How arbitrage-free is the Nelson–Siegel model? L Coroneo, K Nyholm, R Vidova-Koleva Journal of Empirical Finance 18 (3), 393-407, 2011 | 177 | 2011 |
Unspanned macroeconomic factors in the yield curve L Coroneo, D Giannone, M Modugno Journal of Business & Economic Statistics 34 (3), 472-485, 2016 | 113 | 2016 |
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 | 14 | 2020 |
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 | 8 | 2018 |
International Stock Comovements with Endogenous Clusters L Coroneo, LE Jackson, MT Owyang Journal of Economic Dynamics and Control, 103904, 2020 | 7 | 2020 |
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 | 5 | 2018 |
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 | 1 | 2021 |
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 |