Angelo Melino

Names

Identifer

Contact

Affiliations

• University of Toronto / Department of Economics (weight: 95%)
  • EDIRC entry
  • location:
• Rimini Centre for Economic Analysis (RCEA) (weight: 5%)
  • EDIRC entry
  • location:

Research profile

author of:

• High Frequency Export and Price Responses in the Ontario Electricity Market (RePEc:aen:journl:2008v29-04-a02)
  by Angelo Melino & Nash Peerbocus
• Estimating the Continuous-Time Consumption-Based Asset-Pricing Model (RePEc:bes:jnlbes:v:5:y:1987:i:3:p:315-27)
  by Grossman, S J & Melino, Angelo & Shiller, Robert J
• The Term Structure of Interest Rates: Evidence and Theory (RePEc:bla:jecsur:v:2:y:1988:i:4:p:335-66)
  by Melino, Angelo
• Moving Monetary Policy Forward: Why Small Steps - and a Lower Inflation Target - Make Sense for the Bank of Canada (RePEc:cdh:commen:319)
  by Angelo Melino
• Greater Transparency Needed (RePEc:cdh:ebrief:102)
  by Angelo Melino & Michael Parkin
• The Pricing of Foreign Currency Options (RePEc:cje:issued:v:24:y:1991:i:2:p:251-81)
  by Angelo Melino & Stuart M. Turnbull
• Measuring the cost of economic fluctuations with preferences that rationalize the equity premium (RePEc:cje:issued:v:43:y:2010:i:2:p:405-422)
  by Angelo Melino
• A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions (RePEc:ecm:emetrp:v:46:y:1978:i:5:p:1207-09)
  by Poirier, Dale J & Melino, Angelo
• A simple approach to the identifiability of the proportional hazards model (RePEc:eee:ecolet:v:33:y:1990:i:1:p:63-68)
  by Melino, Angelo & Sueyoshi, Glenn T.
• Editors' introduction (RePEc:eee:econom:v:45:y:1990:i:1-2:p:1-5)
  by Campbell, John Y. & Melino, Angelo
• Pricing foreign currency options with stochastic volatility (RePEc:eee:econom:v:45:y:1990:i:1-2:p:239-265)
  by Melino, Angelo & Turnbull, Stuart M.
• Duration dependence and nonparametric heterogeneity: A Monte Carlo study (RePEc:eee:econom:v:96:y:2000:i:2:p:357-393)
  by Baker, Michael & Melino, Angelo
• Estimation of a rational expectations model of the term structure (RePEc:eee:empfin:v:8:y:2001:i:5:p:639-668)
  by Melino, Angelo
• Export Demand Response in the Ontario Electricity Market (RePEc:eee:jelect:v:20:y:2007:i:9:p:55-64)
  by Peerbocus, Nash & Melino, Angelo
• Misspecification and the pricing and hedging of long-term foreign currency options (RePEc:eee:jimfin:v:14:y:1995:i:3:p:373-393)
  by Melino, Angelo & Turnbull, Stuart M.
• The cyclical behavior of prices and quantities: The case of the automobile market (RePEc:eee:moneco:v:17:y:1986:i:3:p:379-407)
  by Blanchard, Olivier J. & Melino, Angelo
• The response of interest rates to the Federal Reserve's weekly money announcements : The 'puzzle' of anticipated money (RePEc:eee:moneco:v:19:y:1987:i:3:p:393-404)
  by Deaves, Richard & Melino, Angelo & Pesando, James E.
• Econometric Methods and Financial Time Series (RePEc:nbr:nberbk:camp90-1)
  by John Y. Campbell & Angelo Melino
• Cyclical Behavior of Prices and Quantities in the Automobile Market (RePEc:nbr:nberwo:1325)
  by Olivier J. Blanchard & Angelo Melino
• Estimating the Continuous Time Consumption Based Asset Pricing Model (RePEc:nbr:nberwo:1643)
  by Sanford J. Grossman & Angelo Melino & Robert J. Shiller
• The Term Structure of Interest Rates: Evidence and Theory (RePEc:nbr:nberwo:1828)
  by Angelo Melino
• The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money (RePEc:nbr:nberwo:2125)
  by Richard Deaves & Angelo Melino & James E. Pesando
• A Revealed Preference Analysis of Asset Pricing Under Recursive Utility (RePEc:nbr:nberwo:4524)
  by Larry G. Epstein & Angelo Melino
• Testing for Sample Selection Bias (RePEc:oup:restud:v:49:y:1982:i:1:p:151-153.)
  by Angelo Melino
• A Revealed Preference Analysis of Asset Pricing Under Recursive Utility (RePEc:oup:restud:v:62:y:1995:i:4:p:597-618.)
  by Larry G. Epstein & Angelo Melino
• State Dependent Preferences Can Explain the Equity Premium Puzzle (RePEc:red:issued:v:6:y:2003:i:4:p:806-830)
  by Angelo Melino & Alan X. Yang
• Canadian Monetary Policy: Lessons from the Crisis (RePEc:rim:rimpre:04_10)
  by Angelo Melino
• State Dependent Preferences Can Explain the Equity Premium Puzzle (RePEc:tor:tecipa:melino-03-01)
  by Angelo Melino & Alan X. Yang
• Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study (RePEc:tor:tecipa:melino-99-01)
  by Michael Baker & Angelo Melino
• Measuring the Cost of Economic Fluctuations with Preferences that Rationalize the Equity Premium (RePEc:tor:tecipa:tecipa-256)
  by Angelo Melino
• Estimating Strike Effects in a General Model of Prices and Quantities (RePEc:ucp:jlabec:v:5:y:1987:i:1:p:1-19)
  by Gunderson, Morley & Melino, Angelo
• The Effects of Public Policy on Strike Duration (RePEc:ucp:jlabec:v:8:y:1990:i:3:p:295-316)
  by Gunderson, Morley & Melino, Angelo
• Measuring the cost of economic fluctuations with preferences that rationalize the equity premium (RePEc:wly:canjec:v:43:y:2010:i:2:p:405-422)
  by Angelo Melino