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. Before that, he also worked at Sveriges Riksbank.
