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

  • Insper Institute of Education and Research

SCHOLARLY PAPERS

6

DOWNLOADS

993

TOTAL CITATIONS
Rank 33,182

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Top 33,182

in Total Papers Citations

22

Scholarly Papers (6)

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1.

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 Bank of Mexico
Downloads 278 (234,796)

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Term structure, Emerging markets, Risk premia

2.

A Macro-Financial Analysis of the Corporate Bond Market

Downloads 212 (306,934)
Citation 1

A Macro-Financial Analysis of the Corporate Bond Market

Number of pages: 27 Posted: 19 Jun 2018
Hans Dewachter, Leonardo Iania, Wolfgang Lemke and Marco Lyrio
Catholic University of Leuven (KUL) - Department of Economics, Université catholique de Louvain, European Central Bank and Insper Institute of Education and Research
Downloads 108 (543,905)

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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
Hans Dewachter, Leonardo Iania, Wolfgang Lemke and Marco Lyrio
Catholic University of Leuven (KUL) - Department of Economics, Université catholique de Louvain, European Central Bank and Insper Institute of Education and Research
Downloads 104 (559,839)
Citation 1

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

3.

Information in the Yield Curve: A Macro-Finance Approach

Downloads 112 (330,203)
Citation 10

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 112 (529,090)
Citation 10

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Macro-fi…nance model, Term structure, Forecasting

4.

Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries

Number of pages: 50 Posted: 28 Apr 2023
Leonardo Iania, Marco Lyrio and Liana Nersisyan
Université catholique de Louvain, Insper Institute of Education and Research and UCLouvain
Downloads 141 (441,488)

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Oil prices shocks; affine term structure models; bond risk premia.

5.

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
Hans Dewachter, Leonardo Iania, Marco Lyrio and Maite de Sola
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 130 (468,583)
Citation 11

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

6.

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 120 (498,912)

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