%0 Journal Article %1 Lekkos2001 %A Lekkos, Ilias %D 2001 %J Journal of Banking & Finance %K Factor models %N 8 %P 1427--1445 %T Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY %U http://www.sciencedirect.com/science/article/B6VCY-43G38TK-2/1/d1116718de90714d1222a128afa6d534 %V 25

@article{Lekkos2001, added-at = {2008-04-22T13:53:19.000+0200}, author = {Lekkos, Ilias}, biburl = {https://www.bibsonomy.org/bibtex/2021efc41b58f22cc356b6362b2e054fb/smicha}, description = {Journal of Banking & Finance}, interhash = {d3a12279f2e03292d058f83ceee4666c}, intrahash = {021efc41b58f22cc356b6362b2e054fb}, journal = {Journal of Banking \& Finance}, keywords = {Factor models}, month = Aug, number = 8, pages = {1427--1445}, timestamp = {2008-04-22T13:58:11.000+0200}, title = {Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY}, url = {http://www.sciencedirect.com/science/article/B6VCY-43G38TK-2/1/d1116718de90714d1222a128afa6d534}, volume = 25, year = 2001 }