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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
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The structure and regulation of financial markets
Spencer, Peter D. - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001484089
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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
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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
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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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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