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Laura Coroneo - Central bank research hub

Papers by year: All | 2014 | 2008

Unspanned macroeconomic factors in the yield curve

by Domenico Giannone , Laura Coroneo and Michele Modugno

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2014-57, 09.08.2014)

Abstract

JEL: C33, C53, E43, E44, G12
How Arbitrage-free is the Nelson-Siegel Model?

by Laura Coroneo

European Central Bank Working Papers (Paper: 0874, 27.02.2008)

JEL: C14, C15, G12
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