Product
Help
Pricing
About
Jobs
Log in
Get started
Author
Add to collection
Ilias Lekkos
Institution:
Piraeus Bank
Observed institutions:
Piraeus Bank,
Bank of England,
Lancaster University
ORCID:
0009-0009-6666-118X
Observed ORCID:
0009-0009-6666-118X
OpenAlex ID:
A5038516516
Identifying the Factors that Affect Interest‐Rate Swap Spreads: Some Evidence from the United States and the United Kingdom
2001
·
Ilias Lekkos
, Costas Milas
·
Journal of Futures Markets
·
74
A Critique of Factor Analysis of Interest Rates
2000
·
Ilias Lekkos
·
The Journal of Derivatives
·
32
Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach
2004
·
Ilias Lekkos
, Costas Milas
·
Journal of Futures Markets
·
29
An Analysis of the Relationship between International Bond Markets
2001
·
Andrew D. Clare
, Ilias Lekkos
·
SSRN Electronic Journal
·
27
Time-varying excess returns on UK government bonds: A non-linear approach
2003
·
Ilias Lekkos
, Costas Milas
·
Journal of Banking & Finance
·
24
An analysis of the relationship between international bond markets
2000
·
Andrew Clare
, Ilias Lekkos
·
RePEc: Research Papers in Economics
·
18
Distributional Properties of Spot and Forward Interest Rates: USD, DEM, GBP, and JPY
1999
·
Ilias Lekkos
·
The Journal of Fixed Income
·
15
Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non‐linear models
2007
·
Ilias Lekkos
, Costas Milas
, et al.
·
Journal of Forecasting
·
12
PDF
Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY
2001
·
Ilias Lekkos
·
Journal of Banking & Finance
·
12
Multicriteria security evaluation: does it cost to be traditional?
2023
·
Panos Xidonas
, Ilias Lekkos
, et al.
·
Annals of Operations Research
·
6
On sovereign sustainability assessment: A multiple criteria decision aiding approach
2025
·
Panos Xidonas
, Salvatore Corrente
, et al.
·
European Journal of Operational Research
·
4
Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables
2007
·
Ilias Lekkos
·
Journal of Empirical Finance
·
4
A Comparison of Long Bond Yields in the United Kingdom, the United States, and Germany
2005
·
Martin Brooke
, Andrew Clare
, et al.
·
SSRN Electronic Journal
·
4
Non-residential real estate and economic activity: the case of Greece
2014
·
Ilias Lekkos
, Irini Staggel
, et al.
·
Journal of Property Investment and Finance
·
3
The Predictability of Excess Returns on UK Bonds: a Non-Linear Approach
2001
·
Ilias Lekkos
, Miguel Costas
·
Brunel University Research Archive (BURA) (Brunel University London)
·
3
PDF
What drives household credit in France?
2024
·
Panos Xidonas
, Dimitris Thomakos
, et al.
·
Journal of Economic Studies
·
2
On the predictability of common risk factors in the US and UK interest rate swap markets: evidence from non-linear and linear models
2005
·
Ilias Lekkos
, Costas Milas
, et al.
·
RePEc: Research Papers in Economics
·
2
PDF
Cross‐sectional Restrictions on the Spot and Forward Term Structures of Interest Rates and Panel Unit Root Tests
2003
·
Ilias Lekkos
·
Journal of Business Finance & Accounting
·
1
Show more works
View as search
Works count:
21
Citation count:
272
H-index:
9
I10-index:
9
Year
Topic
Type
