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Details about Laura Coroneo

E-mail:
Homepage:https://sites.google.com/view/lauracoroneo
Phone:+44 1904 323782
Postal address:Department of Economics and Related Studies, University of York, Heslington, York YO10 5DD United Kingdom
Workplace:Department of Economics and Related Studies, University of York, (more information at EDIRC)

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

  1. Testing the predictive accuracy of COVID-19 forecasts
    Discussion Papers, Department of Economics, University of York Downloads

2019

  1. A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters
    Discussion Papers, Department of Economics, University of York Downloads View citations (1)
  2. Predicting interest rates in real-time
    Discussion Papers, Department of Economics, University of York Downloads

2017

  1. European spreads at the interest rate lower bound
    Discussion Papers, Department of Economics, University of York Downloads View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2020)

2015

  1. Comparing predictive accuracy in small samples
    Discussion Papers, Department of Economics, University of York Downloads View citations (9)
  2. TIPS Liquidity Premium and Quantitative Easing
    Discussion Papers, Department of Economics, University of York Downloads

2014

  1. Unspanned macroeconomic factors in the yield curve
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013) Downloads View citations (12)

    See also Journal Article in Journal of Business & Economic Statistics (2016)

2013

  1. Testing for optimal monetary policy via moment inequalities
    Discussion Papers, Department of Economics, University of York Downloads View citations (5)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2012) Downloads View citations (1)
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2012) Downloads View citations (2)

    See also Journal Article in Journal of Applied Econometrics (2018)

2012

  1. 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

  1. How arbitrage-free is the Nelson-Siegel Model?
    Working Paper Series, European Central Bank Downloads View citations (13)
    See also Journal Article in Journal of Empirical Finance (2011)

2006

  1. 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) Downloads View citations (6)

Journal Articles

2020

  1. Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
    Journal of Applied Econometrics, 2020, 35, (4), 391-409 Downloads View citations (4)
  2. European spreads at the interest rate lower bound
    Journal of Economic Dynamics and Control, 2020, 119, (C) Downloads
    See also Working Paper (2017)
  3. International Stock Comovements with Endogenous Clusters
    Journal of Economic Dynamics and Control, 2020, 116, (C) Downloads

2018

  1. Testing for optimal monetary policy via moment inequalities
    Journal of Applied Econometrics, 2018, 33, (6), 780-796 Downloads View citations (4)
    See also Working Paper (2013)

2016

  1. Unspanned Macroeconomic Factors in the Yield Curve
    Journal of Business & Economic Statistics, 2016, 34, (3), 472-485 Downloads View citations (15)
    See also Working Paper (2014)

2012

  1. A simple two-component model for the distribution of intraday returns
    The European Journal of Finance, 2012, 18, (9), 775-797 Downloads View citations (3)
    See also Working Paper (2012)

2011

  1. How arbitrage-free is the Nelson-Siegel model?
    Journal of Empirical Finance, 2011, 18, (3), 393-407 Downloads View citations (48)
    See also Working Paper (2008)
 
Page updated 2021-03-01