8
H index
8
i10 index
473
Citations
Marco Lyrio : Citation Profile
Insper | 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:
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Main data
Where Marco Lyrio has published?
Recent works citing Marco Lyrio (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863. Full description at Econpapers || Download paper |
| 2024 | The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing. (2024). Munari, Pietro. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24228. Full description at Econpapers || Download paper |
| 2024 | Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada. (2024). Feunou, Bruno ; Tarshi, Zabi. In: Discussion Papers. RePEc:bca:bocadp:24-09. Full description at Econpapers || Download paper |
| 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 |
| 2025 | The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014. Full description at Econpapers || Download paper |
| 2024 | Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965. Full description at Econpapers || Download paper |
| 2025 | The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01. Full description at Econpapers || Download paper |
| 2024 | Inflation (de-)anchoring in the euro area. (2024). De Backer, Bruno ; Burban, Valentin ; Vladu, Andreea Liliana. In: Working Paper Series. RePEc:ecb:ecbwps:20242964. Full description at Econpapers || Download paper |
| 2025 | Estimating the natural rate of interest in a macro-finance yield curve model. (2025). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20253160. Full description at Econpapers || Download paper |
| 2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper |
| 2024 | Oil price shocks and bond risk premia: Evidence from a panel of 15 countries. (2024). Lyrio, Marco ; Nersisyan, Liana ; Iania, Leonardo. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006480. Full description at Econpapers || Download paper |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. 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). Wang, Gang-Jin ; Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Allahdadi, Mohammad Reza. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200. Full description at Econpapers || Download paper |
| 2025 | Ex ante bond returns and time-varying monotonicity. (2025). Yahyaei, Hamid ; Singh, Abhay ; Smith, Tom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000046. Full description at Econpapers || Download paper |
| 2024 | Private bank deposits and macro/fiscal risk in the euro-area. (2024). Arghyrou, Michael G ; Gadea, Maria-Dolores ; Kontonikas, Alexandros. 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 |
| 2025 | Information content in yield curve dynamics: Implications for monetary policy. (2025). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000727. 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 ; Tian, Shu ; Yahya, Muhammad ; 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 |
| 2024 | Sequential learning and economic benefits from dynamic term structure models. (2024). Dubiel-Teleszynski, Tomasz ; Karouzakis, Nikolaos ; Kalogeropoulos, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123659. Full description at Econpapers || Download paper |
| 2025 | Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles. (2025). Demirer, Riza ; Bouri, Elie ; Gupta, Rangan ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202539. Full description at Econpapers || Download paper |
| 2024 | The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic. (2024). laopodis, nikiforos ; Kouretas, Georgios ; Salachas, Evangelos. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1018-1041. 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 | 53 |
| 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: 53 | 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 | 244 |
| 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: 244 | 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: 244 | 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: 244 | article | |
| 2011 | Information in the Yield Curve: A Macro-Finance Approach In: Insper Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2011 | A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation In: Insper Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics In: Insper Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 | 43 |
| 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: 43 | 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 | 7 |
| 2014 | Information in the yield curve: A Macro-Finance approach In: Working Paper Research. [Full Text][Citation analysis] | paper | 31 |
| 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: 31 | article | |
| 2008 | Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates In: NBER Chapters. [Full Text][Citation analysis] | chapter | 25 |
| 2011 | A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 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 |
| 2011 | Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics In: Review of Business and Economic Literature. [Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team