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Details about Leonardo Iania

Homepage:https://www.leonardoiania.com/
Workplace:Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain (Catholic University of Louvain-la-Neuve), (more information at EDIRC)

Access statistics for papers by Leonardo Iania.

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

Short-id: pia23


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Working Papers

2024

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

2023

  1. Message in a Bottle: Forecasting wine prices
    LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) Downloads
    See also Journal Article Message in a bottle: Forecasting wine prices, Journal of Wine Economics, Cambridge University Press (2024) Downloads (2024)
  2. 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) Downloads
  3. The risk premium in New Keynesian DSGE models: The cost of inflation channel
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
    Also in LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2022) Downloads

    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) Downloads View citations (2) (2023)

2022

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

2021

  1. 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) Downloads View citations (2)
    Also in LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2021) View citations (3)

    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) Downloads View citations (3) (2021)

2020

  1. Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia
    LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) Downloads 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) Downloads View citations (1) (2021)
  2. 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 (8)
    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) Downloads View citations (7) (2020)

2019

  1. 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) Downloads
    Working Paper Research, National Bank of Belgium (2018) Downloads

    See also Journal Article A macro–financial analysis of the corporate bond market, Empirical Economics, Springer (2019) Downloads View citations (3) (2019)

2018

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

2016

  1. The response of euro area sovereign spreads to the ECB unconventional monetary policies
    Working Paper Research, National Bank of Belgium Downloads View citations (13)

2015

  1. A macro-financial analysis of the euro area sovereign bond market
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (43)
    Also in Working Paper Research, National Bank of Belgium (2014) Downloads View citations (8)

    See also Journal Article A macro-financial analysis of the euro area sovereign bond market, Journal of Banking & Finance, Elsevier (2015) Downloads View citations (44) (2015)

2014

  1. Assessing warm ischemic injury of pig livers at hypothermic machine perfusion
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
  2. Information in the yield curve: A Macro-Finance approach
    Working Paper Research, National Bank of Belgium Downloads View citations (26)
    Also in Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa (2011) Downloads View citations (18)
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2014) View citations (17)

    See also Journal Article INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014) Downloads View citations (12) (2014)

2012

  1. An Extended Macro-Finance Model with Financial Factors
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (7)
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads
    CESifo Working Paper Series, CESifo (2010) Downloads View citations (5)
    Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2009) Downloads
    MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (25)

    See also Journal Article An Extended Macro-Finance Model with Financial Factors, Journal of Financial and Quantitative Analysis, Cambridge University Press (2011) Downloads View citations (26) (2011)

2011

  1. 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 Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads View citations (2)

Journal Articles

2024

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

2023

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

2022

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

2021

  1. Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia
    Applied Economics, 2021, 53, (58), 6721-6738 Downloads 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) Downloads View citations (1) (2020)
  2. Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?
    Finance Research Letters, 2021, 43, (C) Downloads View citations (3)
    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) Downloads View citations (2) (2021)

2020

  1. 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) Downloads View citations (7)
    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 (8) (2020)

2019

  1. A macro–financial analysis of the corporate bond market
    Empirical Economics, 2019, 57, (6), 1911-1933 Downloads 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

  1. A macro-financial analysis of the euro area sovereign bond market
    Journal of Banking & Finance, 2015, 50, (C), 308-325 Downloads View citations (44)
    See also Working Paper A macro-financial analysis of the euro area sovereign bond market, LIDAM Reprints LFIN (2015) View citations (43) (2015)

2014

  1. INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH
    Journal of Applied Econometrics, 2014, 29, (1), 42-64 Downloads View citations (12)
    See also Working Paper Information in the yield curve: A Macro-Finance approach, Working Paper Research (2014) Downloads View citations (26) (2014)

2011

  1. An Extended Macro-Finance Model with Financial Factors
    Journal of Financial and Quantitative Analysis, 2011, 46, (6), 1893-1916 Downloads View citations (26)
    See also Working Paper An Extended Macro-Finance Model with Financial Factors, LIDAM Reprints LFIN (2012) View citations (7) (2012)
 
Page updated 2024-07-18