| How arbitrage-free is the Nelson–Siegel model? L Coroneo, K Nyholm, R Vidova-Koleva Journal of Empirical Finance 18 (3), 393-407, 2011 | 163 | 2011 |
| Unspanned macroeconomic factors in the yield curve L Coroneo, D Giannone, M Modugno Journal of Business & Economic Statistics 34 (3), 472-485, 2016 | 85 | 2016 |
| Comparing predictive accuracy in small samples using fixed-smoothing asymptotics L Coroneo, F Iacone Journal of Applied Econometrics, 2020 | 48* | 2020 |
| 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 | 34* | 2012 |
| Testing for optimal monetary policy via moment inequalities L Coroneo, V Corradi, P Santos Monteiro Journal of Applied Econometrics 33 (6), 780-796, 2018 | 17* | 2018 |
| TIPS liquidity premium and quantitative easing L Coroneo | 8 | 2018 |
| Testing the predictive accuracy of COVID-19 forecasts P Santos Monteiro, L Coroneo, F Iacone, A Paccagnini International journal of forecasting, 1-58, 2022 | 6* | 2022 |
| European spreads at the interest rate lower bound L Coroneo, S Pastorello Journal of Economic Dynamics and Control 119, 103979, 2020 | 6 | 2020 |
| International Stock Comovements with Endogenous Clusters L Coroneo, LE Jackson, MT Owyang Journal of Economic Dynamics and Control, 103904, 2020 | 5 | 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 | 4 | 2018 |
| Density forecast comparison in small samples L Coroneo, F Iacone, F Profumo Department of Economics, University of York Discussion Papers, 2022 | 3* | 2022 |
| Information In (And Not In) Interest Rates Surveys L Coroneo, A Golinski Available at SSRN 4339327, 2023 | | 2023 |
| Predicting the COVID-19 epidemic: is a regional approach preferable? L Coroneo, F Iacone, G Manzi, S Salini Department of Economics, University of York Discussion Papers, 2021 | | 2021 |
| Testing for equal predictive accuracy with strong dependence L Coroneo, F Iacone Department of Economics, University of York Discussion Papers, 2021 | | 2021 |
| Does real-time macroeconomic information help to predict interest rates? L Coroneo, A Caruso Available at SSRN 3575392, 2020 | | 2020 |
| In this section PS Monteiro, F Iacone, A Paccagnini, L Coroneo | | |
Paulo Santos MonteiroUniversity of YorkBestätigte E-Mail-Adresse bei york.ac.uk
