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

9

DOWNLOADS
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in Total Papers Downloads

996

SSRN CITATIONS
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SSRN RANKINGS

Top 17,310

in Total Papers Citations

6

CROSSREF CITATIONS

50

Scholarly Papers (9)

An Extended Macro-Finance Model with Financial Factors

CESifo Working Paper Series No. 2950
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 215 (155,091)

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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 88 (316,411)
Citation 1

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

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 (365,716)
Citation 10

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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 49 (433,644)
Citation 1

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Macro-finance model, Yield curve, Expectations hypothesis

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 (368,674)

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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 (449,713)

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

4.

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 108 (274,336)
Citation 2

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

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), Université catholique de Louvain and KU Leuven - Faculty of Economics and Business (FEB)
Downloads 99 (291,099)

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Correlations, Portfolio Management, Risk Management

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 76 (342,535)

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

7.

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 (345,209)
Citation 7

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

8.

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 (401,620)

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Term structure, Emerging markets, Risk premia

9.

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 48 (429,835)

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