Items where authors include "Spencer, Peter"

Article

Spencer, Peter orcid.org/0000-0002-5595-5360 (2024) Measuring the impact of unconventional monetary policies on the US banking and bond markets at the lower bound. Journal of Money Credit and Banking. ISSN 0022-2879

Golinski, Adam orcid.org/0000-0001-8603-1171 and Spencer, Peter orcid.org/0000-0002-5595-5360 (2024) Unconventional monetary policies and the yield curve:Estimating non-affine term structure models with unspanned macro risk by factor extraction. Review of Asset Pricing Studies. pp. 119-152. ISSN 2045-9920

Spencer, Peter orcid.org/0000-0002-5595-5360, Meldrum, Andrew and Raczko, Marek (2023) The information in joint term structures of bond yields. Journal of International Money and Finance. 102828. ISSN 0261-5606

Shu, Haicheng and Spencer, Peter orcid.org/0000-0002-5595-5360 (2023) Oil Prices in the Real Economy. Journal of Applied Econometrics. pp. 878-897. ISSN 0883-7252

Golinski, Adam orcid.org/0000-0001-8603-1171 and Spencer, Peter orcid.org/0000-0002-5595-5360 (2021) Estimating the term structure with linear regressions: Getting to the roots of the problem. Journal of Financial Econometrics. pp. 960-984. ISSN 1479-8409

Golinski, Adam orcid.org/0000-0001-8603-1171 and Spencer, Peter orcid.org/0000-0002-5595-5360 (2021) Modeling the Covid-19 Epidemic using Time Series Econometrics. Health Economics. ISSN 1057-9230 (In Press)

Delgadillo, Jaime, de Jong, Kim, Lucock, Mike et al. (12 more authors) (2018) Feedback-informed treatment versus usual psychological treatment for depression and anxiety:a multisite, open-label, cluster randomised controlled trial. The Lancet Psychiatry. pp. 564-572. ISSN 2215-0374

Golinski, Adam orcid.org/0000-0001-8603-1171 and Spencer, Peter orcid.org/0000-0002-5595-5360 (2017) The advantages of using excess returns to model the term structure. Journal of Financial Economics. pp. 163-181. ISSN 0304-405X

Polito, Vito and Spencer, Peter orcid.org/0000-0002-5595-5360 (2016) The Optimal Control of Heteroscedastic Macroeconomic Models. Journal of Applied Econometrics. 1430–1444. ISSN 0883-7252

Spencer, Peter orcid.org/0000-0002-5595-5360 (2016) US Bank Credit Spreads during the Financial Crisis. Journal of Banking & Finance. pp. 168-182. ISSN 1872-6372

Spencer, Peter orcid.org/0000-0002-5595-5360 and Liu, Zhuoshi (2010) An open-economy macro-finance model of international interdependence:The OECD, US and the UK. Journal of Banking and Finance. pp. 667-680. ISSN 1872-6372