Leonardo Iania

Université catholique de Louvain

Professor of Finance

34, Voie du roman pays

louvain la neuve, 1348

Belgium

http://https://sites.google.com/site/ianialeonardo/

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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Top 18,655

in Total Papers Citations

7

CROSSREF CITATIONS

50

Scholarly Papers (10)

An Extended Macro-Finance Model with Financial Factors

Number of pages: 52 Posted: 21 Feb 2010
Hans Dewachter and Leonardo Iania
Catholic University of Leuven (KUL) - Department of Economics and Université catholique de Louvain
Downloads 220 (176,838)

Abstract:

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yield curve, affine models, macroeconomics and financial factors, Bayesian estimation

An Extended Macro-Finance Model with Financial Factors

Number of pages: 58 Posted: 02 Oct 2009 Last Revised: 02 Sep 2012
Hans Dewachter and Leonardo Iania
Catholic University of Leuven (KUL) - Department of Economics and Université catholique de Louvain
Downloads 90 (359,774)
Citation 1

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Yield Curve, Affine Models, Macroeconomics and Financial Factors, Bayesian Estimaion

2.

Macrofinancial Information on the Post-COVID-19 Economic Recovery: Will It Be V, U or L-Shaped?

Finance Research Letters, Forthcoming
Number of pages: 22 Posted: 17 Feb 2021
Bruno De Backer, Hans Dewachter and Leonardo Iania
European Central Bank, National Bank of Belgium and Université catholique de Louvain
Downloads 154 (242,643)

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COVID-19, shape of the recovery, term structure, sovereign yields

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 71 (414,562)

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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 51 (489,432)
Citation 1

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

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 70 (417,753)
Citation 10

Abstract:

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Macro-fi…nance model, Term structure, Forecasting

Information in the Yield Curve: A Macro-Finance Approach

National Bank of Belgium Working Paper No. 254
Number of pages: 34 Posted: 02 Apr 2014
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 52 (485,161)
Citation 1

Abstract:

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Macro-finance model, Yield curve, Expectations hypothesis

5.

Stock-Bond Return Correlations: Moving Away from ‘One-Frequency-Fits-All’ by Extending the DCC-MIDAS Approach

Number of pages: 25 Posted: 04 Jun 2018 Last Revised: 03 Mar 2019
KU Leuven - Department of Accountancy, Finance and Insurance (AFI)University of Bristol, Université catholique de Louvain and KU Leuven - Faculty of Economics and Business (FEB)
Downloads 120 (294,379)

Abstract:

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Correlations, Portfolio Management, Risk Management

6.

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 115 (303,356)

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Term structure, Emerging markets, Risk premia

7.

A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation

Number of pages: 40 Posted: 02 Nov 2011
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 (309,082)
Citation 2

Abstract:

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New-Keynesian model, Affine yield curve model, Learning, Bayesian estimation

8.

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 85 (369,674)
Citation 6

Abstract:

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

9.

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 83 (374,921)

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

10.

The Response of Euro Area Sovereign Spreads to the ECB Unconventional Monetary Policies

National Bank of Belgium Working Paper No. 309 - October 2016
Number of pages: 56 Posted: 20 Sep 2017
Catholic University of Leuven (KUL) - Department of Economics, Université catholique de Louvain and Catholic University of Louvain (UCL) - Louvain Finance (LFIN)
Downloads 62 (439,759)

Abstract:

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Term Structure of Interest Rates, Lower Bound, Nonlinear State-Space Model, Monetary Policy Expectations, Unconventional Monetary Policy