Marco Lyrio
Personal Details
First Name: | Marco |
Middle Name: | |
Last Name: | Lyrio |
Suffix: | |
RePEc Short-ID: | ply4 |
| |
http://www.insper.edu.br/docentes-e-pesquisa/corpo-docente/marco-lyrio | |
Insper Instituto de Ensino e Pesquisa Rua Quatá 300 04546-042, Vila Olimpia São Paulo, SP Brasil | |
+55 (0)11 4504 2429 |
Affiliation
Insper Instituto de Ensino e Pesquisa
São Paulo, Brazilhttp://www.insper.edu.br/
RePEc:edi:ibmecbr (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2018.
"A macro-financial analysis of the corporate bond market,"
Working Paper Research
360, National Bank of Belgium.
- Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2019. "A macro–financial analysis of the corporate bond market," Empirical Economics, Springer, vol. 57(6), pages 1911-1933, December.
- Dewacther, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2019. "A Macro-Financial Analysis of the Corporate Bond Market," LIDAM Reprints LFIN 2019008, Université catholique de Louvain, Louvain Finance (LFIN).
- Dewachter, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2018. "A macro-financial analysis of the corporate bond market," Working Paper Series 2214, European Central Bank.
- Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea, 2014.
"A macro-financial analysis of the euro area sovereign bond market,"
Working Paper Research
259, National Bank of Belgium.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite, 2015. "A macro-financial analysis of the euro area sovereign bond market," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 308-325.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & Perea, Maite de Sola, 2015. "A macro-financial analysis of the euro area sovereign bond market," LIDAM Reprints LFIN 2015009, Université catholique de Louvain, Louvain Finance (LFIN).
- Rosolen, Davi & Araujo, Michael Viriato & Lyrio, Marco, 2013. "Previsão dos preços de commodities por meio das taxas de câmbio," Insper Working Papers wpe_322, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Dewachter, Hans & Houssa, Romain & Lyrio, Marco & Kaltwasser, Pablo Rovira, 2011.
"Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics,"
Insper Working Papers
wpe_260, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- H. Dewachter & R. Houssa & M. Lyrio & P.R. Kaltwasser, 2011. "Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics," Review of Business and Economic Literature, Intersentia, vol. 56(4), pages 454-472, December.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011.
"Information in the Yield Curve: A Macro-Finance Approach,"
Insper Working Papers
wpe_230, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information In The Yield Curve: A Macro‐Finance Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 42-64, January.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2014. "Information in the yield curve: A macro-finance approach," LIDAM Reprints LFIN 2014007, Université catholique de Louvain, Louvain Finance (LFIN).
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information in the yield curve: A Macro-Finance approach," Working Paper Research 254, National Bank of Belgium.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011.
"A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation,"
MPRA Paper
34461, University Library of Munich, Germany, revised Sep 2011.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation," Insper Working Papers wpe_250, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Hans Dewachter & Marco Lyrio, 2006. "A Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2006 236, Society for Computational Economics.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006. "A multi-factor model for the valuation and risk managment of demand deposits," Working Paper Research 83, National Bank of Belgium.
- 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.
- Dewachter, H.D.R. & Lyrio, M., 2003.
"The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation,"
ERIM Report Series Research in Management
ERS-2003-052-F&A, 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 Rotterdam.
- 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.
- 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.
- 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.
- Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter, 2004. "Macro factors and the term structure of interest rates," Money Macro and Finance (MMF) Research Group Conference 2003 25, Money Macro and Finance Research Group.
- Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," Working Papers of Department of Economics, Leuven ces0304, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Dewachter, H.D.R. & Lyrio, M., 2003. "Macro factors and the Term Structure of Interest Rates," ERIM Report Series Research in Management ERS-2003-037-F&A, 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 Rotterdam.
- 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.
- 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.
- 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.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2004. "The Effect of Monetary Unification on German Bond Markets," European Financial Management, European Financial Management Association, vol. 10(3), pages 487-509, September.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2002. "The Effect of Monetary Unification on German Bond Markets," Working Papers of Department of Economics, Leuven ces0205, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series wpie005, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- 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.
- 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.
- 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.
- Hans Dewachter & Marco Lyrio & 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, May.
- 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.
- Marco Lyrio & Hans Dewachter, 2000. "Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998," International Finance, Wiley Blackwell, vol. 3(1), pages 1-23, April.
- Marco LYRIO & Hans DEWACHTER, 1999. "Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998," Working Papers of Department of Economics, Leuven ces9919, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
Articles
- Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2019.
"A macro–financial analysis of the corporate bond market,"
Empirical Economics, Springer, vol. 57(6), pages 1911-1933, December.
- Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2018. "A macro-financial analysis of the corporate bond market," Working Paper Research 360, National Bank of Belgium.
- Dewacther, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2019. "A Macro-Financial Analysis of the Corporate Bond Market," LIDAM Reprints LFIN 2019008, Université catholique de Louvain, Louvain Finance (LFIN).
