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 15 94
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 136 1 4 12 362
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 360 1 10 22 890
A joint econometric model of macroeconomic and term structure dynamics 0 0 0 268 3 33 46 823
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets 0 0 1 24 2 7 12 76
Debt specialisation and diversification: International evidence 0 0 2 16 0 6 13 45
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic 0 0 0 122 0 2 8 399
Emerging market bond flows and exchange rate returns 1 1 3 14 1 1 8 24
Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model 0 0 1 157 0 7 13 601
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model 0 0 0 671 0 2 6 2,064
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 1 40 4 10 21 110
Inflation risk premia in the US and the euro area 0 0 0 57 1 7 12 146
Inflation risk premia in the US and the euro area 0 0 0 114 0 5 6 253
Inflation risk premia in the term structure of interest rates 1 1 2 52 3 12 17 282
Inflation risk premia in the term structure of interest rates 0 0 1 170 1 6 12 403
Interpreting implied risk-neutral densities: the role of risk premia 0 0 0 63 1 2 4 225
Intraday dynamics of euro area sovereign CDS and bonds 0 0 1 49 1 6 12 159
Low long-term interest rates as a global phenomenon 0 0 0 75 0 4 8 168
Measuring financial integration in the euro area 0 2 4 69 0 10 31 272
Modelling yields at the lower bound through regime shifts 0 0 1 21 0 5 8 67
Modelling yields at the lower bound through regime shifts 0 0 0 19 2 10 11 87
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 2 8 16 75
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 1 15 18 59
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 1 10 18 58
The impact of the euro on financial markets 0 0 0 267 0 2 9 860
The term structure of inflation risk premia and macroeconomic dynamics 0 0 0 178 0 4 12 378
The yield curve and macroeconomic dynamics 0 0 0 261 0 5 9 537
Total Working Papers 2 4 21 3,263 25 197 379 9,517

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 1 1 361 1 6 18 921
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 2 1 5 6 12
Developments in repo markets during the financial turmoil 0 0 1 205 1 1 5 556
Economic determinants of risk premia in the term structure of interest rates 0 0 0 1 1 4 7 31
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements 1 3 6 25 2 9 16 64
Forecasting variance using stochastic volatility and GARCH 0 1 3 340 1 6 11 868
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES 0 0 0 74 0 3 7 229
Inflation Risk Premia in the Euro Area and the United States 0 0 7 154 1 4 32 449
Inflation expectations and the great recession 0 1 1 63 0 5 8 270
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 1 5 6 10 169
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia 0 0 0 28 0 2 5 129
Price discovery in euro area sovereign credit markets and the ban on naked CDS 0 0 0 21 2 7 10 170
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 1 1 2 7 1 5 11 27
Term premia: models and some stylised facts 0 0 3 38 2 9 27 212
Testing the conditional CAPM using multivariate GARCH-M 0 0 0 425 1 3 8 922
The Yield Curve and Macroeconomic Dynamics 0 0 2 8 2 3 8 22
The Yield Curve and Macroeconomic Dynamics 0 0 0 214 1 10 14 516
The inflation risk premium in the term structure of interest rates 0 0 0 123 1 8 14 614
Under pressure: market conditions and stress 0 0 2 9 2 6 31 85
Total Journal Articles 2 7 28 2,099 25 102 248 6,266
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 0 0 1 206 3 8 15 487
Total Books 0 0 1 206 3 8 15 487

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 6 10 33
Determinants of Asia-Pacific government bond yields 0 1 5 20 4 13 26 106
Total Chapters 0 1 5 23 4 19 36 139

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Statistics updated 2026-04-09