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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

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

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

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

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

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

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

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

Deposit Inflows and Outflows in Failing Banks : The Role of Deposit Insurance

Martin, Christopher - 2018

Using unique, daily, account-level balances data we investigate deposit stability and the drivers of deposit outflows and inflows in a distressed bank. We observe an outflow of uninsured depositors from the bank following bad regulatory news. We find that government deposit guarantees, both...

Persistent link: https://www.econbiz.de/10012919323

Deposit Inflows and Outflows in Failing Banks : The Role of Deposit Insurance

Martin, Christopher - 2018

Using unique, daily, account-level balances data we investigate deposit stability and the drivers of deposit outflows and inflows in a distressed bank. We observe an outflow (run-off) of uninsured depositors from the bank following bad regulatory news. We find that government deposit guarantees,...

Persistent link: https://www.econbiz.de/10012920149