Narrow search
Showing 1 - 10 of 87
Cover Image
The inflation risk premium in the term structure of interest rates
Hördahl, Peter - In: BIS quarterly review : international banking and … (2008), pp. 23-38
Persistent link: https://www.econbiz.de/10003756826
Cover Image
Empirical evidence of biases in the black-scholes option pricing formula : a transactions data analysis of Swedish OMX-index call and put options
Hansson, Björn A.; Hördahl, Peter; Nordén, Lars - 1995
Persistent link: https://www.econbiz.de/10000921597
Cover Image
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.; Hördahl, Peter - 1998
Persistent link: https://www.econbiz.de/10000981021
Cover Image
Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter; Nordén, Lars - 1996
Persistent link: https://www.econbiz.de/10000932356
Cover Image
Testing the conditional CAPM using multivariate GARCH-M
Hansson, Björn; Hördahl, Peter - In: Applied financial economics 8 (1998) 4, pp. 377-388
Persistent link: https://www.econbiz.de/10001363511
Cover Image
Option prices and market expectations
Aguilar, Javiera; Hördahl, Peter - In: Quarterly review / Central Bank of Sweden (1999) 1, pp. 43-70
Persistent link: https://www.econbiz.de/10001370634
Cover Image
Exchange rates and currency options as EMU indicators
Aguilar, Javiera - In: Quarterly review / Central Bank of Sweden (1998), pp. 58-81
Persistent link: https://www.econbiz.de/10001249001
Cover Image
Stock returns and conditional volatility : an empirical investigation of the Swedish stock market
Hansson, Björn A.; Hördahl, Peter - 1994 - Preliminary version
Persistent link: https://www.econbiz.de/10000889012
Cover Image
Changing risk premia : evidence from a small open economy
Hansson, Björn A. - In: The Scandinavian journal of economics 99 (1997) 2, pp. 335-350
Persistent link: https://www.econbiz.de/10001221444