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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
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Modeling the Covid‐19 epidemic using time series econometrics
Golinski, Adam; Spencer, Peter - In: Health Economics 30 (2021) 11, pp. 2808-2828
Persistent link: https://www.econbiz.de/10012632736
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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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US bank credit spreads during the financial crisis
Spencer, Peter D. - In: Journal of banking & finance 71 (2016), pp. 168-182
Persistent link: https://www.econbiz.de/10011635408
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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
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Optimal control of heteroscedastic macroeconomic models
Polito, Vito; Spencer, Peter D. - In: Journal of applied econometrics 31 (2016) 7, pp. 1430-1444
Persistent link: https://www.econbiz.de/10011687556
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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
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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
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Asymmetric information, bank failures, and the rationale for harmonizing banking regulation : a rejoinder on comments of Ernst Baltensperger and Peter Spencer
Sinn, Hans-Werner - In: FinanzArchiv : European journal of public finance 59 (2002/2003) 3, pp. 340-346
Persistent link: https://www.econbiz.de/10001788660
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Monetary policy at the zero lower bound : information in the Federal Reserve's balance sheet
Golinski, Adam - In: European economic review : EER 131 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012692469