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~person:"Hördahl, Peter"
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Hördahl, Peter
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1
EME Bond Portfolio Flows and Long-Term
Interest
Rates
during the COVID-19 Pandemic
Hördahl, Peter
;
Shim, Ilhyock
-
2022
rising domestic long-term
interest
rates
. This relationship asserted itself in a particularly stark way during the Covid-19 …
Persistent link: https://www.econbiz.de/10013305600
Saved in:
2
Modelling yields at the lower bound through regime shifts
Hördahl, Peter
;
Tristani, Oreste
-
2019
Persistent link: https://www.econbiz.de/10012131114
Saved in:
3
Modelling yields at the lower bound through regime shifts
Hördahl, Peter
;
Tristani, Oreste
-
2019
We propose a regime-switching approach to deal with the lower bound on nominal
interest
rates
in dynamic term structure …
Persistent link: https://www.econbiz.de/10012107934
Saved in:
4
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
-
2021
Persistent link: https://www.econbiz.de/10012483506
Saved in:
5
The Yield Curve and Macroeconomic Dynamics
Hördahl, Peter
;
Tristani, Oreste
;
Vestin, David
-
2021
-maturity bond yields that are almost as volatile as short-term
interest
rates
. At the same time, we are able to fit sample moments …
Persistent link: https://www.econbiz.de/10013316763
Saved in:
6
Expectations and risk premia at 8:30am : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
-
2017
Persistent link: https://www.econbiz.de/10012201648
Saved in:
7
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
- In:
Journal of international economics
140
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014266396
Saved in:
8
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
Saved in:
9
Expectations and risk premia at 8:30AM : macroeconomic announcements and the yield curve
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
-
2015
Persistent link: https://www.econbiz.de/10011437580
Saved in:
10
Modelling yields at the lower bound through regime shifts
Hördahl, Peter
;
Tristani, Oreste
-
2019
We propose a regime-switching approach to deal with the lower bound on nominal
interest
rates
in dynamic term structure …
Persistent link: https://www.econbiz.de/10012142164
Saved in:
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