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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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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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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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Search Frictions and evolving labour market dynamics
Ellington, Michael; Martin, Christopher Ian; Wang, Bingsong - In: Journal of economic dynamics & control 127 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012668940
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Sarch frictions and evolving labour market dynamics
Ellington, Michael; Martin, Christopher Ian; Wang, Bingsong - 2019
Persistent link: https://www.econbiz.de/10012168798
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Revisiting real wage rigidity
Ellington, Michael; Martin, Christopher Ian; Wang, Bingsong - In: Journal of money, credit and banking : JMCB 56 (2024) 2/3, pp. 613-626
Persistent link: https://www.econbiz.de/10014544981