Marco Lyrio
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Affiliations
-
Insper
/ Unidade do Negócios e Economia
Research profile
author of:
- The Effect of Monetary Unification on German Bond Markets (repec:bla:eufman:v:10:y:2004:i:3:p:487-509)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 (repec:bla:intfin:v:3:y:2000:i:1:p:1-23)
by Marco Lyrio & Hans Dewachter - Developments in Macro-Finance Yield Curve Modelling (repec:cup:cbooks:9781107044555)
by Chadha,Jagjit S. & Durré,Alain C. J. & Joyce,Michael A. S. & Sarno,Lucio (ed.) - Developments in Macro-Finance Yield Curve Modelling (repec:cup:cbooks:9781316623169)
by Chadha,Jagjit S. & Durré,Alain C. J. & Joyce,Michael A. S. & Sarno,Lucio (ed.) - A macro-financial analysis of the corporate bond market (repec:ecb:ecbwps:20182214)
by Dewachter, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco - A macro-financial analysis of the euro area sovereign bond market (repec:eee:jbfina:v:50:y:2015:i:c:p:308-325)
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite - The cost of technical trading rules in the Forex market: A utility-based evaluation (repec:eee:jimfin:v:25:y:2006:i:7:p:1072-1089)
by Dewachter, Hans & Lyrio, Marco - Macro factors and the Term Structure of Interest Rates (repec:ems:eureri:324)
by Dewachter, H.D.R. & Lyrio, M. - The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation (repec:ems:eureri:435)
by Dewachter, H.D.R. & Lyrio, M. - The Effect of Monetary Unification on German Bond Markets (repec:ete:ceswps:ces0205)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Macro Factors and the Term Structure of Interest Rates (repec:ete:ceswps:ces0304)
by Hans Dewachter & Marco Lyrio - Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 (repec:ete:ceswps:ces9919)
by Marco LYRIO & Hans DEWACHTER - Information in the Yield Curve: A Macro-Finance Approach (repec:ibm:ibmecp:wpe_230)
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco - A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation (repec:ibm:ibmecp:wpe_250)
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco - Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics (repec:ibm:ibmecp:wpe_260)
by Dewachter, Hans & Houssa, Romain & Lyrio, Marco & Kaltwasser, Pablo Rovira - Previsão dos preços de commodities por meio das taxas de câmbio (repec:ibm:ibmecp:wpe_322)
by Rosolen, Davi & Araujo, Michael Viriato & Lyrio, Marco - The economic value of technical trading rules: a nonparametric utility-based approach (repec:ijf:ijfiec:v:10:y:2005:i:1:p:41-62)
by Hans Dewachter & Marco Lyrio - A joint model for the term structure of interest rates and the macroeconomy (repec:jae:japmet:v:21:y:2006:i:4:p:439-462)
by Marco Lyrio & Hans Dewachter & Konstantijn Maes - Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy (repec:kul:kulwps:ces0118)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach (repec:kul:kulwps:ces0203)
by Hans Dewachter & Marco Lyrio - The Effect of Monetary Unification on German Bond Markets (repec:kul:kulwps:ces0205)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Macro Factors and the Term Structure of Interest Rates (repec:kul:kulwps:ces0304)
by Hans Dewachter & Marco Lyrio - Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 (repec:kul:kulwps:ces9919)
by Hans Dewachter & Marco Lyrio - A Joint Model for the Term Structure of Interest Rates and the Macroeconomy (repec:kul:kulwps:wpie002)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - The Effect of Monetary Unification on German Bond Markets (repec:kul:kulwps:wpie005)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Macro Factors and the Term Structure of Interest Rates (repec:kul:kulwps:wpie007)
by Hans Dewachter & Marco Lyrio - Macro Factors and the Term Structure of Interest Rates (repec:mcb:jmoncb:v:38:y:2006:i:1:p:119-140)
by Dewachter, Hans & Lyrio, Marco - A multi-factor model for the valuation and risk managment of demand deposits (repec:nbb:reswpp:200605-2)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Information in the yield curve: A Macro-Finance approach (repec:nbb:reswpp:201403-254)
by Hans Dewachter & Leonardo Iania & Marco Lyrio - A macro-financial analysis of the euro area sovereign bond market (repec:nbb:reswpp:201406-259)
by Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea - A macro-financial analysis of the corporate bond market (repec:nbb:reswpp:201810-360)
by Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio - Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates (repec:nbr:nberch:5372)
by Hans Dewachter & Marco Lyrio - A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation (repec:pra:mprapa:34461)
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco - Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve (repec:sce:scecf4:188)
by Marco Lyrio & Hans Dewachter - A Structural Macro Model of the Yield Curve (repec:sce:scecfa:236)
by Hans Dewachter & Marco Lyrio - Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics (repec:sen:rebelj:v:56:i:4:y:2011:p:454-472)
by H. Dewachter & R. Houssa & M. Lyrio & P.R. Kaltwasser - A macro–financial analysis of the corporate bond market (repec:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1530-8)
by Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio - Information In The Yield Curve: A Macro‐Finance Approach (repec:wly:japmet:v:29:y:2014:i:1:p:42-64)
by Hans Dewachter & Leonardo Iania & Marco Lyrio