Concepedia

Antonio Mele

AM

30

Publications

1.5K

Citations

19

H-Index

1992

Active since

Affiliations

Swiss Finance Institute(Current)

Centre for Economic Policy Research

Bank of Italy

Università della Svizzera italiana

Menarini Group (Italy)

Antonio Mele is an author at Swiss Finance Institute specializing in business, volatility modeling, and economics.

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Publications per year

1992–2019

30

Publications

30

Asymmetric stock market volatility and the cyclical behavior of expected returns

Antonio Mele · Journal of Financial Economics · 2007 · 233 citations

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Information Linkages and Correlated Trading

Paolo Colla, Antonio Mele · Review of Financial Studies · 2009 · 173 citations · Full text

Macroeconomic determinants of stock volatility and volatility premiums

Valentina Corradi, Walter Distaso, Antonio Mele · Journal of Monetary Economics · 2012 · 142 citations

, , +6

SIGN- AND VOLATILITY-SWITCHING ARCH MODELS: THEORY AND APPLICATIONS TO INTERNATIONAL STOCK MARKETS

Fabio Fornari, Antonio Mele · Journal of Applied Econometrics · 1997 · 136 citations

, , +14

Uncertainty, Information Acquisition, and Price Swings in Asset Markets

Antonio Mele, Francesco Sangiorgi · The Review of Economic Studies · 2015 · 108 citations

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