Peter

Peter Hördahl

Principal Economist
Monetary and Economic Department, Financial Markets

Peter joined the BIS in 2006. His current research agenda is focused on empirical asset pricing, in particular on issues related to the term structure of interest rates, such as macroeconomic determinants of bond yield and term premia dynamics. Other research interests include sovereign credit risk and the extraction of information on market expectations from asset prices. Prior to joining the BIS, Peter worked at the ECB, where he spent two years in Directorate Monetary Policy and five years in Directorate General Research. He also worked for two years at Sveriges Riksbank. Peter received a PhD in economics from Lund University.

Fields of interest

  • Financial markets

Date BIS research papers
Sep 2013

Intraday dynamics of euro area sovereign CDS and bonds

Working Papers No 423

Other authors: Jacob Gyntelberg, Kristyna Ters and Jörg Urban

Mar 2011

Inflation expectations and the great recession

BIS Quarterly Review March 2011

Other authors: Petra Gerlach-Kristen and Richhild Moessner

Nov 2010

Inflation risk premia in the US and the euro area

Working Papers No 325

Other authors: Oreste Tristani

Dec 2008

Developments in repo markets during the financial turmoil

BIS Quarterly Review December 2008

Other authors: Michael R King

Sep 2008

The inflation risk premium in the term structure of interest rates

BIS Quarterly Review September 2008

May 2007

Inflation risk premia in the term structure of interest rates

Working Papers No 228

Other authors: Oreste Tristani