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INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES
Hördahl, Peter; Tristani, Oreste - In: Journal of the European Economic Association 10 (2012) 3, pp. 634-657
Persistent link: https://www.econbiz.de/10011035465
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Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia
Hördahl, Peter; Vestin, David - In: Review of Finance 9 (2005) 1, pp. 97-137
Persistent link: https://www.econbiz.de/10005716042
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Price discovery in euro area sovereign credit markets and the ban on naked CDS
Gyntelberg, Jacob; Hördahl, Peter; Ters, Kristyna; … - In: Journal of banking & finance 96 (2018), pp. 106-125
Persistent link: https://www.econbiz.de/10011967185
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Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail; Creal, Drew; Hördahl, Peter - 2020
Persistent link: https://www.econbiz.de/10012243589
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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
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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