7
H index
7
i10 index
451
Citations
Marco Lyrio : Citation Profile
| RESEARCH PRODUCTION: 10 Articles 22 Papers 2 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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:
|
Main data
Where Marco Lyrio has published?
Recent works citing Marco Lyrio (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6. Full description at Econpapers || Download paper |
| 2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper |
| 2024 | Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Uddin, Gazi ; Allahdadi, Mohammad Reza ; Yahya, Muhammad ; Wang, Gang-Jin ; Park, Donghyun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200. Full description at Econpapers || Download paper |
| 2024 | Private bank deposits and macro/fiscal risk in the euro-area. (2024). Kontonikas, Alexandros ; Gadea, Maria-Dolores ; Arghyrou, Michael G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936. Full description at Econpapers || Download paper |
| 2024 | Lessons from low interest rate policy: How did euro area banks respond?. (2024). Kakes, Jan ; Freriks, Jorien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001098. Full description at Econpapers || Download paper |
| 2024 | Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Tian, Shu ; Hedstrom, Axel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044. 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 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 | 52 |
| 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: 52 | 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 | 239 |
| 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: 239 | 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: 239 | 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: 239 | article | |
| 2011 | Information in the Yield Curve: A Macro-Finance Approach In: Insper Working Papers. [Full Text][Citation analysis] | paper | 41 |
| 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: 41 | 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: 41 | 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 | 42 |
| 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: 42 | 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 | 6 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team