Peter Hördahl - Central Bank Research Hub

Papers by year: All | 2011 | 2010 | 2008 | 2007 | 2006 | 2004

Title Other author(s)

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 | 2011 | 2010 | 2008 | 2007 | 2006 | 2004