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Laura Coroneo

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
RePEc Short-ID:pco461
Department of Economics and Related Studies, University of York, Heslington, York YO10 5DD United Kingdom
+44 1904 323782
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  1. Laura Coroneo & Sergio Pastorello, 2017. "European spreads at the interest rate lower bound," Discussion Papers 17/10, Department of Economics, University of York.
  2. Laura Coroneo, 2015. "TIPS Liquidity Premium and Quantitative Easing," Discussion Papers 15/23, Department of Economics, University of York.
  3. Laura Coroneo & Fabrizio Iacone, 2015. "Comparing predictive accuracy in small samples," Discussion Papers 15/15, Department of Economics, University of York.
  4. 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.
  5. 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.
  6. 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.
  7. Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa, 2008. "How arbitrage-free is the Nelson-Siegel Model?," Working Paper Series 874, European Central Bank.
  8. 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).
  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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (5) 2012-04-10 2013-02-08 2014-08-28 2015-11-15 2017-09-24. Author is listed
  2. NEP-FOR: Forecasting (3) 2013-02-08 2014-08-28 2015-09-26
  3. NEP-CBA: Central Banking (2) 2012-04-10 2013-03-16
  4. NEP-ECM: Econometrics (2) 2012-04-10 2015-09-26
  5. NEP-MON: Monetary Economics (2) 2012-04-10 2013-03-16
  6. NEP-EEC: European Economics (1) 2017-09-24

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