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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
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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. 1427-1445
Persistent link: https://www.econbiz.de/10001594005
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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/10001432402
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A comparison of long bond yields in the United Kingdom, the United States, and Germany
Brooke, Martin; Clare, Andrew D.; Lekkos, Ilias - In: Quarterly bulletin / Bank of England 40 (2000) 2, pp. 150-158
Persistent link: https://www.econbiz.de/10001510026
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An analysis of the relationship between international bond markets
Clare, Andrew D.; Lekkos, Ilias - 2000
Persistent link: https://www.econbiz.de/10001547380
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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/10001856954
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The predictability of excess returns on UK bonds : a non-linear approach
Lekkos, Ilias; Milas, Costas - 2001
Persistent link: https://www.econbiz.de/10001664563
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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