Marco Lyrio : Citation Profile


Are you Marco Lyrio?

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.
   Cites by year: 21
   Journals where Marco Lyrio has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 14 (3.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ply4
   Updated: 2024-01-16    RAS profile: 2020-07-10    
   Missing citations? Add them    Incorrect content? Let us know

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:

Dewachter, Hans (24)

Rudebusch, Glenn (23)

Spencer, Peter (13)

Kozicki, Sharon (12)

Tristani, Oreste (10)

Ireland, Peter (10)

Hördahl, Peter (10)

Kydland, Finn (9)

Iania, Leonardo (9)

Korobilis, Dimitris (8)

Byrne, Joseph (8)

Cites to:

Dewachter, Hans (36)

Maes, Konstantijn (17)

Rudebusch, Glenn (16)

Piazzesi, Monika (15)

Gertler, Mark (14)

Galí, Jordi (14)

Ang, Andrew (13)

Kozicki, Sharon (11)

Hördahl, Peter (10)

Tristani, Oreste (10)

Vestin, David (9)

Main data


Where Marco Lyrio has published?


Working Papers Series with more than one paper published# docs
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam2

Recent works citing Marco Lyrio (2024 and 2023)


YearTitle of citing document
2023Oil 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

2023The 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

2023Fundamentals, 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

2023Oil 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

Works by Marco Lyrio:


YearTitleTypeCited
2004The Effect of Monetary Unification on German Bond Markets In: European Financial Management.
[Full Text][Citation analysis]
article11
2001The 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
2001The 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
2000Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 In: International Finance.
[Full Text][Citation analysis]
article1
1999Multiple 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
2014Developments in Macro-Finance Yield Curve Modelling In: Cambridge Books.
[Citation analysis]
book4
2016Developments in Macro-Finance Yield Curve Modelling.(2016) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 4
book
2018A macro-financial analysis of the corporate bond market In: Working Paper Series.
[Full Text][Citation analysis]
paper3
2018A 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
2019A 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
2015A macro-financial analysis of the euro area sovereign bond market In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article46
2014A 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
2006The cost of technical trading rules in the Forex market: A utility-based evaluation In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article4
2003The 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
2003Macro factors and the Term Structure of Interest Rates In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
paper227
2003Macro 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
2002Macro 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
2006Macro 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
2011Information in the Yield Curve: A Macro-Finance Approach In: Insper Working Papers.
[Full Text][Citation analysis]
paper40
2014Information 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
2014INFORMATION 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
2011A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation In: Insper Working Papers.
[Full Text][Citation analysis]
paper2
2011A 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
2011Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics In: Insper Working Papers.
[Full Text][Citation analysis]
paper2
2011Dynamic 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
2013Previsão dos preços de commodities por meio das taxas de câmbio In: Insper Working Papers.
[Full Text][Citation analysis]
paper0
2005The economic value of technical trading rules: a nonparametric utility-based approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article11
2002The 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
2006A joint model for the term structure of interest rates and the macroeconomy In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article40
2001A 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
2001Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy In: International Economics Working Papers Series.
[Full Text][Citation analysis]
paper6
2006A multi-factor model for the valuation and risk managment of demand deposits In: Working Paper Research.
[Full Text][Citation analysis]
paper5
2008Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates In: NBER Chapters.
[Full Text][Citation analysis]
chapter25
2004Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]
paper1
2006A Structural Macro Model of the Yield Curve In: Computing in Economics and Finance 2006.
[Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team