Ilias Lekkos
2 published titles
On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models
1 edition
- Department of Economics, Keele University
- 2005
- Details
Forecasting interest rate swap spreads using domestic and international risk factors : evidence from linear and non-linear models
1 edition
- Centre for Economic Research, Keele University
- 2006
- Details
