Peter Hördahl

Peter Hördahl

Principal Economist
CGFS - Committee on the Global Financial System

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.

Fields of interest

  • Financial markets

13 items
Jan 2023

by Drew Creal, Mikhail Chernov and Peter Hördahl

in Journal of International Economics
2022

by Giorgio Valente and Peter Hördahl

in SUERF Policy Briefs
2018

by Jacob Gyntelberg, Jörg Urban, Kristyna Ters and Peter Hördahl

in Journal of Banking & Finance
2016

by Eli M Remolona, Giorgio Valente and Peter Hördahl

in Journal of Business & Economic Statistics
2014

by O Tristani and Peter Hördahl

in International Journal of Central Banking
2012

by O Tristani and Peter Hördahl

in Journal of the European Economic Association
2008

by D Vestin, O Tristani and Peter Hördahl

in Economic Journal
2006

by D Vestin, O Tristani and Peter Hördahl

in Journal of Econometrics
2005

by B Hansson and Peter Hördahl

in European Journal of Finance
2005

by D Vestin and Peter Hördahl

in Review of Finance