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Information about:
Marco Lyrio

Personal Details | Affiliation | Works
This is information that was supplied by Marco Lyrio in registering through RePEc. If you are Marco Lyrio , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Marco
Middle Name:
Last Name: Lyrio
Suffix:

RePEc Short-ID: ply4

Email:
The email address of this author does not seem to be valid anymore. Please ask Marco Lyrio to update the entry or send us the correct address. Thank you.
Homepage: http://www.wbs.ac.uk/faculty/members/marco/lyrio
Postal Address: Warwick Business School University of Warwick Coventry, CV4 7AL, UK
Phone: +44 (0)24 7652 8226

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006. "A multi-factor model for the valuation and risk managment of demand deposits," Research series 200605-2, National Bank of Belgium. [Downloadable!]

  2. Hans Dewachter & Marco Lyrio, 2006. "A Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2006 236, Society for Computational Economics.

  3. Marco Lyrio & Hans Dewachter, 2004. "Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2004 188, Society for Computational Economics. [Downloadable!]

  4. Dewachter, H.D.R. & Lyrio, M., 2003. "The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation," Research Paper ERS-2003-052-F&A Revision, 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 Uni. [Downloadable!]
    Published as:

  5. Hans Dewachter & Marco Lyrio, 2002. "The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach," International Economics Working Papers Series ces0203, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]
    Published as:

  6. Hans Dewachter & Marco Lyrio, 2002. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series wpie007, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]
    Other versions:
    Published as:

  7. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy," International Economics Working Papers Series ces0118, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]

  8. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "A Joint Model for the Term Structure of Interest Rates and the Macroeconomy," International Economics Working Papers Series wpie002, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]
    Published as:

  9. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series ces0205, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]
    Other versions:
    Published as:

  10. Hans Dewachter & Marco Lyrio, 1999. "Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998," International Economics Working Papers Series ces9919, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]
    Published as:

Articles

  1. Dewachter, Hans & Lyrio, Marco, 2006. "Macro Factors and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 119-140, February. [Downloadable!] (restricted)
    Other versions:

  2. Dewachter, Hans & Lyrio, Marco, 2006. "The cost of technical trading rules in the Forex market: A utility-based evaluation," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1072-1089, November. [Downloadable!] (restricted)
    Other versions:

  3. Marco Lyrio & Hans Dewachter & Konstantijn Maes, 2006. "A joint model for the term structure of interest rates and the macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 439-462. [Downloadable!]
    Other versions:

  4. Hans Dewachter & Marco Lyrio, 2005. "The economic value of technical trading rules: a nonparametric utility-based approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(1), pages 41-62. [Downloadable!]
    Other versions:

  5. Lyrio, Marco & Dewachter, Hans, 2000. "Multiple Equilibria and the Credibility of the Brazilian 'Crawling Peg,' 1995-1998," International Finance, Blackwell Publishing, vol. 3(1), pages 1-23, April. [Downloadable!] (restricted)
    Other versions:

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2006-05-20
  2. NEP-CBA: Central Banking (2) 2008-04-12 2008-04-12
  3. NEP-CFN: Corporate Finance (1) 2003-04-02
  4. NEP-FIN: Finance (4) 2003-04-02 2003-04-09 2003-12-07 2006-05-20 Author is listed
  5. NEP-FMK: Financial Markets (3) 2003-04-02 2006-05-20 2008-04-12 Author is listed
  6. NEP-IFN: International Finance (2) 2003-04-02 2003-12-07
  7. NEP-MAC: Macroeconomics (4) 2003-04-09 2003-12-07 2008-04-12 2008-04-12 Author is listed
  8. NEP-MON: Monetary Economics (3) 2003-12-07 2008-04-12 2008-04-12 Author is listed
  9. NEP-RMG: Risk Management (2) 2003-04-09 2006-05-20
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This page was last updated on 2009-11-8.

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