Marco Lyrio

E-mail: marco.lyrio@insper.edu.br

Acesso ao Currículo Lattes

Áreas de interesse:

• Macro-finanças,
• Finanças internacionais,
• Estrutura a termo da taxa de juros

Shortbio

Professor Associado - Antes de se juntar ao Insper, trabalhou como Professor Assistente de Finanças na Warwick Business School (Inglaterra, 2005-2008) e como pesquisador no Fundo de Investimentos em Moedas Estrangeiras do AXA Investment Managers (Londres, 2007-2008).

Prêmios e Títulos

• 2006/07 - Outstanding Contribution to the Undergraduate Programme 2006/07 (Warwick Business School, Inglaterra)

Working Papers

1. Information in the Yield Curve: A Macro-Finance Approach
   Hans DEWACHTER, Leonardo IANIA, and Marco LYRIO


2. A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation
   Hans DEWACHTER, Leonardo IANIA, and Marco LYRIO


3. Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics
   Hans DEWACHTER, Romain HOUSSA, Marco LYRIO, Pablo Rovira KALTWASSER

Artigos em Destaque

1. The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation
   Hans DEWACHTER and Marco LYRIO
   Journal of International Money and Finance (2006), 25 (7), 1072-1089


2. A Joint Model for the Term Structure of Interest Rates and the Macroeconomy
   Hans DEWACHTER, Marco LYRIO and Konstantijn MAES
   Journal of Applied Econometrics (2006), 21 (4), 439-462


3. Macro Factors and the Term Structure of Interest Rates
   Hans DEWACHTER and Marco LYRIO
   Journal of Money, Credit, and Banking (2006), 38 (1), 119-140


4. The Economic Value of Technical Trading Rules: A Nonparametric Utility-based Approach
   Hans DEWACHTER and Marco LYRIO
   International Journal of Finance and Economics (2005), 10 (1), 41-62


5. The Effect of Monetary Unification on German Bond Markets
   Hans DEWACHTER, Marco LYRIO and Konstantijn MAES
   European Financial Management (2004), 10 (3), 487-509


6. Multiple Equilibria and the Credibility of the Brazilian 'Crawling Peg', 1995-1998
   Marco LYRIO and Hans DEWACHTER
   International Finance (2000), 3 (1) , 1-23

Capítulos de Livros Nacionais e Internacionais

1. Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates
   Hans DEWACHTER and Marco LYRIO
   In Campbell, John (ed.), Asset Prices and Monetary Policy (2008), The University of Chicago Press, 191-245.