Browsing All of EconStor by Author Hördahl, Peter
Showing results 1 to 10 of 10
| Year of Publication | Title | Author(s) |
| 2000 | Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model | Hördahl, Peter |
| 2000 | Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model | Hördahl, Peter |
| 2003 | Interpreting implied risk-neutral densities: the role of risk premia | Hördahl, Peter; Vestin, David |
| 2004 | A joint econometric model of macroeconomic and term structure dynamics | Hördahl, Peter; Tristani, Oreste; Vestin, David |
| 2004 | Measuring financial integration in the euro area | Baele, Lieven; Ferrando, Annalisa; Hördahl, Peter; Krylova, Elizaveta; Monnet, Cyril |
| 2006 | The impact of the euro on financial markets | Cappiello, Lorenzo; Hördahl, Peter; Kadareja, Arjan; Manganelli, Simone |
| 2007 | The yield curve and macroeconomic dynamics | Hördahl, Peter; Tristani, Oreste; Vestin, David |
| 2007 | Inflation risk premia in the term structure of interest rates | Hördahl, Peter; Tristani, Oreste |
| 2010 | Inflation risk premia in the US and the euro area | Hördahl, Peter; Tristani, Oreste |
| 2019 | Modelling yields at the lower bound through regime shifts | Hördahl, Peter; Tristani, Oreste |
