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Antonio Mele
Antonio Mele
UniversitÓ della Svizzera Italiana (USI) and Swiss Finance Institute
Verified email at usi.ch - Homepage
Title
Cited by
Cited by
Year
Asymmetric stock market volatility and the cyclical behavior of expected returns
A Mele
Journal of financial economics 86 (2), 446-478, 2007
2892007
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
2401997
Information linkages and correlated trading
P Colla, A Mele
The Review of Financial Studies 23 (1), 203-246, 2010
2192010
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
2112001
Macroeconomic determinants of stock volatility and volatility premiums
V Corradi, W Distaso, A Mele
Journal of Monetary Economics 60 (2), 203-220, 2013
1932013
Uncertainty, information acquisition, and price swings in asset markets
A Mele, F Sangiorgi
The Review of Economic Studies 82 (4), 1533-1567, 2015
1522015
Financial volatility and economic activity
F Fornari, A Mele
Journal of Financial Management, Markets and Institutions 1 (2), 155-198, 2013
115*2013
Modeling the changing asymmetry of conditional variances
F Fornari, A Mele
Economics Letters 50 (2), 197-203, 1996
931996
Macroeconomic determinants of stock market volatility and volatility risk-premiums
V Corradi, W Distaso, A Mele
Swiss Finance Institute Research Paper, 2012
69*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
632011
Simulated non-parametric estimation of dynamic models
F Altissimo, A Mele
The Review of Economic Studies 76 (2), 413-450, 2009
56*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
392012
Weak convergence and distributional assumptions for a general class of nonliner arch models
F Fornari, A Mele
Econometric Reviews 16 (2), 205-227, 1997
371997
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
312015
Volatility smiles and the information content of news
F Fornari, A Mele
Applied Financial Economics 11 (2), 179-186, 2001
302001
Financial Economics
A Mele
MIT Press, 2022
29*2022
The price of fixed income market volatility
A Mele, Y Obayashi
Springer, 2015
29*2015
Approximating volatility diffusions with CEV-ARCH models
F Fornari, A Mele
Journal of Economic Dynamics and Control 30 (6), 931-966, 2006
272006
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
251997
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