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subject:"Forecasting model"
~person:"Hördahl, Peter"
~subject:"Risikoprämie"
~type:"article"
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Forecasting model
Risikoprämie
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Hördahl, Peter
Gupta, Rangan
9
Tzavalis, Elias
9
Wohar, Mark E.
9
Kang, Kyu Ho
8
Baghestani, Hamid
7
Sarno, Lucio
7
Wu, Chunchi
7
Almeida, Caio
6
Goldstein, Robert S.
6
Guidolin, Massimo
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Haubrich, Joseph Gerard
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6
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6
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6
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6
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5
Berardi, Andrea
5
Caldeira, João F.
5
Christensen, Jens H. E.
5
Collin-Dufresne, Pierre
5
Duffee, Greg
5
Evgenidis, Anastasios
5
Iania, Leonardo
5
Kuosmanen, Petri
5
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5
Siriopoulos, Costas
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5
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Vataja, Juuso
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5
Wang, Junbo
5
Wel, Michel van der
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Wright, Jonathan H.
5
Zhou, Hao
5
Zhu, Xiaoneng
5
Afonso, António
4
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4
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BIS quarterly review : international banking and financial market developments
1
International journal of central banking : IJCB
1
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1
Journal of econometrics
1
Journal of international economics
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1
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
- In:
Journal of international economics
140
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014266396
Saved in:
2
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
Saved in:
3
Inflation risk premia in the euro area and the United States
Hördahl, Peter
;
Tristani, Oreste
- In:
International journal of central banking : IJCB
10
(
2014
)
3
,
pp. 1-47
Persistent link: https://www.econbiz.de/10010469965
Saved in:
4
Inflation risk premia in the term structure of interest rates
Hördahl, Peter
;
Tristani, Oreste
- In:
Journal of the European Economic Association
10
(
2012
)
3
,
pp. 634-657
Persistent link: https://www.econbiz.de/10009573890
Saved in:
5
The yield curve and macroeconomic dynamics
Hördahl, Peter
;
Tristani, Oreste
;
Vestin, David
- In:
The economic journal : the journal of the Royal …
118
(
2008
),
pp. 1937-1970
Persistent link: https://www.econbiz.de/10003774371
Saved in:
6
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
Saved in:
7
A joint econometric model of macroeconomic and term-structure dynamics
Hördahl, Peter
;
Tristani, Oreste
;
Vestin, David
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 405-444
Persistent link: https://www.econbiz.de/10003298603
Saved in:
8
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. 97-137
Persistent link: https://www.econbiz.de/10002866906
Saved in:
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