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type_genre:"Article in journal"
~person:"Spencer, Peter D."
~type_genre:"Fallstudie"
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Search: subject_exact:"Term structure theory"
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Spencer, Peter D.
Rudebusch, Glenn D.
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1
Unconventional monetary policies and the yield curve : estimating non-affine term structure models with unspanned macro risk by factor extraction
Golinski, Adam
;
Spencer, Peter D.
- In:
Review of asset pricing studies : RAPS
14
(
2024
)
1
,
pp. 119-152
Persistent link: https://www.econbiz.de/10014527072
Saved in:
2
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
3
The information in joint term structures of bond yields
Meldrum, Andrew
;
Raczko, Marek
;
Spencer, Peter D.
- In:
Journal of international money and finance
134
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014304808
Saved in:
4
Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam
;
Spencer, Peter D.
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 960-984
Persistent link: https://www.econbiz.de/10012799057
Saved in:
5
The advantages of using excess returns to model the term structure
Goliński, Adam
;
Spencer, Peter D.
- In:
Journal of financial economics
125
(
2017
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10011751628
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
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
Saved in:
8
An open-economy macro-finance model of international interdependence : the OECD, US and the UK
Spencer, Peter D.
;
Liu, Zhuoshi
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 667-680
Persistent link: https://www.econbiz.de/10003951954
Saved in:
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
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:
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