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Laura Coroneo

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This is information that was supplied by Laura Coroneo in registering through RePEc. If you are Laura Coroneo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Laura
Middle Name:
Last Name: Coroneo
Suffix:

RePEc Short-ID: pco461

Email:
Homepage: http://www-users.york.ac.uk/~lc1081/
Postal Address: Department of Economics and Related Studies, University of York, Heslington, York YO10 5DD United Kingdom
Phone: +44 1904 323782

Affiliation

Department of Economics and Related Studies
University of York
Location: York, United Kingdom
Homepage: http://www.york.ac.uk/economics/
Email:
Phone: (0)1904 323776
Fax: (0)1904 323759
Postal: York YO10 5DD
Handle: RePEc:edi:deyoruk (more details at EDIRC)

Works

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Working papers

  1. Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013. "Unspanned Macroeconomic Factors in the Yields Curve," Working Papers ECARES ECARES 2013-07, ULB -- Universite Libre de Bruxelles.
  2. Coroneo, Laura & Corradi, Valentina & Santos Monteiro, Paulo, 2012. "Testing for optimal monetary policy via moment inequalities," The Warwick Economics Research Paper Series (TWERPS) 985, University of Warwick, Department of Economics.
  3. Laura Coroneo & David Veredas, 2012. "A simple two-component model for the distribution of intraday returns," ULB Institutional Repository 2013/136189, ULB -- Universite Libre de Bruxelles.
  4. Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa, 2008. "How arbitrage-free is the Nelson-Siegel Model?," Working Paper Series 0874, European Central Bank.
  5. CORONEO, Laura & VEREDAS, David, 2006. "Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation," CORE Discussion Papers 2006077, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Laura Coroneo & David Veredas, 2012. "A simple two-component model for the distribution of intraday returns," The European Journal of Finance, Taylor & Francis Journals, vol. 18(9), pages 775-797, October.
  2. Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa, 2011. "How arbitrage-free is the Nelson-Siegel model?," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 393-407, June.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2012-04-10 2013-03-16. Author is listed
  2. NEP-ECM: Econometrics (1) 2012-04-10. Author is listed
  3. NEP-FOR: Forecasting (1) 2013-02-08. Author is listed
  4. NEP-MAC: Macroeconomics (2) 2012-04-10 2013-02-08. Author is listed
  5. NEP-MON: Monetary Economics (2) 2012-04-10 2013-03-16. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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