| Asymmetric stock market volatility and the cyclical behavior of expected returns A Mele Journal of financial economics 86 (2), 446-478, 2007 | 299 | 2007 |
| Sign‐and volatility‐switching ARCH models: theory and applications to international stock markets F Fornari, A Mele Journal of Applied Econometrics 12 (1), 49-65, 1997 | 247 | 1997 |
| Information linkages and correlated trading P Colla, A Mele The Review of Financial Studies 23 (1), 203-246, 2010 | 226 | 2010 |
| Recovering the probability density function of asset prices using GARCH as diffusion approximations F Fornari, A Mele Journal of Empirical Finance 8 (1), 83-110, 2001 | 212 | 2001 |
| Macroeconomic determinants of stock volatility and volatility premiums V Corradi, W Distaso, A Mele Journal of Monetary Economics 60 (2), 203-220, 2013 | 204 | 2013 |
| Uncertainty, information acquisition, and price swings in asset markets A Mele, F Sangiorgi The Review of Economic Studies 82 (4), 1533-1567, 2015 | 163 | 2015 |
| Financial volatility and economic activity F Fornari, A Mele Journal of Financial Management, Markets and Institutions 1 (2), 155-198, 2013 | 114* | 2013 |
| Modeling the changing asymmetry of conditional variances F Fornari, A Mele Economics Letters 50 (2), 197-203, 1996 | 94 | 1996 |
| Macroeconomic determinants of stock market volatility and volatility risk-premiums V Corradi, W Distaso, A Mele Swiss Finance Institute Research Paper, 2012 | 71* | 2012 |
| Adding and subtracting Black-Scholes: a new approach to approximating derivative prices in continuous-time models D Kristensen, A Mele Journal of financial economics 102 (2), 390-415, 2011 | 65 | 2011 |
| Simulated non-parametric estimation of dynamic models F Altissimo, A Mele The Review of Economic Studies 76 (2), 413-450, 2009 | 61* | 2009 |
| Understanding stock market volatility: A business cycle perspective A Mele London School of Economics Working Paper, 2008 | 46* | 2008 |
| Stochastic Volatility in Financial Markets: crossing the bridge to continuous time A Mele, F Fornari Springer Science & Business Media, 2012 | 39 | 2012 |
| Weak convergence and distributional assumptions for a general class of nonliner arch models F Fornari, A Mele Econometric Reviews 16 (2), 205-227, 1997 | 37 | 1997 |
| The price of fixed income market volatility A Mele, Y Obayashi Springer International Publishing, 2015 | 36* | 2015 |
| Rate fears gauges and the dynamics of fixed income and equity volatilities A Mele, Y Obayashi, C Shalen Journal of Banking & Finance 52, 256-265, 2015 | 33 | 2015 |
| Financial Economics A Mele MIT Press, 2022 | 32* | 2022 |
| Approximating volatility diffusions with CEV-ARCH models F Fornari, A Mele Journal of Economic Dynamics and Control 30 (6), 931-966, 2006 | 29 | 2006 |
| Volatility smiles and the information content of news F Fornari, A Mele Applied Financial Economics 11 (2), 179-186, 2001 | 29 | 2001 |
| High-level expression of a cDNA for human granulocyte colony-stimulating factor in Chinese hamster ovary cells: effect of 3′-noncoding sequences L Rotondaro, L Mazzanti, A Mele, G Rovera Molecular biotechnology 7, 231-240, 1997 | 26 | 1997 |
Walter DistasoImperial College Business SchoolVerified email at imperial.ac.uk
