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Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach
Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 24 (2004) 3, pp. 221-250
Persistent link: https://www.econbiz.de/10006818982
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Identifying the Factors that Affect Interest-Rate Swap Spreads: Some Evidence from the United States and the United Kingdom
Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 21 (2001) 8, pp. 737-768
Persistent link: https://www.econbiz.de/10006832281
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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/10005884912
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Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models
Lekkos, Ilias; Milas, Costas; Panagiotidis, Theodore - In: Journal of forecasting 26 (2007) 8, pp. 601
Persistent link: https://www.econbiz.de/10007887264
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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. 1427-1446
Persistent link: https://www.econbiz.de/10005892438
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A Critique of Factor Analysis of Interest Rates
Lekkos, Ilias - In: The journal of derivatives : the official publication … 8 (2000) 1, pp. 72
Persistent link: https://www.econbiz.de/10005956040
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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/10007876147
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Cross-sectional Restrictions on the Spot and Forward Term Structures of Interest Rates and Panel Unit Root Tests
Lekkos, Ilias - In: Journal of business finance & accounting : JBFA 30 (2003) 5-6, pp. 799-828
Persistent link: https://www.econbiz.de/10006967609
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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/10007341216
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Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach
Milas, Costas; Otero, Jesus - In: Economic modelling 20 (2003) 1, pp. 165-180
Persistent link: https://www.econbiz.de/10006259633