Accessibility statement

Dr. Laura Coroneo
Senior Lecturer

Profile

Biography

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

Departmental roles

  • Academic coordinator for learning technology 
  • Coordinator of the Centre for Applied Macro-Finance
  • Member of the PG Mitigating Circumstances Committee
  • Member of the Departmental Teaching Committee
  • Organizer of the Thursday Workshops 

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

International Stock Comovements with Endogenous Clusters (with Laura E. Jackson and Michael T. Owyang), Journal of Economic Dynamics and Control, 116, 2020.
 
Comparing predictive accuracy in small samples using fixed-smoothing asymptotics (with Fabrizio Iacone), Journal of Applied Econometrics, 35(4), 391–405, 2020.
 
Testing for optimal monetary policy via moment inequalities (with Valentina Corradi and Paulo Santos Monteiro), Journal of Applied Econometrics, 33(6), 780-796, 2018.
 
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
Senior Lecturer
Department of Economics
Room: A/EC/105

Tel: 01904 323782


LAURACORONEO_cv.pdf
Personal Webpage

Office & feedback hours during term time:

Friday      9am - 10am

Thursday  2pm - 3pm

Please note, due to Covid-19, these will be carried out virtually via Google Meet (or similar).

Other times may be available by appointment via Google Calendar