7
H index
7
i10 index
429
Citations
Insper Instituto de Ensino e Pesquisa | 7 H index 7 i10 index 429 Citations RESEARCH PRODUCTION: 10 Articles 22 Papers 2 Books 1 Chapters RESEARCH ACTIVITY: 20 years (1999 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ply4 |
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: |
Year | Title of citing document |
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2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper |
2023 | The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13. Full description at Econpapers || Download paper |
2023 | Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6. Full description at Econpapers || Download paper |
2023 | Oil prices in the real economy. (2023). Spencer, Peter ; Shu, Haicheng. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:878-897. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 nother 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 nother 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 nother 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 nother version. Agregated cites: 4 | book | |
2018 | A macro-financial analysis of the corporate bond market In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2018 | A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2019 | A macro–financial analysis of the corporate bond market.(2019) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2015 | A macro-financial analysis of the euro area sovereign bond market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 46 |
2014 | A macro-financial analysis of the euro area sovereign bond market.(2014) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | 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 nother 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 | 227 |
2003 | Macro Factors and the Term Structure of Interest Rates.(2003) In: International Economics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 227 | 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 nother version. Agregated cites: 227 | 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 nother version. Agregated cites: 227 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 40 |
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 nother version. Agregated cites: 40 | 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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