//-->
Empirical evidence on interest rate dynamics : evidence from USD, DM, GBP and JPY interest rates
Lekkos, Ilias, (1998)
Distributional properties of spot and forward interest rates : USD, DEM, GBP, and JPY
Lekkos, Ilias, (1999)
Factor models and the correlation structure of interest rates : some evidence for USD, GBP, DEM and JPY
Lekkos, Ilias, (2001)