Professor Ph.D. (Harvard, 1983), B.A. (Toronto, 1977) Office: Max Gluskin House, 150 St. George Street, 327. Phone: 416-978-6541. Office: University of Toronto, Mississauga, 3254. Phone: 905-828-3908. Email address: Personal website: http://www.economics.utoronto.ca/angelo.melino/ Research fields: Econometrics, Macroeconomics, Financial economics

Selected research

• Angelo Melino, "Measuring the cost of economic fluctuations with preferences that rationalize the equity premium", Canadian Journal of Economics 43 (2010), 405–422.
• Angelo Melino and Stuart M. Turnbull, "Pricing Foreign Currency Options with Stochastic Volatility", in Stochastic Volatility: Selected Readings (edited by Neil Shephard), Oxford University Press, 2005, 239–265.
• Angelo Melino and A. Yang, "State-dependent preferences can explain the equity premium puzzle", Review of Economic Dynamics 6 (4) (2003), 806–830.
• Angelo Melino, "Estimation of a Rational Expectations Model of the Term Structure", Journal of Empirical Finance 8 (5) (2001), 639–668.

Honors and awards

• Listed in "Who's in Who in Economics" (4th edition) based on citation count, 1990 - 2000.

Courses taught 2024–2025

• Fall

• ECO1400H1F, section L0201 (St. George) • Econometrics • M11-1,W11-1 • OI 5230