Professor Peter Spencer
Professor of Economics and Finance

Profile

Biography

  • BSc, MSc(London)
  • Economic Adviser, Ernst & Young ITEM Club
  • Member of the Office for Budget Responsibility (OBR) Advisory Panel

Research

Overview

My main research interest is in arbitrage-free asset pricing models and I have recently been using these to model long term consumption & investment decisions and the valuation of distressed assets. I also work on issues in macro-finance, financial risk management and financial regulation. I am currently working on the following topics:

  • Long-term consumption and investment optimisation
  • Macro-finance models of international spillovers and the exchange rate
  • Default risk in the inter-bank market

Publications

Selected publications

 

Full details of publications can be found at RePEc

Peter Spencer

Peter Spencer
Emeritus Professor
Department of Economics

peter.spencer@york.ac.uk

Peter Spencer CV (PDF , 80kb)