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Lyrio, Marco's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,019 |
Total
Citations
104 |
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1.
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Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics Lyrio, Marco
Insper Institute of Education and Research
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1,224
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58
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Essentially affine term structure model, macroeconomic factors, long-run market expectations, monetary policy rule
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2.
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Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics Lyrio, Marco
Insper Institute of Education and Research
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1,043
(8,680)
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technical trading rule, exchange rate
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3.
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Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics Lyrio, Marco
Insper Institute of Education and Research Maes, Stan
European Commission - DG Competition
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510
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2
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Demand deposits, affine term structure model, interest rate risk, risk management
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4.
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Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics Lyrio, Marco
Insper Institute of Education and Research Maes, Stan
European Commission - DG Competition
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374
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20
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Essentially affine term structure model, feedback interest rate rule, forecasting
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5.
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Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics Lyrio, Marco
Insper Institute of Education and Research
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309
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2
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Technical trading rules, exchange rates, nonparametric methods
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6.
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The Effect of Monetary Unification on German Bond Markets
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Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics Lyrio, Marco
Insper Institute of Education and Research Maes, Stan
European Commission - DG Competition
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Posted:
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24 Nov 01
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Last Revised:
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06 Dec 04
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213
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9
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Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics Lyrio, Marco
Insper Institute of Education and Research Maes, Stan
European Commission - DG Competition
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24
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9
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Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics Lyrio, Marco
Insper Institute of Education and Research Maes, Stan
European Commission - DG Competition
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189
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9
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EMU, ECB, Bundesbank, central bank monetary policy rule, essentially affine term structure model
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7.
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Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics Lyrio, Marco
Insper Institute of Education and Research Maes, Stan
European Commission - DG Competition
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167
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2
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Demand Deposits, ALM, Risk Management, Arbitrage Free Pricing, Flexible-Affine Term
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8.
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Multiple Equilibria and the Credibility of the Brazilian 'Crawling Peg', 1995-1998
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Versions (2)
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Lyrio, Marco
Insper Institute of Education and Research Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics
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Posted:
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20 May 03
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Last Revised:
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11 Jun 03
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78
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1
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Lyrio, Marco
Insper Institute of Education and Research Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics
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0
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Currency crisis, self-fulfilling speculation, multiple equilibria, Brazilian exchange rate system
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Lyrio, Marco
Insper Institute of Education and Research Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics
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78
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1
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Currency crisis, self-fulfilling speculation, multiple equilibria, Brazilian exchange rate system
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9.
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Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics Iania, Leonardo
Louvain School of Management (UCL) Lyrio, Marco
Insper Institute of Education and Research
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54
(193,337)
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New-Keynesian model, Affine yield curve model, Learning, Bayesian estimation
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10.
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Dewachter, Hans
Catholic University of Leuven (KUL) - Department of Economics Lyrio, Marco
Insper Institute of Education and Research
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47
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10
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