I. Lekkos

发表

A Critique of Factor Analysis of Interest Rates

I. Lekkos, 2000 .

Non-residential real estate and economic activity: the case of Greece

I. Lekkos, P. Vlachou, Konstantinos Kefalas, 2014 .

Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY

I. Lekkos, 2001 .

Cross-Sectional Restrictions on the Spot and Forward Term Structures of Interest Rates and Panel Unit Root Tests

I. Lekkos, 2003 .

Distributional Properties of Spot and Forward Interest Rates

I. Lekkos, 1999 .

The Predictability of Excess Returns on UK Bonds: a Non-Linear Approach

I. Lekkos, M. Costas, 2001 .

Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables

I. Lekkos, 2007 .

Time-varying excess returns on UK government bonds: A non-linear approach

C. Milas, I. Lekkos, 2004 .

Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models

C. Milas, Theodore Panagiotidis, I. Lekkos, 2007 .

On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models

C. Milas, Theodore Panagiotidis, I. Lekkos, 2005 .

Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach

C. Milas, I. Lekkos, 2004 .

Common Risk Factors in the Us and UK Interest Rate Swap Markets: Evidence from a Non-Linear Vector Autoregression Approach

C. Milas, I. Lekkos, 2002 .

Identifying the Factors that Affect Interest‐Rate Swap Spreads: Some Evidence from the United States and the United Kingdom

C. Milas, I. Lekkos, 2001 .

An Analysis of the Relationship between International Bond Markets

A. Clare, I. Lekkos, 2000 .