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Peter Hördahl
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Measuring financial integration in the euro area
L Baele, A Ferrando, P Hördahl, E Krylova, C Monnet
ECB occasional paper, 2004
10182004
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
6072006
Measuring European financial integration
L Baele, A Ferrando, P Hördahl, E Krylova, C Monnet
Oxford review of economic policy 20 (4), 509-530, 2004
3272004
Developments in repo markets during the financial turmoil
P Hördahl, MR King
BIS Quarterly, December, 2008
2822008
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
1442008
Central banks' response to Covid-19 in advanced economies
P Cavallino, F De Fiore
Bank for International Settlements (BIS), 2020
1292020
The impact of the euro on financial markets
L Cappiello, P Hördahl, A Kadareja, S Manganelli
ECB working paper, 2006
1082006
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
992018
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
931998
Term premia: models and some stylised facts
BH Cohen, P Hördahl, FD Xia
BIS Quarterly Review September, 2018
682018
Low long-term interest rates as a global phenomenon
P Hördahl, J Sobrun, P Turner
BIS Working paper, 2016
552016
Inflation risk premia in the US and the euro area
P Hördahl, O Tristani
ECB Working Paper, 2010
442010
EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic
P Hördahl, I Shim
BIS Bulletin, 2020
422020
Understanding asset prices: an overview
P Hordahl, F Packer
Bank for International Settlements, Monetary and Economic Department, 2007
412007
Inflation expectations and the great recession
P Gerlach, P Hördahl, R Moessner
BIS Quarterly Review, March, 2011
342011
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
302017
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
292018
Understanding asset prices: an overview
F Packer
Bank for International Settlements, 2007
292007
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