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Peter Spencer - Central bank research hub

Papers by year: All | 2018 | 2016

The information in the joint term structures of bond yields

by Andrew Meldrum , Peter Spencer and Marek Raczko

Bank of England Working Papers (Paper: 772, 21.12.2018)

JEL: F30, G12, G15
Overseas unspanned factors and domestic bond returns

by Andrew Meldrum , Peter Spencer and Marek Raczko

Bank of England Working Papers (Paper: 618, 30.09.2016)

JEL: E43, G12
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