Details about Laura Coroneo
Access statistics for papers by Laura Coroneo.
Last updated 2021-01-25. Update your information in the RePEc Author Service.
Short-id: pco461
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Working Papers
2020
- Testing the predictive accuracy of COVID-19 forecasts
Discussion Papers, Department of Economics, University of York
2019
- A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters
Discussion Papers, Department of Economics, University of York View citations (1)
- Predicting interest rates in real-time
Discussion Papers, Department of Economics, University of York
2017
- European spreads at the interest rate lower bound
Discussion Papers, Department of Economics, University of York View citations (4)
See also Journal Article in Journal of Economic Dynamics and Control (2020)
2015
- Comparing predictive accuracy in small samples
Discussion Papers, Department of Economics, University of York View citations (9)
- TIPS Liquidity Premium and Quantitative Easing
Discussion Papers, Department of Economics, University of York
2014
- Unspanned macroeconomic factors in the yield curve
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013) View citations (12)
See also Journal Article in Journal of Business & Economic Statistics (2016)
2013
- Testing for optimal monetary policy via moment inequalities
Discussion Papers, Department of Economics, University of York View citations (5)
Also in Economic Research Papers, University of Warwick - Department of Economics (2012) View citations (1) The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2012) View citations (2)
See also Journal Article in Journal of Applied Econometrics (2018)
2012
- A simple two-component model for the distribution of intraday returns
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
See also Journal Article in The European Journal of Finance (2012)
2008
- How arbitrage-free is the Nelson-Siegel Model?
Working Paper Series, European Central Bank View citations (13)
See also Journal Article in Journal of Empirical Finance (2011)
2006
- Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)
Journal Articles
2020
- Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
Journal of Applied Econometrics, 2020, 35, (4), 391-409 View citations (4)
- European spreads at the interest rate lower bound
Journal of Economic Dynamics and Control, 2020, 119, (C) 
See also Working Paper (2017)
- International Stock Comovements with Endogenous Clusters
Journal of Economic Dynamics and Control, 2020, 116, (C)
2018
- Testing for optimal monetary policy via moment inequalities
Journal of Applied Econometrics, 2018, 33, (6), 780-796 View citations (4)
See also Working Paper (2013)
2016
- Unspanned Macroeconomic Factors in the Yield Curve
Journal of Business & Economic Statistics, 2016, 34, (3), 472-485 View citations (15)
See also Working Paper (2014)
2012
- A simple two-component model for the distribution of intraday returns
The European Journal of Finance, 2012, 18, (9), 775-797 View citations (3)
See also Working Paper (2012)
2011
- How arbitrage-free is the Nelson-Siegel model?
Journal of Empirical Finance, 2011, 18, (3), 393-407 View citations (48)
See also Working Paper (2008)
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