Marco Lyrio

Insper Institute of Education and Research

Associate Professor

R Quata 300

Sao Paulo, 04542-030

Brazil

http://www.insper.edu.br/en/faculty-and-research/marco-lyrio

SCHOLARLY PAPERS

5

DOWNLOADS

389

SSRN CITATIONS
Rank 29,579

SSRN RANKINGS

Top 29,579

in Total Papers Citations

4

CROSSREF CITATIONS

22

Scholarly Papers (5)

Information in the Yield Curve: A Macro-Finance Approach

Number of pages: 61 Posted: 24 Mar 2013
Hans Dewachter, Leonardo Iania and Marco Lyrio
Catholic University of Leuven (KUL) - Department of Economics, Université catholique de Louvain and Insper Institute of Education and Research
Downloads 69 (364,935)
Citation 10

Abstract:

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Macro-fi…nance model, Term structure, Forecasting

A Macro-Financial Analysis of the Corporate Bond Market

Number of pages: 27 Posted: 19 Jun 2018
Catholic University of Leuven (KUL) - Department of Economics, Université catholique de Louvain, European Central Bank and Insper Institute of Education and Research
Downloads 68 (367,894)

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Corporate Bonds, Term Structure of Interest Rates, Macro Finance

A Macro-financial Analysis of the Corporate Bond Market

ECB Working Paper No. 2214
Number of pages: 32 Posted: 12 Dec 2018
Catholic University of Leuven (KUL) - Department of Economics, Université catholique de Louvain, European Central Bank and Insper Institute of Education and Research
Downloads 45 (448,800)

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euro area corporate bonds, yield spread decomposition, unspanned macro factors

3.

The Predictive Content of the Yield Curve for In‡flation

Number of pages: 28 Posted: 24 Mar 2013
Hans Dewachter, Leonardo Iania and Marco Lyrio
Catholic University of Leuven (KUL) - Department of Economics, Université catholique de Louvain and Insper Institute of Education and Research
Downloads 76 (341,834)

Abstract:

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Macro-…finance model, Term structure, In‡flation forecasting

4.

A Macro-Financial Analysis of the Euro Area Sovereign Bond Market

National Bank of Belgium Working Paper No. 259
Number of pages: 42 Posted: 20 Jun 2014
Catholic University of Leuven (KUL) - Department of Economics, Université catholique de Louvain, Insper Institute of Education and Research and National Bank of Belgium - Research Department
Downloads 75 (344,510)
Citation 7

Abstract:

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euro area sovereign bonds, yield spread decomposition, unspanned macro factors, fair spreads

5.

Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia

Number of pages: 17 Posted: 01 Jan 2020 Last Revised: 10 Jun 2020
Leonardo Iania, Marco Lyrio and Rubens Moura
Université catholique de Louvain, Insper Institute of Education and Research and Université catholique de Louvain
Downloads 56 (400,765)

Abstract:

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Term structure, Emerging markets, Risk premia