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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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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 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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Coupon bond valuation with a non-affine discount yield model
Spencer, Peter D. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001837674
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What does the behaviour of the bond market and the economy tell us about the operation of UK monetary policy since 1979?
Spencer, Peter D. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003050856
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Affine macroeconomic models of the term structure of interest rates : the US Treasury market 1961 - 99
Spencer, Peter D. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365079
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Stochastic volatility in a macro-finance model of the US term structure of interest rates 1961 - 2004
Spencer, Peter D. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003583510
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UK macroeconomic volatility and the term structure of interest rates
Spencer, Peter D. - 2011
Persistent link: https://www.econbiz.de/10009419649
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UK macroeconomic volatility and the welfare costs of inflation
Polito, Vito; Spencer, Peter D. - 2011
Persistent link: https://www.econbiz.de/10009349726
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The Meiselman forward interest rate revision regression as an affine term structure model
Golinski, Adam; Spencer, Peter D. - 2012
Persistent link: https://www.econbiz.de/10009663204