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~language:"eng"
~person:"De Santis, Roberto A."
~person:"Lekkos, Ilias"
~source:"econis"
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De Santis, Roberto A.
Lekkos, Ilias
Milas, Costas
71
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ECONIS (ZBW)
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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
Saved in:
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
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:
4
Fiscal policy adjustments in the euro area stressed countries : new evidence from non-linear models with state-varying thresholds
De Santis, Roberto A.
;
Legrenzi, Gabriella
;
Milas, Costas
-
2015
Persistent link: https://www.econbiz.de/10011349798
Saved in:
5
Fiscal policy sustainability in the euro periphery : a non-linear analysis
De Santis, Roberto A.
;
Legrenzi, Gabriella
;
Milas, Costas
- In:
Public sector economics and the need for reforms
,
(pp. 337-370)
.
2016
Persistent link: https://www.econbiz.de/10011502401
Saved in:
6
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:
7
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:
8
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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