Marco Lyrio

861 total citations
24 papers, 516 citations indexed

About

Marco Lyrio is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Marco Lyrio has authored 24 papers receiving a total of 516 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 12 papers in General Economics, Econometrics and Finance and 11 papers in Economics and Econometrics. Recurrent topics in Marco Lyrio's work include Stochastic processes and financial applications (13 papers), Monetary Policy and Economic Impact (12 papers) and Credit Risk and Financial Regulations (8 papers). Marco Lyrio is often cited by papers focused on Stochastic processes and financial applications (13 papers), Monetary Policy and Economic Impact (12 papers) and Credit Risk and Financial Regulations (8 papers). Marco Lyrio collaborates with scholars based in Belgium, Brazil and United States. Marco Lyrio's co-authors include Hans Dewachter, Stan Maes, Wolfgang Lemke and Romain Houssa and has published in prestigious journals such as Journal of Banking & Finance, Journal of money credit and banking and Journal of International Money and Finance.

In The Last Decade

Marco Lyrio

19 papers receiving 478 citations

Peers

Marco Lyrio

FINAN

GEEF

EE

SM

ACCOU

Carlos Eduardo Soares Gonçalves Brazil

Alain Durré France

Jean-Guillaume Sahuc France

Hsiu‐Yun Lee Taiwan

Michael Ulan United States

Dániel Holló Germany

Stéphane Moyen Germany

Laura Piscitelli United Kingdom

Philippe Mueller United Kingdom

Fatih Özatay Türkiye

Carlos Eduardo Soares Gonçalves Brazil

Marco Lyrio

266 ×0.7

FINAN

388 ×1.1

GEEF

307 ×1.1

EE

6 ×0.3

SM

23 ×1.0

ACCOU

Citations per year, relative to Marco Lyrio Marco Lyrio (= 1×) peers Carlos Eduardo Soares Gonçalves

Countries citing papers authored by Marco Lyrio

Since Specialization

Citations

This map shows the geographic impact of Marco Lyrio's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Marco Lyrio with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marco Lyrio more than expected).

Fields of papers citing papers by Marco Lyrio

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Marco Lyrio. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Marco Lyrio. The network helps show where Marco Lyrio may publish in the future.

Co-authorship network of co-authors of Marco Lyrio

This figure shows the co-authorship network connecting the top 25 collaborators of Marco Lyrio. A scholar is included among the top collaborators of Marco Lyrio based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Marco Lyrio. Marco Lyrio is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Dewachter, Hans, et al.. (2019). A macro–financial analysis of the corporate bond market. Empirical Economics. 57(6). 1911–1933. 4 indexed citations

2.

Dewachter, Hans, et al.. (2018). A Macro-Financial Analysis of the Corporate Bond Market. SSRN Electronic Journal.

3.

Dewachter, Hans, et al.. (2014). A macro-financial analysis of the euro area sovereign bond market. Journal of Banking & Finance. 50. 308–325. 39 indexed citations

4.

Dewachter, Hans, et al.. (2014). A Macro-Financial Analysis of the Euro Area Sovereign Bond Market. SSRN Electronic Journal. 4 indexed citations

5.

Dewachter, Hans, et al.. (2014). A macro-financial analysis of the euro area sovereign bond market. National Bank of Belgium Working Paper No. 259, June 2014. Archive of European Integration (AEI) (University of Pittsburgh).

6.

Lyrio, Marco, et al.. (2013). Previsão dos preços de commodities por meio das taxas de câmbio. Estudos Econômicos (São Paulo). 43(4). 813–830. 1 indexed citations

7.

Dewachter, Hans, et al.. (2012). INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH. Journal of Applied Econometrics. 29(1). 42–64. 21 indexed citations

8.

Dewachter, Hans, Romain Houssa, & Marco Lyrio. (2011). Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics. Repository of the University of Namur. 56(4). 454–471. 4 indexed citations

9.

Dewachter, Hans, et al.. (2011). A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation. SSRN Electronic Journal. 2 indexed citations

10.

Dewachter, Hans & Marco Lyrio. (2008). Learning, Macroeconomic Dynamics, and the Term Structure of Interest Rates. RePEc: Research Papers in Economics. 191–244. 6 indexed citations

11.

Lyrio, Marco. (2007). Modeling the yield curve with macro factors. Lirias (KU Leuven). 4 indexed citations

12.

Dewachter, Hans, et al.. (2006). A joint model for the term structure of interest rates and the macroeconomy. Journal of Applied Econometrics. 21(4). 439–462. 39 indexed citations

13.

Dewachter, Hans & Marco Lyrio. (2006). The cost of technical trading rules in the Forex market: A utility-based evaluation. Journal of International Money and Finance. 25(7). 1072–1089. 1 indexed citations

14.

Dewachter, Hans & Marco Lyrio. (2006). Macro Factors and the Term Structure of Interest Rates. Journal of money credit and banking. 38(1). 119–140. 194 indexed citations

15.

Dewachter, Hans, Marco Lyrio, & Stan Maes. (2006). A Multi-Factor Model for the Valuation and Risk Managment of Demand Deposits. SSRN Electronic Journal. 5 indexed citations

16.

Dewachter, Hans, Marco Lyrio, & Stan Maes. (2006). A Multi-Factor Model for the Valuation and Risk Management of Demand Deposits. SSRN Electronic Journal. 124 indexed citations

17.

Lyrio, Marco & Hans Dewachter. (2003). Multiple Equilibria and the Credibility of the Brazilian 'Crawling Peg', 1995-1998. SSRN Electronic Journal.

18.

Dewachter, Hans & Marco Lyrio. (2002). The Economic Value of Technical Trading Rules: A Nonparametric Utility-Based Approach. SSRN Electronic Journal. 1 indexed citations

19.

Dewachter, Hans, Marco Lyrio, & Stan Maes. (2001). Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy. SSRN Electronic Journal. 6 indexed citations

20.

Lyrio, Marco & Hans Dewachter. (2000). Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998. International Finance. 3(1). 1–23. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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