关注
Laura Coroneo
Laura Coroneo
在 york.ac.uk 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
How arbitrage-free is the Nelson–Siegel model?
L Coroneo, K Nyholm, R Vidova-Koleva
Journal of Empirical Finance 18 (3), 393-407, 2011
1772011
Unspanned macroeconomic factors in the yield curve
L Coroneo, D Giannone, M Modugno
Journal of Business & Economic Statistics 34 (3), 472-485, 2016
1132016
Comparing predictive accuracy in small samples using fixed-smoothing asymptotics
L Coroneo, F Iacone
Journal of Applied Econometrics, 2020
60*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
19*2018
European spreads at the interest rate lower bound
L Coroneo, S Pastorello
Journal of Economic Dynamics and Control 119, 103979, 2020
142020
Testing the predictive accuracy of COVID-19 forecasts
P Santos Monteiro, L Coroneo, F Iacone, A Paccagnini
International Journal of Forecasting 39 (2), 606-622, 2023
12*2023
TIPS liquidity premium and quantitative easing
L Coroneo
82018
International Stock Comovements with Endogenous Clusters
L Coroneo, LE Jackson, MT Owyang
Journal of Economic Dynamics and Control, 103904, 2020
72020
Does Real-Time Macroeconomic Information Help to Predict Interest Rates?
A Caruso, L Coroneo
Journal of Money, Credit and Banking, 2023
5*2023
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
52018
Survey density forecast comparison in small samples
L Coroneo, F Iacone, F Profumo
International journal of forecasting, 2024
4*2024
Testing for equal predictive accuracy with strong dependence
L Coroneo, F Iacone
Department of Economics, University of York Discussion Papers, 2021
12021
A comment on the Bernanke review
L Coroneo
The Bernanke Review: Responses from Bank of England Watchers, 23-25, 2024
2024
Across the borders, above the bounds: a non-linear framework for international yield curves
L Coroneo, I Kaminska, S Pastorello
Bank of England Working Paper, 2024
2024
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
How has the Fed responded to the Covid-19 recession?
L Coroneo, G Ozkan, A Krishnamurthy
York, 2021
2021
系统目前无法执行此操作,请稍后再试。
文章 1–18