Ilias Lekkos

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

1,327

SSRN CITATIONS

5

CROSSREF CITATIONS

5

Scholarly Papers (3)

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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 of London - Bayes Business School and Bank of England
Downloads 728 (69,111)
Citation 12

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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 315 (186,792)
Citation 3

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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 of London - Bayes Business School and Bank of England
Downloads 284 (208,327)
Citation 2

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