5
H index
4
i10 index
146
Citations
Université Catholique de Louvain | 5 H index 4 i10 index 146 Citations RESEARCH PRODUCTION: 5 Articles 18 Papers RESEARCH ACTIVITY: 11 years (2009 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pia23 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Leonardo Iania. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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LIDAM Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN) | 6 |
MPRA Paper / University Library of Munich, Germany | 3 |
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 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper |
2023 | The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074. Full description at Econpapers || Download paper |
2023 | Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651. Full description at Econpapers || Download paper |
2023 | Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041. Full description at Econpapers || Download paper |
2023 | Do green bond and green stock markets boom and bust together? Evidence from China. (2023). Dai, Liang ; Guo, Dawei ; Su, Xianfang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002600. Full description at Econpapers || Download paper |
2023 | Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041. Full description at Econpapers || Download paper |
2023 | Forecasting the Dynamic Correlation of Stock Indices Based on Deep Learning Method. (2023). Xu, Yue ; Ni, Jian. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10198-3. 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 |
Year | Title | Type | Cited |
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2020 | Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 2 |
2012 | An Extended Macro-Finance Model with Financial Factors In: LIDAM Reprints LFIN. [Citation analysis] | paper | 33 |
2010 | An Extended Macro-Finance Model with Financial Factors.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2011 | An Extended Macro-Finance Model with Financial Factors.(2011) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2009 | An Extended Macro-Finance Model with Financial Factors.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2009 | An Extended Macro-Finance Model with Financial Factors.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2014 | Information in the yield curve: A macro-finance approach In: LIDAM Reprints LFIN. [Citation analysis] | paper | 40 |
2011 | Information in the Yield Curve: A Macro-Finance Approach.(2011) In: Insper Working Papers. [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: 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 | |
2014 | Assessing warm ischemic injury of pig livers at hypothermic machine perfusion In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
2015 | A macro-financial analysis of the euro area sovereign bond market In: LIDAM Reprints LFIN. [Citation analysis] | paper | 46 |
2015 | A macro-financial analysis of the euro area sovereign bond market.(2015) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
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 | |
2019 | A Macro-Financial Analysis of the Corporate Bond Market In: LIDAM Reprints LFIN. [Citation analysis] | paper | 3 |
2018 | A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
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 | |
2020 | Stock-bond return correlations: Moving away from one-frequency-fits-all by extending the DCC-MIDAS approach In: LIDAM Reprints LFIN. [Citation analysis] | paper | 7 |
2020 | Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach.(2020) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 | |
2016 | The response of euro area sovereign spreads to the ECB unconventional monetary policies In: Working Paper Research. [Full Text][Citation analysis] | paper | 13 |
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