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isPartOf:"The journal of futures markets"
~person:"Milas, Costas"
~source:"econis"
~subject:"Interest rate derivative"
~subject:"Theorie"
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Interest rate derivative
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Milas, Costas
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The journal of futures markets
Economics discussion paper series / Loughborough University, Department of Economics
2
Discussion paper
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Economic inquiry : journal of the Western Economic Association International
1
Journal of financial stability
1
Journal of forecasting
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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
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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
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