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~subject:"Zins"
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Search: person:"Lekkos, Ilias"
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Zins
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English
9
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Lekkos, Ilias
9
Milas, Costas
4
Panagiōtidēs, Theodōros
1
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2
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2
Economics discussion paper series / Loughborough University, Department of Economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
9
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1
Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables
Lekkos, Ilias
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 783-817
Persistent link: https://www.econbiz.de/10003610016
Saved in:
2
On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models
Lekkos, Ilias
(
contributor
);
Milas, Costas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003332063
Saved in:
3
Time-varying excess returns on UK government bonds : a non-linear approach
Lekkos, Ilias
;
Milas, Costas
- In:
Journal of banking & finance
28
(
2004
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10001856954
Saved in:
4
Common risk factors in the US and UK interest rate swap markets : evidence from a non-linear vector autoregression approach
Lekkos, Ilias
;
Milas, Costas
-
2002
Persistent link: https://www.econbiz.de/10001664578
Saved in:
5
Factor models and the correlation structure of interest rates : some evidence for USD, GBP, DEM and JPY
Lekkos, Ilias
- In:
Journal of banking & finance
25
(
2001
)
8
,
pp. 1427-1445
Persistent link: https://www.econbiz.de/10001594005
Saved in:
6
The predictability of excess returns on UK bonds : a non-linear approach
Lekkos, Ilias
;
Milas, Costas
-
2001
Persistent link: https://www.econbiz.de/10001664563
Saved in:
7
A critique of factor analysis of interest rates
Lekkos, Ilias
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10001522327
Saved in:
8
Distributional properties of spot and forward interest rates : USD, DEM, GBP, and JPY
Lekkos, Ilias
- In:
The journal of fixed income
8
(
1999
)
4
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001432402
Saved in:
9
Empirical evidence on interest rate dynamics : evidence from USD, DM, GBP and JPY interest rates
Lekkos, Ilias
-
1998
Persistent link: https://www.econbiz.de/10001403918
Saved in:
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