361 0 7 24 927
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 2 0 1 6 12
Developments in repo markets during the financial turmoil 1 1 2 206 3 8 12 563
Economic determinants of risk premia in the term structure of interest rates 0 0 0 1 0 5 11 35
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements 0 1 5 25 0 3 15 65
Forecasting variance using stochastic volatility and GARCH 0 0 3 340 0 2 12 869
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 1 2 8 231
Inflation Risk Premia in the Euro Area and the United States 0 1 7 155 1 3 30 451
Inflation expectations and the great recession 0 0 1 63 0 2 8 272
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 28 1 3 8 132
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 1 7 12 171
Price discovery in euro area sovereign credit markets and the ban on naked CDS 0 1 1 22 0 5 13 173
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 1 1 7 1 3 11 29
Term premia: models and some stylised facts 0 0 2 38 0 9 28 219
Testing the conditional CAPM using multivariate GARCH-M 0 0 0 425 0 3 10 924
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 1 6 19 521
The Yield Curve and Macroeconomic Dynamics 0 0 2 8 0 4 10 24
The inflation risk premium in the term structure of interest rates 0 0 0 123 2 5 18 618
Under pressure: market conditions and stress 0 1 3 10 1 9 36 92
Total Journal Articles 1 6 28 2,103 12 87 291 6,328
1 registered items for which data could not be found

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 1 207 1 5 15 489
Total Books 1 1 1 207 1 5 15 489

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 1 10 34
Determinants of Asia-Pacific government bond yields 0 0 5 20 1 7 28 109
Total Chapters 0 0 5 23 1 8 38 143

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Statistics updated 2026-06-04