Ilias Lekkos

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 41,904

SSRN RANKINGS

Top 41,904

in Total Papers Downloads

1,072

SSRN CITATIONS

5

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

An Analysis of the Relationship between International Bond Markets

Bank of England Working Paper No. 123, Cass Business School Research Paper
Number of pages: 36 Posted: 27 Jan 2001
Andrew Clare and Ilias Lekkos
City University London - Sir John Cass Business School and Bank of England
Downloads 544 (52,531)
Citation 7

Abstract:

Loading...

2.

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

Brunel University Working Paper
Number of pages: 36 Posted: 27 Feb 2002
Costas Milas and Ilias Lekkos
Keele University and Bank of England
Downloads 275 (116,402)
Citation 3

Abstract:

Loading...

Interest rate swaps, swap spreads, term structure of interest rates, regime switching, smooth transition models

3.

A Comparison of Long Bond Yields in the United Kingdom, the United States, and Germany

Bank of England Quarterly Bulletin, February 2000, Cass Business School Research Paper
Number of pages: 9 Posted: 02 Aug 2005
Martin Brooke, Andrew Clare and Ilias Lekkos
Bank of England - International Economic Analysis Division, City University London - Sir John Cass Business School and Bank of England
Downloads 228 (140,774)
Citation 2

Abstract:

Loading...

4.

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

Journal of Business Finance & Accounting, Vol. 30, pp. 799-828, June 2003
Number of pages: 30 Posted: 26 Sep 2003
Ilias Lekkos
Bank of England
Downloads 25 (516,428)
  • Add to Cart

Abstract:

Loading...