//--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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
Yield curve
8
Zinsstruktur
8
Großbritannien
5
USA
5
United Kingdom
5
United States
5
Interest rate derivative
3
Theorie
3
Theory
3
Zinsderivat
3
1984-1995
2
Corporate bond
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Interest rate
2
Public bond
2
Schätzung
2
Unternehmensanleihe
2
Zins
2
Öffentliche Anleihe
2
1976-2000
1
1991-1999
1
Business cycle
1
Capital income
1
Comparison
1
Correlation
1
Currency derivative
1
Deutschland
1
Economic growth
1
Forecasting model
1
Fälligkeit
1
Geldmarkt
1
Germany
1
Government securities
1
Greece
1
Griechenland
1
Gross fixed capital formation
1
Immobilienmarkt
1
Industrialized countries
1
more ...
less ...
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
10
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Hochschulschrift
1
Thesis
1
research-article
1
more ...
less ...
Language
All
English
10
Author
All
Lekkos, Ilias
10
Milas, Costas
4
Brooke, Martin
1
Clare, Andrew D.
1
Kefalas, Konstantinos
1
Panagiōtidēs, Theodōros
1
Staggel, Irini
1
Vlachou, Paraskevi
1
more ...
less ...
Published in...
All
Journal of banking & finance
2
The journal of futures markets
2
Journal of empirical finance
1
Journal of forecasting
1
Journal of property investment & finance
1
Quarterly bulletin / Bank of England
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
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
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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:
8
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:
9
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:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->