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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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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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Modeling US bank CDS spreads during the global financial crisis with a deferred filtration pricing model
Spencer, Peter D. - 2013
Persistent link: https://www.econbiz.de/10009782477
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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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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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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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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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Open-economy macroeconomics : theory without evidence?
Spencer, Peter D. - 1994
Persistent link: https://www.econbiz.de/10001327554
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Modelling sovereign credit spreads with international macro-factors : the case of Brazil 1998 - 2009
Liu, Zhuoshi; Spencer, Peter D. - In: Journal of banking & finance 37 (2013) 2, pp. 241-256
Persistent link: https://www.econbiz.de/10009705703
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Overseas unspanned factors and domestic bond returns
Meldrum, Andrew; Raczko, Marek; Spencer, Peter - 2016
Persistent link: https://www.econbiz.de/10011557419