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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
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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
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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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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
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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
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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
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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
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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
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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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Changing Risk Premia: Evidence from a Small Open Economy
Hansson, Björn; Hördahl, Peter - In: The Scandinavian journal of economics 99 (1997) 2, pp. 335-350
Persistent link: https://www.econbiz.de/10007370851