Dr. Laura Coroneo
Lecturer

Profile

Biography

  • BA (Bologna)
  • MSc (ULB, Brussels)
  • PhD (ULB, Brussels)

Departmental roles

  • Co-organizer of Thursday Workshops
  • Coordinator of the Centre for Applied Macro-Finance
  • Member of the Departmental Research Committee
  • Member of the Equality Challenge Working Group
  • Member of the PG - Mitigating Circumstances Committee

Research

Overview

My primary field of research is applied macro-finance, with a particular focus on econometrics and empirical finance. The bulk of my research concentrates on modelling the yield curve of government bonds and understanding its relation with macroeconomic fundamentals. I am also interested in issues about policy making and forecasting.

Projects

"Modelling government bonds: macroeconomic, financial and international linkages", ESRC Future Research Leaders, Jan 2013 - Dec 2016, £ 160,000. 
 

Publications

Selected publications

Full details of publications can be found at Google Scholar

Unspanned macroeconomic factors in the yield curve (with Michele Modugno and Domenico Giannone), Journal of Business and Economic Statistics, 34 (3), 472-485, 2016.

A simple two-component model for the distribution of intraday returns (with David Veredas), The European Journal of Finance 18(9), 775-797, 2012.

How arbitrage-free is the Nelson and Siegel model? (with Ken Nyholm and Rositsa Vidova-Koleva), Journal of Empirical Finance 18(3), 393-407, 2011.

Teaching

Undergraduate

  • Second Year: Financial Economics and Capital Markets
  • Third Year:  Financial and Time Series Econometrics

Postgraduate

  •  Econometrics I & II

Other teaching

PhD:

  • Applied Econometrics for Research
  • Asset Pricing

Laura Coroneo

Laura Coroneo
Lecturer
Department of Economics
Room: A/D/233

Tel: 01904 323782


LAURACORONEO_cv.pdf
Personal Webpage

Office & feedback hours during term time:

Tuesday 10:00-12:00
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