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

Working Papers

2020

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

2019

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

2017

4. 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

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

2014

7. 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

8. 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

9. 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

10. 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

11. 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

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

2018

4. 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

5. 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

6. 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

7. 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)