Laura Coroneo
Laura Coroneo
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How arbitrage-free is the Nelson–Siegel model?
L Coroneo, K Nyholm, R Vidova-Koleva
Journal of Empirical Finance 18 (3), 393-407, 2011
Unspanned macroeconomic factors in the yield curve
L Coroneo, D Giannone, M Modugno
Journal of Business & Economic Statistics 34 (3), 472-485, 2016
A simple two-component model for the distribution of intraday returns
L Coroneo, D Veredas
the European Journal of Finance 18 (9), 775-797, 2012
Comparing predictive accuracy in small samples using fixed-smoothing asymptotics
L Coroneo, F Iacone
Journal of Applied Econometrics, 2020
Testing for optimal monetary policy via moment inequalities
L Coroneo, V Corradi, P Santos Monteiro
Journal of Applied Econometrics 33 (6), 780-796, 2018
TIPS liquidity premium and quantitative easing
L Coroneo
European spreads at the interest rate lower bound
L Coroneo, S Pastorello
Journal of Economic Dynamics and Control 119, 103979, 2020
Dynamic Linkages Across Country Yield Curves: The Effects of Global and Local Yield Curve Factors on US, UK and German Yields
L Coroneo, I Garrett, J Sanhueza
New Methods in Fixed Income Modeling: Fixed Income Modeling, 205, 2018
International Stock Comovements with Endogenous Clusters
L Coroneo, LE Jackson, MT Owyang
Journal of Economic Dynamics and Control, 103904, 2020
A real-time density forecast evaluation of the ECB Survey of Professional Forecasters
L Coroneo, F Iacone, F Profumo
Department of Economics, University of York Discussion Papers, 2019
Testing the predictive accuracy of COVID-19 forecasts
L Coroneo, F Iacone, A Paccagnini, PS Monteiro
Department of Economics, University of York Discussion Papers, 2020
Does Real-Time Macroeconomic Information Help to Predict Interest Rates?
L Coroneo, A Caruso
Available at SSRN 3575392, 2020
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Artiklar 1–12