Measuring financial integration in the euro area L Baele, A Ferrando, P Hördahl, E Krylova, C Monnet ECB occasional paper, 2004 | 1018 | 2004 |
A joint econometric model of macroeconomic and term-structure dynamics P Hördahl, O Tristani, D Vestin Journal of Econometrics 131 (1-2), 405-444, 2006 | 607 | 2006 |
Measuring European financial integration L Baele, A Ferrando, P Hördahl, E Krylova, C Monnet Oxford review of economic policy 20 (4), 509-530, 2004 | 327 | 2004 |
Developments in repo markets during the financial turmoil P Hördahl, MR King BIS Quarterly, December, 2008 | 282 | 2008 |
Inflation risk premia in the term structure of interest rates P Hördahl, O Tristani Journal of the European Economic Association 10 (3), 634-657, 2012 | 209* | 2012 |
The yield curve and macroeconomic dynamics P Hördahl, O Tristani, D Vestin The Economic Journal 118 (533), 1937-1970, 2008 | 144 | 2008 |
Central banks' response to Covid-19 in advanced economies P Cavallino, F De Fiore Bank for International Settlements (BIS), 2020 | 129 | 2020 |
The impact of the euro on financial markets L Cappiello, P Hördahl, A Kadareja, S Manganelli ECB working paper, 2006 | 108 | 2006 |
Inflation risk premia in the euro area and the United States P Hördahl, O Tristani 36th issue (September 2014) of the International Journal of Central Banking, 2018 | 99 | 2018 |
Intraday dynamics of euro area sovereign CDS and bonds J Gyntelberg, P Hördahl, K Ters, J Urban BIS working paper, 2013 | 99* | 2013 |
Testing the conditional CAPM using multivariate GARCH-M B Hansson, P Hordahl Applied Financial Economics 8 (4), 377-388, 1998 | 93 | 1998 |
Term premia: models and some stylised facts BH Cohen, P Hördahl, FD Xia BIS Quarterly Review September, 2018 | 68 | 2018 |
Low long-term interest rates as a global phenomenon P Hördahl, J Sobrun, P Turner BIS Working paper, 2016 | 55 | 2016 |
Inflation risk premia in the US and the euro area P Hördahl, O Tristani ECB Working Paper, 2010 | 44 | 2010 |
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic P Hördahl, I Shim BIS Bulletin, 2020 | 42 | 2020 |
Understanding asset prices: an overview P Hordahl, F Packer Bank for International Settlements, Monetary and Economic Department, 2007 | 41 | 2007 |
Inflation expectations and the great recession P Gerlach, P Hördahl, R Moessner BIS Quarterly Review, March, 2011 | 34 | 2011 |
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets J Gyntelberg, P Hördahl, K Ters, J Urban BIS working paper, 2017 | 30 | 2017 |
Price discovery in euro area sovereign credit markets and the ban on naked CDS J Gyntelberg, P Hördahl, K Ters, J Urban Journal of Banking & Finance 96, 106-125, 2018 | 29 | 2018 |
Understanding asset prices: an overview F Packer Bank for International Settlements, 2007 | 29 | 2007 |