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6
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4
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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 effect of oil discoveries on the British economy. Theoretical ambiguities and the consistent expectations simulation approach
Spencer, Peter D.
- In:
The economic journal : the journal of the Royal …
94
(
1984
),
pp. 633-644
Persistent link: https://www.econbiz.de/10002856586
Saved in:
3
A model of the demand for British government stocks by non-bank residents 1967-77
Spencer, Peter D.
- In:
The economic journal : the journal of the Royal …
91
(
1981
),
pp. 938-960
Persistent link: https://www.econbiz.de/10002856599
Saved in:
4
Precautionary and speculative aspects of the behaviour of banks in the United Kingdom under competition and credit control 1972-1980
Spencer, Peter D.
- In:
The economic journal : the journal of the Royal …
94
(
1984
),
pp. 554-568
Persistent link: https://www.econbiz.de/10002856624
Saved in:
5
The structure and regulation of financial markets
Spencer, Peter D.
-
2000
-
1. publ.
Persistent link: https://www.econbiz.de/10001484089
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6
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:
7
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/10004696848
Saved in:
8
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
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9
An admissible term structure model of sovereign yield spreads with macro factors : the case of Brazilian global bonds
Liu, Zhuoshi
;
Spencer, Peter D.
- In:
Papers in money, macroeconomics and finance : …
77
(
2009
),
pp. 108-125
Persistent link: https://www.econbiz.de/10003866900
Saved in:
10
Assessing the relation between equity risk premium and macroeconomic volatilities in the UK
Kizys, Renatas
(
contributor
);
Spencer, Peter D.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003481724
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