7
H index
7
i10 index
421
Citations
Marco Lyrio : Citation Profile
Insper Instituto de Ensino e Pesquisa | RESEARCH PRODUCTION: 10 Articles 22 Papers 2 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (1999 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Lyrio. | Is cited by:
| Cites to:
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Main data
Where Marco Lyrio has published?
Recent works citing Marco Lyrio (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002. Full description at Econpapers || Download paper |
| 2021 | Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria. (2021). Makarieva, Martina. In: Economic Thought journal. RePEc:bas:econth:y:2021:i:2:p:61-83,84-104. Full description at Econpapers || Download paper |
| 2021 | EMU deepening and sovereign debt spreads: using political space to achieve policy space. (2021). Pérez, Javier ; Kataryniuk, Iván ; Perez, Javier J ; Mora-Bajen, Victor. In: Working Papers. RePEc:bde:wpaper:2103. Full description at Econpapers || Download paper |
| 2022 | Sovereign spreads and economic fundamentals: an econometric analysis. (2022). Pericoli, Marcello ; Ceci, Donato. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_713_22. Full description at Econpapers || Download paper |
| 2021 | The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07. Full description at Econpapers || Download paper |
| 2021 | Learning From Disagreement in the U.S. Treasury Bond Market. (2021). Singleton, Kenneth J ; Laursen, Kristoffer T ; Giacoletti, Marco. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:395-441. Full description at Econpapers || Download paper |
| 2021 | AN ESTIMATED DSGE MODEL WITH LEARNING BASED ON TERM STRUCTURE INFORMATION. (2021). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:25:y:2021:i:7:p:1635-1665_1. Full description at Econpapers || Download paper |
| 2022 | The economic impact of Next Generation EU: a euro area perspective. (2022). Modery, Wolfgang ; Jacquinot, Pascal ; Freier, Maximilian ; Dorrucci, Ettore ; Semeano, Joo Domingues ; Bouabdallah, Othman ; Bakowski, Krzysztof ; Zorell, Nico ; Valenta, Vilem ; Rodriguez-Vives, Marta. In: Occasional Paper Series. RePEc:ecb:ecbops:2022291. Full description at Econpapers || Download paper |
| 2021 | Natural rate chimera and bond pricing reality. (2021). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20212612. Full description at Econpapers || Download paper |
| 2022 | Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640. Full description at Econpapers || Download paper |
| 2021 | MoNK: Mortgages in a New-Keynesian model. (2021). Ustek, Roman ; Kydland, Finn E ; Garriga, Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030227x. Full description at Econpapers || Download paper |
| 2022 | The excess sensitivity of long-term interest rates and central bank credibility. (2022). Park, Kwangyong. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002972. Full description at Econpapers || Download paper |
| 2022 | Affine arbitrage-free yield net models with application to the euro debt crisis. (2022). Niu, Linlin ; Zhang, Chen ; Hong, Zhiwu. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:201-220. Full description at Econpapers || Download paper |
| 2021 | Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56. Full description at Econpapers || Download paper |
| 2021 | The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:95-127. Full description at Econpapers || Download paper |
| 2021 | Gold, platinum and the predictability of bond risk premia. (2021). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309079. Full description at Econpapers || Download paper |
| 2021 | Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000593. Full description at Econpapers || Download paper |
| 2021 | The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. (2021). Tzavalis, Elias ; Argyropoulos, Efthymios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:785-796. Full description at Econpapers || Download paper |
| 2021 | The Relationship between Yield Curve and Economic Activity: An Analysis of G7 Countries. (2021). Stauvermann, Peter ; Kumar, Ronald ; Thu, Hang Thi. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:62-:d:491763. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | A Quantitative Evaluation of Interest Rate Liberalization Reform in China. (2022). Zhang, Zhengyi ; Cai, Zongwu ; Peng, Yan ; Yuan, Jing. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202214. Full description at Econpapers || Download paper |
| 2022 | Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x. Full description at Econpapers || Download paper |
| 2022 | The Chinese Government Bond Markets: Foreign Investments and Market Efficiency. (2022). Liu, Kerry. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:14:y:2022:i:1:p:93-104. Full description at Econpapers || Download paper |
| 2021 | A Macro-Finance Approach to Exchange Rate Determination. (2010). Tsang, Kwok Ping ; Chen, Yu-Chin . In: Working Papers. RePEc:vpi:wpaper:e07-19. Full description at Econpapers || Download paper |
