7
H index
4
i10 index
125
Citations
Peter Damian Spencer : Citation Profile
University of York (95% share) | RESEARCH PRODUCTION: 31 Articles 21 Papers 1 Books 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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43 years (1981 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Damian Spencer. | Is cited by:
| Cites to:
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Main data
Where Peter Damian Spencer has published?
| Journals with more than one article published | # docs |
|---|---|
| Oxford Bulletin of Economics and Statistics | 5 |
| Journal of Banking & Finance | 4 |
| Economic Journal | 3 |
| Journal of Applied Econometrics | 2 |
| The Manchester School of Economic & Social Studies | 2 |
| Manchester School | 2 |
| Journal of Political Economy | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Money Macro and Finance (MMF) Research Group Conference 2006 / Money Macro and Finance Research Group | 2 |
Recent works citing Peter Damian Spencer (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Bond yield effects of corporate bond default: Evidence from bond default events of 2014–2022. (2024). Luo, Yixuan ; Li, Jiarui ; Wang, Hui. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013260. Full description at Econpapers || Download paper |
| 2023 | Decomposing the yield curve with linear regressions and survey information. (2023). Halberstadt, Arne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:25-39. Full description at Econpapers || Download paper |
| 2023 | Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202315. Full description at Econpapers || Download paper |
Works by Peter Damian Spencer:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1996 | Intertemporal Substitution, Time Preference and Portfolio Hedging Behavior in a Continuous Time Stochastic Model of the Economy In: Archive Working Papers. [Citation analysis] | paper | 0 |
| 2001 | Regulation of the payments market and the prospect for digital money In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1982 | Bank Regulation, Credit Rationing and the Determination of Money Market Interest Rates. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 1994 | Portfolio Disequilibrium: Implications for the Divisia Approach to Monetary Aggregation. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 2 |
| 2002 | The Impact of Information and Communications Technology Investment on UK Productive Potential 1986–2000: New Statistical Methods and Tests In: Manchester School. [Full Text][Citation analysis] | article | 2 |
| 2009 | AN ADMISSIBLE TERM STRUCTURE MODEL OF SOVEREIGN YIELD SPREADS WITH MACRO FACTORS: THE CASE OF BRAZILIAN GLOBAL BONDS In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 1985 | Bounded Shooting: A Method for Solving Large Non-Linear Econometric Models under the Assumption of Consistent Expectations. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 1989 | Housing, Wages and UK Labour Markets: Comments. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 1998 | Financial Innovation and Divisia Monetary Aggregates: Comment on Ford, Peng, Mullineux (1992) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1998 | Financial Innovation and Divisia Monetary Aggregates: Comment on Ford, Peng, Mullineux (1992)..(1998) In: Oxford Bulletin of Economics and Statistics. [Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | UK Macroeconomic Volatility and the Term Structure of Interest Rates In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| UK macroeconomic volatility and the term structure of interest rates..() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2016 | Overseas unspanned factors and domestic bond returns In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | The information in the joint term structures of bond yields In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | The information in joint term structures of bond yields.(2023) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | UK Macroeconomic Volatility and the Welfare Costs of Inflation In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| UK Macroeconomic Volatility and the Welfare Costs of Inflation.() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 1981 | A Model of the Demand for British Government Stocks by Non-Bank Residents, 1967-77. In: Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 1984 | Precautionary and Speculative Aspects of the Behaviour of Banks in the United Kingdom under Competition and Credit Control, 1972-1980. In: Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 1984 | The Effect of Oil Discoveries on the British Economy-Theoretical Ambiguities and the Consistent Expectations Simulation Approach. In: Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 1997 | Monetary integration and currency substitution in the EMS: The case for a European monetary aggregate In: European Economic Review. [Full Text][Citation analysis] | article | 32 |
| 2014 | The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 1989 | Speculative and precautionary balances as complements in the portfolio : The case of the U.K. banking sector 1972-1980 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | An open-economy macro-finance model of international interdependence: The OECD, US and the UK In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
| An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK..() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | ||
| 2013 | Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
| 2016 | US bank credit spreads during the financial crisis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | The advantages of using excess returns to model the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 1990 | The demand for liquid assets in Germany and the United Kingdom In: Proceedings. [Citation analysis] | article | 1 |
| 2008 | Stochastic Volatility in a Macro-Finance Model of the U.S. Term Structure of Interest Rates 1961-2004 In: Journal of Money, Credit and Banking. [Citation analysis] | article | 8 |
| 2007 | Stochastic Volatility in a Macro-Finance Model of the US Term Structure of Interest Rates 1961-2004..(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2009 | An Admissible Macro-Finance Model of the US Treasury Market. In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | Can National Banking Systems Compete?. A Comment on the Paper by Hans-Werner Sinn In: FinanzArchiv: Public Finance Analysis. [Full Text][Citation analysis] | article | 1 |
| 2007 | Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Macro volatility in a model of the UK Gilt edged bond market In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Estimating the term structure with linear regressions: Getting to the roots of the problem.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2024 | Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 |
| 2000 | The Structure and Regulation of Financial Markets In: OUP Catalogue. [Citation analysis] | book | 11 |
| 1994 | Open-Economy Macroeconomics: Theory without Evidence In: International Economic Association Series. [Citation analysis] | chapter | 0 |
| 1982 | Exchange Rates, Interest Rates and the Mobility of Capital In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 1985 | Official Intervention in the Foreign Exchange Market. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 5 |
| 1989 | How to Make the Central Bank Look Good: A Reply. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 4 |
| 2001 | E-money: Will it Take Off? In: World Economics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Optimal Control of Heteroscedastic Macroeconomic Models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Oil prices in the real economy In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| Coupon Bond Valuation with a Non-Affine Discount Yield Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 | |
| 2006 | Affine Macroeconomic Models of the Term Structure of Interest Rates: The US Treasury Market 1961-99 In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | The Meiselman forward interest rate revision regression as an Affine Term Structure Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Modeling US bank CDS spreads during the Global Financial Crisis with a deferred filtration pricing model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The behavior of the hazard rate in the Gaussian structural default model under asymmetric information In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | How to better align the U.K.’s corporate tax structure with national objectives In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Coronametrics: The UK turns the corner In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Modeling the Covid-19 Epidemic Using Time Series Econometrics In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team