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 5 29 3 4 15 84
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 136 0 0 3 350
A joint econometric model of macroeconomic and term structure dynamics 0 0 1 268 0 1 6 778
A joint econometric model of macroeconomic and term structure dynamics 0 0 1 360 0 0 4 868
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 1 1 1 24 3 3 7 67
Debt specialisation and diversification: International evidence 0 0 0 14 0 1 4 33
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 1 2 6 393
Emerging market bond flows and exchange rate returns 0 2 2 13 0 3 6 19
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 0 0 156 0 0 2 588
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 1 671 0 0 7 2,059
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 0 39 1 1 4 90
Inflation risk premia in the US and the euro area 0 0 0 114 0 0 0 247
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 1 1 1 49 1 2 3 149
Low long-term interest rates as a global phenomenon 0 0 0 75 2 3 6 163
Measuring financial integration in the euro area 0 0 5 65 0 4 24 249
Modelling yields at the lower bound through regime shifts 1 1 1 21 1 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 1 4 60
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 0 0 20 41
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 0 1 3 42
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 0 0 1 366
The yield curve and macroeconomic dynamics 0 0 0 261 0 0 2 528
Total Working Papers 4 6 21 3,248 12 29 140 9,175

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 0 0 6 903
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 3 551
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 1 2 5 22 1 3 15 52
Forecasting variance using stochastic volatility and GARCH 0 0 0 337 0 0 1 857
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 0 2 4 224
Inflation Risk Premia in the Euro Area and the United States 2 4 17 151 5 11 45 429
Inflation expectations and the great recession 0 0 0 62 0 1 6 264
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 28 0 0 1 124
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 0 0 3 159
Price discovery in euro area sovereign credit markets and the ban on naked CDS 0 0 1 21 1 1 6 161
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 6 0 0 6 18
Term premia: models and some stylised facts 0 2 2 37 1 10 22 197
Testing the conditional CAPM using multivariate GARCH-M 0 0 1 425 0 0 2 914
The Yield Curve and Macroeconomic Dynamics 0 0 0 6 0 0 1 14
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 1 1 2 503
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 0 0 1 7 3 6 21 60
Total Journal Articles 3 8 33 2,180 12 35 153 6,292

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 1 2 206 2 3 12 476
Total Books 0 1 2 206 2 3 12 476

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 1 3 9 83
Total Chapters 0 0 0 18 1 3 11 107

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Statistics updated 2025-08-05