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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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Forecasting the spot prices of various coffee types using linear and non-linear error correction models
Milas, Costas; Otero, Jesús G.; Panagiōtidēs, Theodōros - 2001
Persistent link: https://www.econbiz.de/10001597464
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Modelling official and parallel exchange rates in Colombia under alternative regimes : a non-linear approach
Milas, Costas; Otero, Jesús G. - In: Economic modelling 20 (2003) 1, pp. 165-179
Persistent link: https://www.econbiz.de/10001717761
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The predictability of excess returns on UK bonds : a non-linear approach
Lekkos, Ilias; Milas, Costas - 2001
Persistent link: https://www.econbiz.de/10001664563
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Common risk factors in the US and UK interest rate swap markets : evidence from a non-linear vector autoregression approach
Lekkos, Ilias; Milas, Costas - 2002
Persistent link: https://www.econbiz.de/10001664578
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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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On the dynamics of lending and deposit interest rates in emerging markets : a non-linear approach
Iregui-Bohórquez, Ana María (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 3
Persistent link: https://www.econbiz.de/10001790042
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Modelling monetary policy : inflation targeting in practice
Martin, Christopher Ian; Milas, Costas - In: Economica 71 (2004), pp. 209-221
Persistent link: https://www.econbiz.de/10002060585
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Non-linear inflationary dynamics : evidence from the UK
Arghyrou, Michael (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001877224
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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