Ilias Lekkos

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

4

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CITATIONS
Rank 47,749

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Top 47,749

in Total Papers Citations

6

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 531 (50,655)
Citation 11

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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 271 (110,997)
Citation 5

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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 223 (135,269)

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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 (487,117)
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