Peter Hördahl - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2008 | 2007 | 2006 | 2004

Title Other author(s)

Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets

Bank for International Settlements Working papers [View] (Paper: 631, 26.04.2017)

JEL: G12, G14, G15

Low long-term interest rates as a global phenomenon

Bank for International Settlements Working papers [View] (Paper: 574, 04.08.2016)

JEL: E43, E52, F41, F65, G15

Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve

Bank for International Settlements Working papers [View] (Paper: 527, 17.11.2015)

JEL: E0, E4, G0, G01

Inflation Risk Premia in the Euro Area and the United States

IJCB International Journal of Central Banking [View] (Paper: 14q3a1, 29.08.2014)

JEL: E43, E44

Intraday dynamics of euro area sovereign CDS and bonds

Bank for International Settlements Working papers [View] (Paper: 423, 05.09.2013)

Inflation expectations and the great recession

Bank for International Settlements Quarterly Review [View] (Paper: 1103f, 14.03.2011)

Inflation risk premia in the US and the euro area,

European Central Bank Working papers [View] (Paper: 1270, 01.12.2010)

Inflation risk premia in the US and the euro area

Bank for International Settlements Working papers [View] (Paper: 325, 19.11.2010)

Developments in repo markets during the financial turmoil

Bank for International Settlements Quarterly Review [View] (Paper: 0812e, 08.12.2008)

The inflation risk premium in the term structure of interest rates

Bank for International Settlements Quarterly Review [View] (Paper: 0809e, 01.09.2008)

JEL: E43, E44

The yield curve and macroeconomic dynamics

European Central Bank Working papers [View] (Paper: 0832, 01.12.2007)

Inflation risk premia in the term structure of interest rates

Bank for International Settlements Working papers [View] (Paper: 228, 24.06.2007)

JEL: E43, E44

Inflation risk premia in the term structure of interest rates

European Central Bank Working papers [View] (Paper: 0734, 23.02.2007)

The impact of the euro on financial markets

European Central Bank Working papers [View] (Paper: 0598, 24.03.2006)

JEL: C22, E43, E44, F36, G12

A joint econometric model of macroeconomic and term structure dynamics

European Central Bank Working papers [View] (Paper: 0405, 07.11.2004)

JEL: E43, E44, E47

Measuring financial integration in the euro area

European Central Bank Occasional papers [View] (Paper: 014, 01.05.2004)

Interpreting implied risk-neutral densities: the role of risk premia

European Central Bank Working papers [View] (Paper: 0274, 13.04.2004)

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2008 | 2007 | 2006 | 2004