//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Großbritannien"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Factor models and the correlat...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Großbritannien
Yield curve
12
Zinsstruktur
12
United Kingdom
8
Interest rate derivative
7
USA
7
United States
7
Zinsderivat
7
Theorie
6
Theory
6
Estimation
5
Schätzung
5
Forecasting model
4
Interest rate
4
Interest rate swap spreads
4
Prognoseverfahren
4
Zins
4
forecasting
4
nearest-neighbours
4
regime switching
4
smooth transition models
4
term structure of interest rates
4
Factor analysis
3
Faktorenanalyse
3
Public bond
3
Öffentliche Anleihe
3
1984-1995
2
Capital income
2
Comparison
2
Corporate bond
2
Deutschland
2
Fälligkeit
2
Germany
2
Government securities
2
Kapitaleinkommen
2
Maturity
2
Risikoprämie
2
Risk premium
2
Staatspapier
2
Swap
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
5
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
2
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
8
Author
All
Lekkos, Ilias
8
Milas, Costas
5
Clare, Andrew D.
2
Brooke, Martin
1
Panagiōtidēs, Theodōros
1
Published in...
All
The journal of futures markets
2
Discussion paper
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Journal of banking & finance
1
Journal of empirical finance
1
Quarterly bulletin / Bank of England
1
Working papers / Bank of England
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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
Saved in:
3
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
Saved in:
4
An analysis of the relationship between international bond markets
Clare, Andrew D.
;
Lekkos, Ilias
-
2000
Persistent link: https://www.econbiz.de/10001547380
Saved in:
5
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
Saved in:
6
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:
7
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->