Concepedia

Laura Coroneo

LC

4

Publications

253

Citations

4

H-Index

2011

Active since

Affiliations

University of York(Current)

University of Manchester

Laura Coroneo is an author at University of York specializing in business, finance, and macroeconomics.

Top concepts

FinanceBusinessEconomicsStatisticsEngineeringForecastingEconometricsAsset PricingMacroeconomicsMonetary Policy

Publications per year

2011–2020

4

Publications

4

Unspanned Macroeconomic Factors in the Yield Curve

Laura Coroneo, Domenico Giannone, Michèle Modugno · Journal of Business and Economic Statistics · 2015 · 96 citations · Full text

U.s. Macro-variables, Monetary Policy, Economics +13

How arbitrage-free is the Nelson–Siegel model?

Laura Coroneo, Ken Nyholm, Rositsa Vidova‐Koleva · Journal of Empirical Finance · 2011 · 94 citations

Nelson–siegel Model, Asset Pricing, Financial Mathematics

Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics

Laura Coroneo, Fabrizio Iacone · Journal of Applied Econometrics · 2020 · 46 citations · Full text

Engineering, Ecb Spf, Accuracy And Precision +21

A simple two-component model for the distribution of intraday returns

Laura Coroneo, David Veredas · European Journal of Finance · 2011 · 17 citations

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