12
H index
13
i10 index
975
Citations
Bank for International Settlements (BIS) | 12 H index 13 i10 index 975 Citations RESEARCH PRODUCTION: 17 Articles 21 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Hördahl. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
BIS Quarterly Review | 4 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Paper Series / European Central Bank | 8 |
BIS Working Papers / Bank for International Settlements | 7 |
Year | Title of citing document |
---|---|
2020 | Government Bond Market Integration in ASEAN Countries. (2020). Zhuo, Juanjuan ; Kumamoto, Masao. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:289-312. Full description at Econpapers || Download paper |
2021 | A Non-Knotty Inflation Risk Premium Model. (2021). Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:543. Full description at Econpapers || Download paper |
2020 | Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_578_20. Full description at Econpapers || Download paper |
2020 | The fiscal response to the Covid-19 crisis in advanced and emerging market economies. (2020). Moessner, Richhild ; Cheng, Gong ; Arslan, Yavuz ; Alberola-Ila, Enrique. In: BIS Bulletins. RePEc:bis:bisblt:23. Full description at Econpapers || Download paper |
2020 | International dimensions of EME corporate debt. (2020). von Peter, Goetz ; McGuire, Patrick ; Avdjiev, Stefan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2006b. Full description at Econpapers || Download paper |
2020 | What share for gold? On the interaction of gold and foreign exchange reserve returns. (2020). Zulaica, Omar. In: BIS Working Papers. RePEc:bis:biswps:906. Full description at Econpapers || Download paper |
2020 | Bank intermediation activity in a lowâ€interestâ€rate environment. (2020). Gambacorta, Leonardo ; Brei, Michael ; Borio, Claudio. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12164. Full description at Econpapers || Download paper |
2020 | The Single Supervisory Mechanism and its implications for the profitability of European Banks. (2020). Louri, Helen ; Dendramis, Yiannis ; Avgeri, Ioanna. In: Working Papers. RePEc:bog:wpaper:284. Full description at Econpapers || Download paper |
2020 | On the inflation risks embedded in sovereign bond yields. (2020). Camba-Mendez, Gonzalo. In: Working Paper Series. RePEc:ecb:ecbwps:20202423. Full description at Econpapers || Download paper |
2020 | The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476. Full description at Econpapers || Download paper |
2021 | Equity premium and monetary policy in a model with limited asset market participation. (2021). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:430-440. Full description at Econpapers || Download paper |
2020 | Holidays, weekends and range-based volatility. (2020). Pardo, Angel ; Diaz-Mendoza, Ana-Carmen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303110. Full description at Econpapers || Download paper |
2020 | Financial integration in Europe through the lens of composite indicators. (2020). Kremer, Manfred ; Zaharia, Sonia ; Hoffmann, Peter. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302226. Full description at Econpapers || Download paper |
2020 | Close encounters of the European kind: Economic integration, sectoral heterogeneity and structural reforms. (2020). Sturm, Jan-Egbert ; Campos, Nauro ; Eichenauer, Vera Z. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301422. Full description at Econpapers || Download paper |
2020 | Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530. Full description at Econpapers || Download paper |
2020 | Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model. (2020). Urban, Jorg ; Ters, Kristyna. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119300084. Full description at Econpapers || Download paper |
2020 | Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012. Full description at Econpapers || Download paper |
2020 | How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300285. Full description at Econpapers || Download paper |
2020 | The (un)intended effects of government bailouts: The impact of TARP on the interbank market and bank risk-taking. (2020). Wang, Weichao ; Behr, Patrick. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s037842662030087x. Full description at Econpapers || Download paper |
2020 | The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries. (2020). Brůna, Karel ; van Tran, Quang ; Bruna, Karel . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:384-402. Full description at Econpapers || Download paper |
2021 | The reinvestment risk premium in the valuation of British and Russian government bonds. (2021). Rodina, Victoria A ; Teplova, Tamara V. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531919307718. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?. (2020). Priebsch, Marcel A ; Kim, Don H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-61. Full description at Econpapers || Download paper |
2020 | Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Gourio, Francois ; Ngo, Phuong. In: Working Paper Series. RePEc:fip:fedhwp:87504. Full description at Econpapers || Download paper |
2020 | How Economic Crises Affect Inflation Beliefs: Evidence from the COVID-19 Pandemic. (2020). van der Klaauw, Wilbert ; topa, giorgio ; Pomerantz, Rachel ; armantier, olivier ; Smith, Kyle ; Skandalis, Daphne ; Koar, Gizem. In: Staff Reports. RePEc:fip:fednsr:89120. Full description at Econpapers || Download paper |
2021 | Real and Nominal Equilibrium Yield Curves. (2021). Rica, E ; Hsu, Alex ; Palomino, Francisco. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1138-1158. Full description at Econpapers || Download paper |
