Peter Hördahl
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Bank for International Settlements (BIS)
Research profile
author of:
- EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic (RePEc:bis:bisblt:18)
by Peter Hördahl & Ilhyock Shim - "Front-loading" monetary tightening: pros and cons (RePEc:bis:bisblt:63)
by Paolo Cavallino & Giulio Cornelli & Peter Hördahl & Egon Zakrajsek - Determinants of Asia-Pacific government bond yields (RePEc:bis:bisbpc:102-05)
by Mikhail Chernov & Drew Creal & Peter Hördahl - Corporate bond use in Asia and the United States (RePEc:bis:bisbpc:102-13)
by Greg Duffee & Peter Hördahl - Understanding asset prices: an overview (RePEc:bis:bisbps:34)
by Peter Hördahl & Frank Packer - The inflation risk premium in the term structure of interest rates (RePEc:bis:bisqtr:0809e)
by Peter Hördahl - Developments in repo markets during the financial turmoil (RePEc:bis:bisqtr:0812e)
by Peter Hördahl & Michael R King - Inflation expectations and the great recession (RePEc:bis:bisqtr:1103f)
by Petra Gerlach & Peter Hördahl & Richhild Moessner - Term premia: models and some stylised facts (RePEc:bis:bisqtr:1809h)
by Benjamin H Cohen & Peter Hördahl & Dora Xia - Under pressure: market conditions and stress (RePEc:bis:bisqtr:2209c)
by Iñaki Aldasoro & Peter Hördahl & Sonya Zhu - Emerging market bond flows and exchange rate returns (RePEc:bis:biswps:1042)
by Peter Hördahl & Giorgio Valente - Inflation risk premia in the term structure of interest rates (RePEc:bis:biswps:228)
by Peter Hoerdahl & Oreste Tristani - Inflation risk premia in the US and the euro area (RePEc:bis:biswps:325)
by Peter Hördahl & Oreste Tristani - Intraday dynamics of euro area sovereign CDS and bonds (RePEc:bis:biswps:423)
by Jacob Gyntelberg & Peter Hördahl & Kristyna Ters & Jörg Urban - Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve (RePEc:bis:biswps:527)
by Peter Hördahl & Eli M Remolona & Giorgio Valente - Low long-term interest rates as a global phenomenon (RePEc:bis:biswps:574)
by Peter Hördahl & Jhuvesh Sobrun & Philip Turner - Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets (RePEc:bis:biswps:631)
by Jacob Gyntelberg & Peter Hördahl & Kristyna Ters & Jörg Urban - Modelling yields at the lower bound through regime shifts (RePEc:bis:biswps:813)
by Peter Hördahl & Oreste Tristani - Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds (RePEc:bis:biswps:918)
by Mikhail Chernov & Drew Creal & Peter Hördahl - Debt specialisation and diversification: International evidence (RePEc:bis:biswps:928)
by Gregory Duffee & Peter Hördahl - Inflation Risk Premia In The Term Structure Of Interest Rates (RePEc:bla:jeurec:v:10:y:2012:i:3:p:634-657)
by Peter Hördahl & Oreste Tristani - Changing Risk Premia: Evidence from a Small Open Economy (RePEc:bla:scandj:v:99:y:1997:i:2:p:335-350)
by Björn Hansson & Peter Hördahl - Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds (RePEc:cpr:ceprdp:14986)
by Chernov, Mikhail & Creal, Drew & Hördahl, Peter - Measuring financial integration in the euro area (RePEc:ecb:ecbops:200414)
by Baele, Lieven & Ferrando, Annalisa & Hördahl, Peter & Krylova, Elizaveta & Monnet, Cyril - Economic determinants of risk premia in the term structure of interest rates (RePEc:ecb:ecbrbu:2005:0003:1)
by Peter Hördahl & Oreste Tristani & David Vestin - Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model (RePEc:ecb:ecbwps:200016)
