Narrow search
Showing 1 - 10 of 41
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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/10001591750
Cover Image
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
Cover Image
An analysis of the relationship between international bond markets
Clare, Andrew D.; Lekkos, Ilias - 2000
Persistent link: https://www.econbiz.de/10001547380
Cover Image
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/10001968617
Cover Image
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
Cover Image
Non-residential real estate and economic activity : the case of Greece
Lekkos, Ilias; Staggel, Irini; Kefalas, Konstantinos; … - In: Journal of property investment & finance 32 (2014) 1, pp. 35-55
Persistent link: https://www.econbiz.de/10010251289