Laura Coroneo
Economics and Econometrics · 2011
A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 20 citations into it
- Finance — 12 citations into it
Whom Laura Coroneo trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Qiang Dai
- Andrew Ang
- Kenneth J. Singleton
- G. Duffee
- James G. M ac Kinnon
- Geert Bekaert
- António Afonso
- Ravi Bansal
- Min Wei
Papers from Laura Coroneo's perspective
Ordered by how strongly the researchers Laura Coroneo trusts endorse each paper. Same corpus, a different order for every researcher.
- Term premia and interest rate forecasts in affine models
- Specification Analysis of Affine Term Structure Models
- The Term Structure of Real Rates and Expected Inflation
- Term Structure of Interest Rates with Regime Shifts
- A Theory for the Term Structure of Interest Rates
- Bootstrap Methods: Another Look at the Jackknife
- Bootstrap Methods in Econometrics
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- Generalized autoregressive conditional heteroskedasticity
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
Their papers
- How Arbitrage-Free is the Nelson-Siegel Model? (2011) — 145 citations