Peter

Peter Hördahl

Principal Economist
Monetary and Economic Department, Economics and Financial Markets for Asia and the Pacific

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

Apr 2019

Other authors: Gregory Duffee

BIS Papers   | No 102
Apr 2019

Other authors: Mikhail Chernov and Drew Creal

BIS Papers   | No 102
Sep 2018

Other authors: Benjamin H Cohen and Dora Xia

BIS Quarterly Review   | September 2018
Apr 2017

Other authors: Jacob Gyntelberg, Kristyna Ters and Jörg Urban

BIS Working Papers   | No 631
Aug 2016

Other authors: Jhuvesh Sobrun and Philip Turner

BIS Working Papers   | No 574
Nov 2015

Other authors: Eli M Remolona and Giorgio Valente

BIS Working Papers   | No 527
Sep 2013

Other authors: Jacob Gyntelberg, Kristyna Ters and Jörg Urban

BIS Working Papers   | No 423
Mar 2011

Other authors: Petra Gerlach-Kristen and Richhild Moessner

BIS Quarterly Review   | March 2011
Nov 2010

Other authors: Oreste Tristani

BIS Working Papers   | No 325
Dec 2008

Other authors: Michael R King

BIS Quarterly Review   | December 2008