Laura Coroneo
Laura Coroneo
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Zitiert von
Zitiert von
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
Comparing predictive accuracy in small samples using fixed-smoothing asymptotics
L Coroneo, F Iacone
Journal of Applied Econometrics, 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
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
Testing the predictive accuracy of COVID-19 forecasts
P Santos Monteiro, L Coroneo, F Iacone, A Paccagnini
International journal of forecasting, 1-58, 2022
European spreads at the interest rate lower bound
L Coroneo, S Pastorello
Journal of Economic Dynamics and Control 119, 103979, 2020
International Stock Comovements with Endogenous Clusters
L Coroneo, LE Jackson, MT Owyang
Journal of Economic Dynamics and Control, 103904, 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
Density forecast comparison in small samples
L Coroneo, F Iacone, F Profumo
Department of Economics, University of York Discussion Papers, 2022
Information In (And Not In) Interest Rates Surveys
L Coroneo, A Golinski
Available at SSRN 4339327, 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
Testing for equal predictive accuracy with strong dependence
L Coroneo, F Iacone
Department of Economics, University of York Discussion Papers, 2021
Does real-time macroeconomic information help to predict interest rates?
L Coroneo, A Caruso
Available at SSRN 3575392, 2020
In this section
PS Monteiro, F Iacone, A Paccagnini, L Coroneo
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