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~person:"Milas, Costas"
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Milas, Costas
Rudebusch, Glenn D.
103
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53
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Economics discussion paper series / Loughborough University, Department of Economics
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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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2
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
Saved in:
3
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:
4
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:
5
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:
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