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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/10003610016
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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 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
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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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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
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Forecasting interest rate swap spreads using domestic and international risk factors : evidence from linear and non-linear models
Lekkos, Ilias (contributor); Milas, Costas (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003332090
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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; Panagiōtidēs, Theodōros - In: Journal of forecasting 26 (2007) 8, pp. 601-619
Persistent link: https://www.econbiz.de/10003608157
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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
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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/10001591750