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Previsão dos preços de commodities por meio das taxas de câmbio

Rosolen, Davi; Araujo, Michael Viriato; Lyrio, Marco - In: Estudos econômicos : publicação trimestral do … 43 (2013) 4, pp. 813-830

Persistent link: https://www.econbiz.de/10011456242

Information in the Yield curve : a macro-finance approach

Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - In: Journal of applied econometrics 29 (2014) 1, pp. 42-64

Persistent link: https://www.econbiz.de/10010414258

A New-Keynesian model of the yield curve with learning dynamics : a Bayesian evaluation

Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - 2011

Persistent link: https://www.econbiz.de/10009512932

Dynamic forecasting rules and the complexity of exchange rate dynamics

Dewachter, Hans; Houssa, Romain; Lyrio, Marco; Rovira … - 2011

Persistent link: https://www.econbiz.de/10009513382

Dynamic forecasting rules and the complexity of exchange rate dynamics

Dewachter, Hans; Houssa, Romain; Lyrio, Marco; Rovira … - In: Review of business and economics 56 (2011) 4, pp. 454-471

Persistent link: https://www.econbiz.de/10009387613

A macro-financial analysis of the Euro area sovereign Bond market

Dewachter, Hans; Iania, Leonardo; Lyrio, Marco; Sola … - 2014

Persistent link: https://www.econbiz.de/10010387825

The economic value of technical trading rules : a nonparametric utility-based approach

Dewachter, Hans; Lyrio, Marco - In: International journal of finance & economics : IJFE 10 (2005) 1, pp. 41-62

Persistent link: https://www.econbiz.de/10002608349

A multi-factor model for the valuation and risk management of demand deposits

Dewachter, Hans; Lyrio, Marco; Maes, Konstantijn - 2006

How should we value and manage deposit accounts where deposits have a zero contractual maturity, but which, in practice, remain stable through time and are remunerated below market rates? Does the economic value of the deposit account differ from the face value and can we reliably measure it? To...

Persistent link: https://www.econbiz.de/10003367990

The effect of monetary unification on German bond markets

Dewachter, Hans; Lyrio, Marco; Maes, Konstantijn - 2002

Persistent link: https://www.econbiz.de/10001665446

Estimation of a joint model for the term structure of interest rates and the macroeconomy

Dewachter, Hans; Lyrio, Marco; Maes, Konstantijn - 2001

Persistent link: https://www.econbiz.de/10001608377