Details about Leonardo Iania

Access statistics for papers by Leonardo Iania.

Last updated 2024-06-12. Update your information in the RePEc Author Service.

Short-id: pia23

Working Papers

2024

1. Macroeconomic drivers of inflation expectations and inflation risk premia
   Working Paper Research, National Bank of Belgium View citations (2)
   Also in LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2023)

2023

2. Message in a Bottle: Forecasting wine prices
   LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
   See also Journal Article Message in a bottle: Forecasting wine prices, Journal of Wine Economics, Cambridge University Press (2024) (2024)
3. Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries
   LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
4. The risk premium in New Keynesian DSGE models: The cost of inflation channel
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (1)
   Also in LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2022)
   See also Journal Article The risk premium in New Keynesian DSGE models: The cost of inflation channel, Journal of Economic Dynamics and Control, Elsevier (2023) View citations (3) (2023)

2022

5. Forecasting total energy’s CO2 emissions
   LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN)

2021

6. Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?
   LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (3)
   Also in LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2021) View citations (4)
   See also Journal Article Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?, Finance Research Letters, Elsevier (2021) View citations (4) (2021)

2020

7. Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia
   LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (1)
   See also Journal Article Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia, Applied Economics, Taylor & Francis Journals (2021) View citations (1) (2021)
8. Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (11)
   See also Journal Article Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach, International Review of Financial Analysis, Elsevier (2020) View citations (10) (2020)

2019

9. A Macro-Financial Analysis of the Corporate Bond Market
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (3)
   Also in Working Paper Series, European Central Bank (2018)
   Working Paper Research, National Bank of Belgium (2018)
   See also Journal Article A macro–financial analysis of the corporate bond market, Empirical Economics, Springer (2019) View citations (3) (2019)

2018

10. Quantile-based Inflation Risk Models
    Working Paper Research, National Bank of Belgium View citations (3)

2016

11. The response of euro area sovereign spreads to the ECB unconventional monetary policies
    Working Paper Research, National Bank of Belgium View citations (14)

2015

12. A macro-financial analysis of the euro area sovereign bond market
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (46)
    Also in Working Paper Research, National Bank of Belgium (2014) View citations (8)
    See also Journal Article A macro-financial analysis of the euro area sovereign bond market, Journal of Banking & Finance, Elsevier (2015) View citations (47) (2015)

2014

13. Assessing warm ischemic injury of pig livers at hypothermic machine perfusion
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
14. Information in the yield curve: A Macro-Finance approach
    Working Paper Research, National Bank of Belgium View citations (27)
    Also in Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa (2011) View citations (18)
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2014) View citations (18)
    See also Journal Article INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014) View citations (12) (2014)

2012

15. An Extended Macro-Finance Model with Financial Factors
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (8)
    Also in MPRA Paper, University Library of Munich, Germany (2009)
    MPRA Paper, University Library of Munich, Germany (2009) View citations (25)
    Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2009)
    CESifo Working Paper Series, CESifo (2010) View citations (5)
    See also Journal Article An Extended Macro-Finance Model with Financial Factors, Journal of Financial and Quantitative Analysis, Cambridge University Press (2011) View citations (29) (2011)

2011

16. A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (2)

Journal Articles

2024

1. Message in a bottle: Forecasting wine prices
   Journal of Wine Economics, 2024, 19, (1), 64-91
   See also Working Paper Message in a Bottle: Forecasting wine prices, LIDAM Discussion Papers LFIN (2023) (2023)

2023

2. The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA
   JRFM, 2023, 16, (3), 1-15
3. The risk premium in New Keynesian DSGE models: The cost of inflation channel
   Journal of Economic Dynamics and Control, 2023, 155, (C) View citations (3)
   See also Working Paper The risk premium in New Keynesian DSGE models: The cost of inflation channel, LIDAM Reprints LFIN (2023) View citations (1) (2023)

2022

4. Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation
   Commodities, 2022, 1, (1), 1-16

2021

5. Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia
   Applied Economics, 2021, 53, (58), 6721-6738 View citations (1)
   See also Working Paper Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia, LIDAM Discussion Papers LFIN (2020) View citations (1) (2020)
6. Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?
   Finance Research Letters, 2021, 43, (C) View citations (4)
   See also Working Paper Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?, LIDAM Discussion Papers LFIN (2021) View citations (3) (2021)

2020

7. Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach
   International Review of Financial Analysis, 2020, 71, (C) View citations (10)
   See also Working Paper Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach, LIDAM Reprints LFIN (2020) View citations (11) (2020)

2019

8. A macro–financial analysis of the corporate bond market
   Empirical Economics, 2019, 57, (6), 1911-1933 View citations (3)
   See also Working Paper A Macro-Financial Analysis of the Corporate Bond Market, LIDAM Reprints LFIN (2019) View citations (3) (2019)

2015

9. A macro-financial analysis of the euro area sovereign bond market
   Journal of Banking & Finance, 2015, 50, (C), 308-325 View citations (47)
   See also Working Paper A macro-financial analysis of the euro area sovereign bond market, LIDAM Reprints LFIN (2015) View citations (46) (2015)

2014

10. INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH
    Journal of Applied Econometrics, 2014, 29, (1), 42-64 View citations (12)
    See also Working Paper Information in the yield curve: A Macro-Finance approach, Working Paper Research (2014) View citations (27) (2014)

2011

11. An Extended Macro-Finance Model with Financial Factors
    Journal of Financial and Quantitative Analysis, 2011, 46, (6), 1893-1916 View citations (29)
    See also Working Paper An Extended Macro-Finance Model with Financial Factors, LIDAM Reprints LFIN (2012) View citations (8) (2012)