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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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2
Original sin in corporate finance : new evidence from Asian bond issuers in onshore and offshore markets
Mizen, Paul
;
Packer, Frank
;
Remolona, Eli M.
;
Tsoukas, …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013284897
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3
How do global investors differentiate between sovereign risks? : the new normal versus the old
Amstad, Marlene
;
Remolona, Eli M.
;
Shek, Jimmy
- In:
Journal of international money and finance
66
(
2016
),
pp. 32-48
Persistent link: https://www.econbiz.de/10011668446
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4
The anatomy of sovereign risk contagion
Wu, Eliza
;
Erdem, Magdalena
;
Kalotychou, Elena
; …
- In:
Journal of international money and finance
69
(
2016
),
pp. 264-286
Persistent link: https://www.econbiz.de/10011712035
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5
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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6
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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7
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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8
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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9
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
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10
Hoarding of international reserves: It's a neighbourly day in Asia
Cheung, Yin‐Wong
;
Qian, Xingwang
;
Remolona, Eli
- In:
Pacific Economic Review
24
(
2019
)
2
,
pp. 208-240
Persistent link: https://www.econbiz.de/10012085730
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