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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
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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
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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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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
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Price transmission in the EU wholesale petroleum markets
Wlazlowski, Szymon; Giulietti, Monica; Binner, Jane M.; … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10009657381
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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
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Price dynamics in European petroleum markets
Wlazlowski, Szymon; Giulietti, Monica; Binner, Jane M.; … - In: Energy economics 31 (2009) 1, pp. 99-108
Persistent link: https://www.econbiz.de/10003803769
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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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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
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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