| 2022 | On the transmission mechanism of Asia?Pacific yield curve characteristics. (2022). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:473-488. Full description at Econpapers || Download paper |
| 2021 | Economic Policy Uncertainty and Bond Risk Premia. (2021). Ka, Kook ; Ioannidis, Christos. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:6:p:1479-1522. Full description at Econpapers || Download paper |
Works by Marco Lyrio:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | The Effect of Monetary Unification on German Bond Markets In: European Financial Management. [Full Text][Citation analysis] | article | 11 |
| 2001 | The Effect of Monetary Unification on German Bond Markets.(2001) In: International Economics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2001 | The Effect of Monetary Unification on German Bond Markets.(2001) In: International Economics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2000 | Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 In: International Finance. [Full Text][Citation analysis] | article | 1 |
| 1999 | Multiple Equilibria and the Credibility of the Brazilian Crawling-Peg, 1995-1998.(1999) In: International Economics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Developments in Macro-Finance Yield Curve Modelling In: Cambridge Books. [Citation analysis] | book | 4 |
| 2016 | Developments in Macro-Finance Yield Curve Modelling.(2016) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 4 | book | |
| 2018 | A macro-financial analysis of the corporate bond market In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2018 | A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2019 | A macro–financial analysis of the corporate bond market.(2019) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2015 | A macro-financial analysis of the euro area sovereign bond market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 44 |
| 2014 | A macro-financial analysis of the euro area sovereign bond market.(2014) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
| 2006 | The cost of technical trading rules in the Forex market: A utility-based evaluation In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
| 2003 | The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation.(2003) In: ERIM Report Series Research in Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2003 | Macro factors and the Term Structure of Interest Rates In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 223 |
| 2003 | Macro Factors and the Term Structure of Interest Rates.(2003) In: International Economics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 223 | paper | |
| 2002 | Macro Factors and the Term Structure of Interest Rates.(2002) In: International Economics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 223 | paper | |
| 2006 | Macro Factors and the Term Structure of Interest Rates.(2006) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 223 | article | |
| 2011 | Information in the Yield Curve: A Macro-Finance Approach In: Insper Working Papers. [Full Text][Citation analysis] | paper | 40 |
| 2014 | Information in the yield curve: A Macro-Finance approach.(2014) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
| 2014 | INFORMATION IN THE YIELD CURVE: A MACRO?FINANCE APPROACH.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
| 2011 | A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation In: Insper Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics In: Insper Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics.(2011) In: Review of Business and Economic Literature. [Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2013 | Previsão dos preços de commodities por meio das taxas de câmbio In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The economic value of technical trading rules: a nonparametric utility-based approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 11 |
| 2002 | The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach.(2002) In: International Economics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2006 | A joint model for the term structure of interest rates and the macroeconomy In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 39 |
| 2001 | A Joint Model for the Term Structure of Interest Rates and the Macroeconomy.(2001) In: International Economics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2001 | Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy In: International Economics Working Papers Series. [Full Text][Citation analysis] | paper | 6 |
| 2006 | A multi-factor model for the valuation and risk managment of demand deposits In: Working Paper Research. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates In: NBER Chapters. [Full Text][Citation analysis] | chapter | 25 |
| 2004 | Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 1 |
| 2006 | A Structural Macro Model of the Yield Curve In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 1 |
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