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[Rezension von: Spencer, Peter...
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1
Stochastic volatility in a macro-finance model of the US term structure of interest rates 1961 - 2004
Spencer, Peter D.
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
6
,
pp. 1177-1215
Persistent link: https://www.econbiz.de/10003745947
Saved in:
2
The structure and regulation of financial markets
Spencer, Peter D.
-
2000
-
1. publ.
Persistent link: https://www.econbiz.de/10001484089
Saved in:
3
Bounded shooting : a method for solving large non linear econometric models under the assumption of consistent expectations
Spencer, Peter D.
- In:
Oxford bulletin of economics and statistics
47
(
1985
)
1
,
pp. 79-82
Persistent link: https://www.econbiz.de/10001035990
Saved in:
4
Financial innovation, efficiency, and disequilibrium : problems of monetary management in the United Kingdom 1971-1981
Spencer, Peter D.
-
1986
Persistent link: https://www.econbiz.de/10013479874
Saved in:
5
An admissible macro-finance model of the US Treasury market
Spencer, Peter D.
- In:
Multinational finance journal : MF ; quarterly …
13
(
2009
)
1/2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10008654490
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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