2020 | Euro Area Monetary Communications: Excess Sensitivity and Perception Shocks. (2020). Mikaliunaite, Ieva ; Jouvanceau, Valentin. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:79. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis.. (2020). Politsidis, Panagiotis ; Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:102846. Full description at Econpapers || Download paper |
2020 | Term premium and rate expectation estimates from the South African yield curve. (2020). Steenkamp, Daan ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:9998. Full description at Econpapers || Download paper |
2020 | Financial Market and Capital Flow Dynamics During the COVID-19 Pandemic. (2020). Beirne, John ; Volz, Ulrich ; Sugandi, Eric Alexander ; Renzhi, Nuobu. In: ADBI Working Papers. RePEc:ris:adbiwp:1158. Full description at Econpapers || Download paper |
2020 | Bank Monitoring and Liquidity in the Business Cycle. (2020). Minetti, Raoul ; Kokas, Sotirios ; di Pietro, Marco ; Cal, Qingqing. In: Working Papers. RePEc:ris:msuecw:2020_003. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Discussion Papers. RePEc:zbw:bubdps:322020. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2020 | EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic In: BIS Bulletins. [Full Text][Citation analysis] | paper | 4 |
2019 | Determinants of Asia-Pacific government bond yields In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
2019 | Corporate bond use in Asia and the United States In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
2008 | The inflation risk premium in the term structure of interest rates In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 60 |
2007 | Inflation risk premia in the term structure of interest rates.(2007) In: BIS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2012 | INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES.(2012) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
2007 | Inflation risk premia in the term structure of interest rates.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2008 | Developments in repo markets during the financial turmoil In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 66 |
2011 | Inflation expectations and the great recession In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 14 |
2018 | Term premia: models and some stylised facts In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 12 |
2010 | Inflation risk premia in the US and the euro area In: BIS Working Papers. [Full Text][Citation analysis] | paper | 10 |
2010 | Inflation risk premia in the US and the euro area.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2013 | Intraday dynamics of euro area sovereign CDS and bonds In: BIS Working Papers. [Full Text][Citation analysis] | paper | 20 |
2015 | Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve In: BIS Working Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | Low long-term interest rates as a global phenomenon In: BIS Working Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Modelling yields at the lower bound through regime shifts In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Modelling yields at the lower bound through regime shifts.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1997 | Changing Risk Premia: Evidence from a Small Open Economy In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
2004 | Measuring financial integration in the euro area In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 314 |
2005 | Economic determinants of risk premia in the term structure of interest rates In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2000 | Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2000 | Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model.(2000) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2003 | Interpreting implied risk-neutral densities: the role of risk premia In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2005 | Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia.(2005) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2005 | Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia.(2005) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2004 | A joint econometric model of macroeconomic and term structure dynamics In: Working Paper Series. [Full Text][Citation analysis] | paper | 232 |
2004 | A joint econometric model of macroeconomic and term structure dynamics.(2004) In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 232 | paper | |
2006 | A joint econometric model of macroeconomic and term-structure dynamics.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 232 | article | |
2004 | A joint econometric model of macroeconomic and term structure dynamics.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 232 | paper | |
2006 | The impact of the euro on financial markets In: Working Paper Series. [Full Text][Citation analysis] | paper | 35 |
2007 | The yield curve and macroeconomic dynamics In: Working Paper Series. [Full Text][Citation analysis] | paper | 57 |
2008 | The Yield Curve and Macroeconomic Dynamics.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | article | |
2018 | Price discovery in euro area sovereign credit markets and the ban on naked CDS In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
2003 | A joint econometric model of macroeconomic and term structure In: Proceedings. [Full Text][Citation analysis] | article | 60 |
2014 | Inflation Risk Premia in the Euro Area and the United States In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 33 |
2020 | Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | Testing the conditional CAPM using multivariate GARCH-M In: Applied Financial Economics. [Full Text][Citation analysis] | article | 27 |
2005 | Forecasting variance using stochastic volatility and GARCH In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
2020 | Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team