| A macro-financial analysis of the euro area sovereign bond market H Dewachter, L Iania, M Lyrio, M de Sola Perea Journal of Banking & Finance 50, 308-325, 2015 | 89 | 2015 |
| Assessing warm ischemic injury of pig livers at hypothermic machine perfusion Q Liu, K Vekemans, L Iania, M Komuta, J Parkkinen, V Heedfeld, T Wylin, ... Journal of Surgical Research 186 (1), 379-389, 2014 | 68 | 2014 |
| Information in the yield curve: A Macro‐Finance approach H Dewachter, L Iania, M Lyrio Journal of Applied Econometrics 29 (1), 42-64, 2014 | 48 | 2014 |
| An extended macro-finance model with financial factors H Dewachter, L Iania Journal of Financial and Quantitative Analysis 46 (6), 1893-1916, 2011 | 42 | 2011 |
| Quantile-based inflation risk models E Ghysels, L Iania, J Striaukas NBB Working Paper, 2018 | 28 | 2018 |
| Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach AF Allard, L Iania, K Smedts International Review of Financial Analysis 71, 101557, 2020 | 24 | 2020 |
| Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? B De Backer, H Dewachter, L Iania Finance Research Letters 43, 101978, 2021 | 15 | 2021 |
| The response of euro area sovereign spreads to the ECB unconventional monetary policies H Dewachter, L Iania, JC Wijnandts National Bank of Belgium Working Paper No, 2016 | 15 | 2016 |
| A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation H Dewachter, L Iania, M Lyrio Available at SSRN 1952928, 2011 | 6 | 2011 |
| A macro–financial analysis of the corporate bond market H Dewachter, L Iania, W Lemke, M Lyrio Empirical Economics 57 (6), 1911-1933, 2019 | 5 | 2019 |
| Looking ahead: Forecasting total energy carbon dioxide emissions B Algieri, L Iania, A Leccadito Cleaner Environmental Systems 9, 100112, 2023 | 4 | 2023 |
| A macro-financial analysis of the corporate bond market H Dewachter, L Iania, W Lemke, M Lyrio ECB Working Paper, 2018 | 4 | 2018 |
| Exploring dependence relationships between bitcoin and commodity returns: an assessment using the gerber cross-correlation KK Lawuobahsumo, B Algieri, L Iania, A Leccadito Commodities 1 (1), 34-49, 2022 | 3 | 2022 |
| Forecasting Total Energy's CO2 Emissions L Iania, B Algieri, A Leccadito Available at SSRN 4124979, 2022 | 3 | 2022 |
| The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA L Iania, R Collage, M Vereycken Journal of Risk and Financial Management 16 (3), 189, 2023 | 2 | 2023 |
| Information in the corporate and term spreads: A macro-financial approach H Dewachter, L Iania, W Lemke, K Smedts Working Paper, 2012 | 2 | 2012 |
| The risk premium in New Keynesian DSGE models: The cost of inflation channel L Iania, P Tretiakov, R Wouters Journal of Economic Dynamics and Control 155, 104732, 2023 | 1 | 2023 |
| Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia L Iania, M Lyrio, R Moura Applied Economics 53 (58), 6721-6738, 2021 | 1 | 2021 |
| How abnormal was the stock market in October 2008? Euro Intelligence P De Grauwe, L Iania, PR Kaltwasser | 1 | 2008 |
| Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia J Boeckx, L Iania, J Wauters Available at SSRN 4487277, 2023 | | 2023 |
Marco LyrioAssociate Professor of Economics, Insper, São Paulo, BrazilVerified email at insper.edu.br
