Laura Coroneo
Laura Coroneo
Email verificata su york.ac.uk - Home page
Titolo
Citata da
Citata da
Anno
How arbitrage-free is the Nelson–Siegel model?
L Coroneo, K Nyholm, R Vidova-Koleva
Journal of Empirical Finance 18 (3), 393-407, 2011
1232011
Unspanned macroeconomic factors in the yield curve
L Coroneo, D Giannone, M Modugno
Journal of Business & Economic Statistics 34 (3), 472-485, 2016
442016
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
27*2012
Comparing predictive accuracy in small samples using fixed-smoothing asymptotics
L Coroneo, F Iacone
Available at SSRN 2893180, 2018
14*2018
Testing for optimal monetary policy via moment inequalities
L Coroneo, V Corradi, P Santos Monteiro
Journal of Applied Econometrics 33 (6), 780-796, 2018
13*2018
TIPS liquidity premium and quantitative easing
L Coroneo
62018
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
22018
European spreads at the interest rate lower bound
L Coroneo, S Pastorello
Available at SSRN 2973285, 2017
22017
International Stock Comovements with Endogenous Clusters
L Coroneo, L Jackson Young, MT Owyang
FRB St. Louis Working Paper, 2018
12018
Predicting interest rates in real-time
A Caruso, L Coroneo
Department of Economics, University of York Discussion Papers, 2019
2019
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
2019
Unspanned macroeconomic factors in the yield curve Online Appendix
L Coroneo, D Giannone, M Modugno
2015
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–12