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Multicriteria security evaluation: does it cost to be traditional?

Annals of operations research, 2023-04, Vol.323 (1-2), p.301-330

2023

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What drives household credit in France?

Journal of economic studies (Bradford), 2024-06

2024

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

Journal of empirical finance, 2007-12, Vol.14 (5), p.783-817

Lekkos, Ilias

2007

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

Journal of property investment & finance, 2014-01, Vol.32 (1), p.35-55

2014

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

Journal of business finance & accounting, 2003-06, Vol.30 (5-6), p.799-828

Lekkos, Ilias

2003

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An analysis of the relationship between international bond markets

2000

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

Journal of banking & finance, 2004, Vol.28 (1), p.45-62

2004

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

Journal of banking & finance, 2001-08, Vol.25 (8), p.1427-1445

Lekkos, Ilias

2001

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

The journal of futures markets, 2001-08, Vol.21 (8), p.737-768

2001

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

Journal of forecasting, 2007-12, Vol.26 (8), p.601-619

2007

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A Critique of Factor Analysis of Interest Rates

The Journal of derivatives, 2000-10, Vol.8 (1), p.72-83

Lekkos, Ilias

2000

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

The journal of futures markets, 2004-03, Vol.24 (3), p.221-250

2004

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Empirical evidence on interest rate dynamics: evidence from usd, dm, gbp and jpy interest rates

Lekkos, Ilias

1998

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Distributional Properties of Spot and Forward Interest Rates: USD, DEM, GBP, and JPY

The Journal of fixed income, 1999-03, Vol.8 (4), p.35-54

Lekkos, Ilias

1999

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Common Risk Factors in the US and UK Interest Rate Swap Markets: Evidence From a Non-linear Vector Autoregression Approach

SSRN Electronic Journal

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An Analysis of the Relationship Between International Bond Markets

SSRN Electronic Journal

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Interest Rates: Determination, Term Structure, And Effects
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Northern America
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Asset Pricing, Trading Volume, Bond Interest Rates
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Multicriteria security evaluation: does it cost to be traditional?

What drives household credit in France?

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

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

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

An analysis of the relationship between international bond markets

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

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

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

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

A Critique of Factor Analysis of Interest Rates

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

Empirical evidence on interest rate dynamics: evidence from usd, dm, gbp and jpy interest rates

Distributional Properties of Spot and Forward Interest Rates: USD, DEM, GBP, and JPY

Common Risk Factors in the US and UK Interest Rate Swap Markets: Evidence From a Non-linear Vector Autoregression Approach

An Analysis of the Relationship Between International Bond Markets

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