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Stochastic Volatility in a Mac...
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An admissible macro-finance model of the US Treasury market
Spencer, Peter D.
- In:
Multinational finance journal : MF ; quarterly …
13
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2009
)
1/2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10008654490
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UK macroeconomic volatility and the term structure of interest rates
Spencer, Peter D.
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
3
,
pp. 323-339
Persistent link: https://www.econbiz.de/10009754613
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3
The behavior of the hazard rate in the Gaussian structural default model under asymmetric information
Spencer, Peter D.
-
2013
Persistent link: https://www.econbiz.de/10010235678
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4
The US economy, the treasury bond market and the specification of macro-finance models
Spencer, Peter D.
-
2013
Persistent link: https://www.econbiz.de/10010411368
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5
Modeling US bank CDS spreads during the global financial crisis with a deferred filtration pricing model
Spencer, Peter D.
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2013
Persistent link: https://www.econbiz.de/10009782477
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6
The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default
Spencer, Peter D.
- In:
Finance research letters
11
(
2014
)
1
,
pp. 8-15
Persistent link: https://www.econbiz.de/10010393638
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7
Open-economy macroeconomics
Spencer, Peter D.
- In:
New thinking in economics
,
(pp. 48-87)
.
1990
Persistent link: https://www.econbiz.de/10001276342
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8
[Rezension von: Shiller, Robert J., Irrational exuberance]
Spencer, Peter D.
- In:
The economic journal : the journal of the Royal …
112
(
2002
),
pp. F602-603
Persistent link: https://www.econbiz.de/10001721517
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Can national banking systems compete? : A comment on the paper by Hans-Werner Sinn
Spencer, Peter D.
- In:
FinanzArchiv : European journal of public finance
59
(
2002/2003
)
3
,
pp. 336-339
Persistent link: https://www.econbiz.de/10001788659
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10
Financial innovation and divisia monetary aggregates
Spencer, Peter D.
- In:
Oxford bulletin of economics and statistics
60
(
1998
)
2
,
pp. 257-259
Persistent link: https://www.econbiz.de/10001241928
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