Concepedia
Statistics
Publications
19
Citations
1.7K
H-Index
14
Active since
1978
Affiliations
University of Toronto(Current)
National Bureau of Economic Research
Angelo Melino is an author at University of Toronto specializing in economics, finance, and business.
Publications per year
1978–2018
Pricing foreign currency options with stochastic volatility
Angelo Melino, Stuart M. Turnbull · Journal of Econometrics · 1990 · 767 citations
Business, Economics, Finance +14
Duration dependence and nonparametric heterogeneity: A Monte Carlo study
Michael Baker, Angelo Melino · Journal of Econometrics · 2000 · 199 citations
Public Health, Biostatistics, Experimental Design +11
State-dependent preferences can explain the equity premium puzzle
Angelo Melino, Alan X. Yang · Review of Economic Dynamics · 2003 · 89 citations
The Effects of Public Policy on Strike Duration
Morley Gunderson, Angelo Melino · Journal of Labor Economics · 1990 · 89 citations
Public Affairs, Public Policy, Labor Policy +7
Estimating the Continuous-Time Consumption-Based Asset-Pricing Model
Sanford J. Grossman, Angelo Melino, Robert J. Shiller · Journal of Business and Economic Statistics · 1987 · 86 citations
Business, Economics, Finance +15
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