- Dewachter, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2018. "A macro-financial analysis of the corporate bond market," Working Paper Series 2214, European Central Bank.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite, 2015.
"A macro-financial analysis of the euro area sovereign bond market,"
Journal of Banking & Finance, Elsevier, vol. 50(C), pages 308-325.
- Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea, 2014. "A macro-financial analysis of the euro area sovereign bond market," Working Paper Research 259, National Bank of Belgium.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & Perea, Maite de Sola, 2015. "A macro-financial analysis of the euro area sovereign bond market," LIDAM Reprints LFIN 2015009, Université catholique de Louvain, Louvain Finance (LFIN).
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014.
"Information In The Yield Curve: A Macro‐Finance Approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 42-64, January.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2014. "Information in the yield curve: A macro-finance approach," LIDAM Reprints LFIN 2014007, Université catholique de Louvain, Louvain Finance (LFIN).
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "Information in the Yield Curve: A Macro-Finance Approach," Insper Working Papers wpe_230, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information in the yield curve: A Macro-Finance approach," Working Paper Research 254, National Bank of Belgium.
- H. Dewachter & R. Houssa & M. Lyrio & P.R. Kaltwasser, 2011.
"Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics,"
Review of Business and Economic Literature, Intersentia, vol. 56(4), pages 454-472, December.
- Dewachter, Hans & Houssa, Romain & Lyrio, Marco & Kaltwasser, Pablo Rovira, 2011. "Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics," Insper Working Papers wpe_260, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- 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.
- Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- 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.
- Hans Dewachter, 2004. "Macro factors and the term structure of interest rates," Money Macro and Finance (MMF) Research Group Conference 2003 25, Money Macro and Finance Research Group.
- Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," Working Papers of Department of Economics, Leuven ces0304, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Dewachter, H.D.R. & Lyrio, M., 2003. "Macro factors and the Term Structure of Interest Rates," ERIM Report Series Research in Management ERS-2003-037-F&A, 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 Rotterdam.
- 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.
- Dewachter, H.D.R. & Lyrio, M., 2003. "The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation," ERIM Report Series Research in Management ERS-2003-052-F&A, 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 Rotterdam.
- 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.
- Hans Dewachter & Marco Lyrio & 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, May.
- 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.
- 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.
- 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.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2004.
"The Effect of Monetary Unification on German Bond Markets,"
European Financial Management, European Financial Management Association, vol. 10(3), pages 487-509, September.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2002. "The Effect of Monetary Unification on German Bond Markets," Working Papers of Department of Economics, Leuven ces0205, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- 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.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series wpie005, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Marco Lyrio & Hans Dewachter, 2000.
"Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998,"
International Finance, Wiley Blackwell, vol. 3(1), pages 1-23, April.
- Marco LYRIO & Hans DEWACHTER, 1999. "Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998," Working Papers of Department of Economics, Leuven ces9919, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- 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.
Chapters
- Hans Dewachter & Marco Lyrio, 2008. "Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates," NBER Chapters, in: Asset Prices and Monetary Policy, pages 191-245, National Bureau of Economic Research, Inc.
Books
- Chadha,Jagjit S. & Durré,Alain C. J. & Joyce,Michael A. S. & Sarno,Lucio (ed.), 2014.
"Developments in Macro-Finance Yield Curve Modelling,"
Cambridge Books,
Cambridge University Press, number 9781107044555.
- Chadha,Jagjit S. & Durré,Alain C. J. & Joyce,Michael A. S. & Sarno,Lucio (ed.), 2016. "Developments in Macro-Finance Yield Curve Modelling," Cambridge Books, Cambridge University Press, number 9781316623169.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (9) 2003-04-09 2003-12-07 2008-04-12 2008-04-12 2011-11-07 2014-04-11 2014-06-28 2018-12-24 2019-01-21. Author is listed
- NEP-MON: Monetary Economics (7) 2003-12-07 2008-04-12 2008-04-12 2011-11-07 2011-12-19 2014-04-11 2014-06-28. Author is listed
- NEP-CBA: Central Banking (4) 2008-04-12 2008-04-12 2011-11-07 2011-11-14
- NEP-FIN: Finance (4) 2003-04-02 2003-04-09 2003-12-07 2006-05-20
- NEP-FMK: Financial Markets (4) 2003-04-02 2006-05-20 2008-04-12 2019-01-21
- NEP-EEC: European Economics (3) 2014-06-28 2018-12-24 2019-01-21
- NEP-FOR: Forecasting (2) 2011-12-19 2014-04-11
- NEP-RMG: Risk Management (2) 2003-04-09 2006-05-20
- NEP-ACC: Accounting and Auditing (1) 2006-05-20
- NEP-CFN: Corporate Finance (1) 2003-04-02
- NEP-GER: German Papers (1) 2014-04-11
- NEP-IFN: International Finance (1) 2003-04-02
- NEP-OPM: Open Economy Macroeconomics (1) 2014-06-28
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