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Hördahl, Peter
19
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8
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4
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BIS quarterly review : international banking and financial market developments
9
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4
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2
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2
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2
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OLC EcoSci
ECONIS (ZBW)
159
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1
A joint econometric model of macroeconomic and term-structure dynamics
Hördahl, Peter
;
Tristani, Oreste
;
Vestin, David
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 405-444
Persistent link: https://www.econbiz.de/10006747787
Saved in:
2
The Yield Curve and Macroeconomic Dynamics
Hördahl, Peter
;
Tristani, Oreste
;
Vestin, David
- In:
The economic journal : the journal of the Royal …
118
(
2008
)
533
,
pp. 1937-1970
Persistent link: https://www.econbiz.de/10008135022
Saved in:
3
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/10009951710
Saved in:
4
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn
;
Hördahl, Peter
- In:
The European journal of finance
11
(
2005
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10005923437
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5
Portfolio choice and currency risk inside and outside the EMU, Giorgio de Santis, Bruno Gerard and Pierre Hillion : Comment
Hördahl, Peter
- In:
Swedish economic policy review
6
(
1999
)
1
,
pp. 117-121
Persistent link: https://www.econbiz.de/10006095569
Saved in:
6
Comment on Giorgio De Santis, Bruno Gerard and Pierre Hillion: Portfolio choice and currency risk inside and outside the EMU
Hördahl, Peter
- In:
Swedish economic policy review
6
(
1999
)
1
,
pp. 117-121
Persistent link: https://www.econbiz.de/10006095884
Saved in:
7
Portfolio choice and currency risk inside and outside the EMU
DeSantis, Giorgio
;
Gerard, Bruno
;
Hillion, Pierre
; …
- In:
Swedish economic policy review
6
(
1999
)
1
,
pp. 87-116
Persistent link: https://www.econbiz.de/10006095885
Saved in:
8
Giorgio de Santis, Bruno Gerard and Pierre Hillion : Portfolio choice and currency risk inside and outside the EMU ; Comment
Hördahl, Peter
- In:
Swedish economic policy review
6
(
1999
)
1
,
pp. 117-121
Persistent link: https://www.econbiz.de/10006096010
Saved in:
9
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia
Hördahl, Peter
;
Vestin, David
- In:
Review of finance : journal of the European Finance …
9
(
2005
)
1
,
pp. 97
Persistent link: https://www.econbiz.de/10006017523
Saved in:
10
Measuring European Financial Integration
Baele, Lieven
;
Ferrando, Annalisa
;
Hördahl, Peter
; …
- In:
Oxford review of economic policy
20
(
2013
)
4
,
pp. 509-508
Persistent link: https://www.econbiz.de/10010112637
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