by Hördahl, Peter - Interpreting implied risk-neutral densities: the role of risk premia (RePEc:ecb:ecbwps:2003274)
by Vestin, David & Hördahl, Peter - A joint econometric model of macroeconomic and term structure dynamics (RePEc:ecb:ecbwps:2004405)
by Tristani, Oreste & Vestin, David & Hördahl, Peter - The impact of the euro on financial markets (RePEc:ecb:ecbwps:2006598)
by Cappiello, Lorenzo & Manganelli, Simone & Hördahl, Peter & Kadareja, Arjan - Inflation risk premia in the term structure of interest rates (RePEc:ecb:ecbwps:2007734)
by Hördahl, Peter & Tristani, Oreste - The yield curve and macroeconomic dynamics (RePEc:ecb:ecbwps:2007832)
by Hördahl, Peter & Tristani, Oreste & Vestin, David - Inflation risk premia in the US and the euro area (RePEc:ecb:ecbwps:20101270)
by Tristani, Oreste & Hördahl, Peter - Modelling yields at the lower bound through regime shifts (RePEc:ecb:ecbwps:20192320)
by Hördahl, Peter & Tristani, Oreste - The Yield Curve and Macroeconomic Dynamics (RePEc:ecj:econjl:v:118:y:2008:i:533:p:1937-1970)
by Peter Hördahl & Oreste Tristani & David Vestin - A joint econometric model of macroeconomic and term structure dynamics (RePEc:ecm:nasm04:379)
by Peter Hoerdahl & Oreste Tristani - A joint econometric model of macroeconomic and term-structure dynamics (RePEc:eee:econom:v:131:y:2006:i:1-2:p:405-444)
by Hordahl, Peter & Tristani, Oreste & Vestin, David - Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds (RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001246)
by Chernov, Mikhail & Creal, Drew & Hördahl, Peter - Price discovery in euro area sovereign credit markets and the ban on naked CDS (RePEc:eee:jbfina:v:96:y:2018:i:c:p:106-125)
by Gyntelberg, Jacob & Hördahl, Peter & Ters, Kristyna & Urban, Jörg - A joint econometric model of macroeconomic and term structure (RePEc:fip:fedfpr:y:2003:i:mar:x:5)
by Peter Hordahl & Oreste Tristani & David Vestin - Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model (RePEc:hhs:rbnkwp:0111)
by Hördahl, Peter - Inflation Risk Premia in the Euro Area and the United States (RePEc:ijc:ijcjou:y:2014:q:3:a:1)
by Peter Hördahl & Oreste Tristani - Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia (RePEc:kap:eurfin:v:9:y:2005:i:1:p:97-137)
by Peter Hördahl & David Vestin - A joint econometric model of macroeconomic and term structure dynamics (RePEc:mmf:mmfc03:48)
by Peter Hordahl & Oreste Tristani & David Vestin - Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds (RePEc:nbr:nberwo:27500)
by Mikhail Chernov & Drew D. Creal & Peter Hördahl - Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia (RePEc:oup:revfin:v:9:y:2005:i:1:p:97-137.)
by Peter Hördahl & David Vestin - The term structure of inflation risk premia and macroeconomic dynamics (RePEc:sce:scecfa:203)
by Peter Hördahl & Oreste Tristani & David Vestin - Unknown item RePEc:taf:apfiec:v:8:y:1998:i:4:p:377-388 (article)
- Forecasting variance using stochastic volatility and GARCH (RePEc:taf:eurjfi:v:11:y:2005:i:1:p:33-57)
by Bjorn Hansson & Peter Hordahl - Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements (RePEc:taf:jnlbes:v:38:y:2020:i:1:p:27-42)
by Peter Hördahl & Eli M. Remolona & Giorgio Valente - The Yield Curve and Macroeconomic Dynamics (RePEc:wly:econjl:v:118:y:2008:i:533:p:1937-1970)
by Peter Hördahl & Oreste Tristani & David Vestin