Multicriteria security evaluation: does it cost to be traditional? von Xidonas, Panos, Lekkos, Ilias, Giannakidis, Charis, Staikouras, Christos

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Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables von Lekkos, Ilias

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Non-residential real estate and economic activity: the case of Greece von Lekkos, Ilias, Staggel, Irini, Kefalas, Konstantinos, Vlachou, Paraskevi

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

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An analysis of the relationship between international bond markets von Clare, Andrew D, Lekkos, Ilias

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Time-varying excess returns on UK government bonds: A non-linear approach von Lekkos, Ilias, Milas, Costas

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

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Identifying the Factors that Affect Interest-Rate Swap Spreads: Some Evidence from the United States and the United Kingdom von Lekkos, Ilias, Milas, Costas

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Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models von Lekkos, Ilias, Milas, Costas, Panagiotidis, Theodore

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Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach von Lekkos, Ilias, Milas, Costas

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An analysis of the relationship between international bond markets: Working paper No. 123 von Clare, Andrew, Lekkos, Ilias

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Forecasting interest rate swap spreads using domestic and international risk von Ilias Lekkos, Costas Milas, Theodore Panagiotidis

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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 von Ilias Lekkos, Costas Milas, Theodore Panagiotidis

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A comparison of long bond yields on the United Kingdom, the United States and Germany von Brooke, Martin, Clare, Andrew, , Ilias

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