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Angelo Melino
Angelo Melino
Professor of Economics, University of Toronto
Verified email at utoronto.ca
Title
Cited by
Cited by
Year
Pricing foreign currency options with stochastic volatility
A Melino, SM Turnbull
Journal of econometrics 45 (1-2), 239-265, 1990
12151990
Estimating the continuous-time consumption-based asset-pricing model
SJ Grossman, A Melino, RJ Shiller
Journal of Business & Economic Statistics 5 (3), 315-327, 1987
3091987
Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study
M Baker, A Melino
2651999
The effects of public policy on strike duration
M Gunderson, A Melino
Journal of Labor Economics 8 (3), 295-316, 1990
1261990
State-dependent preferences can explain the equity premium puzzle
A Melino, AX Yang
Review of Economic Dynamics 6 (4), 806-830, 2003
1212003
The term structure of interest rates: Evidence and theory
A Melino
Journal of Economic Surveys 2 (4), 335-366, 1988
1171988
Estimation of continuous-time models in finance
A Melino
Department of Economics and Institute for Policy Analysis, University of Toronto, 1991
1081991
The pricing of foreign currency options
A Melino, SM Turnbull
Canadian Journal of Economics, 251-281, 1991
1041991
Testing for sample selection bias
A Melino
The Review of Economic Studies 49 (1), 151-153, 1982
1021982
Misspecification and the pricing and hedging of long-term foreign currency options
A Melino, SM Turnbull
Journal of International Money and Finance 14 (3), 373-393, 1995
871995
A note on the interpretation of regression coefficients within a class of truncated distributions
DJ Poirier, A Melino
Econometrica: Journal of the Econometric Society, 1207-1209, 1978
561978
The response of interest rates to the Federal Reserve's weekly money announcements: The ‘puzzle’of anticipated money
R Deaves, A Melino, JE Pesando
Journal of Monetary Economics 19 (3), 393-404, 1987
451987
The cyclical behavior of prices and quantities: the case of the automobile market
OJ Blanchard, A Melino
Journal of Monetary Economics 17 (3), 379-407, 1986
411986
A revealed preference analysis of asset pricing under recursive utility
LG Epstein, A Melino
The Review of Economic Studies 62 (4), 597-618, 1995
331995
Estimating strike effects in a general model of prices and quantities
M Gunderson, A Melino
Journal of Labor Economics 5 (1), 1-19, 1987
311987
A simple approach to the identifiability of the proportional hazards model
A Melino, GT Sueyoshi
Economics Letters 33 (1), 63-68, 1990
261990
Estimation of a rational expectations model of the term structure
A Melino
Journal of Empirical Finance 8 (5), 639-668, 2001
152001
Essays on estimation and inference in linear rational expectations models
A Melino
Harvard University, 1983
141983
Inflation targeting: A Canadian perspective
A Melino
January 2012 special supplemental issue of the International Journal of …, 2018
132018
The Effects of Canadian Labour Relations Legislation on Strike Incidence and Duration
M Gunderson, A Melino, F Reid
LAB. LJ 40, 512, 1990
71990
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