Measuring the cost of economic fluctuations with preferences that rationalize the equity premium
Canadian Journal of Economics,
2010
Angelo Melino
Pricing Foreign Currency Options with Stochastic Volatility
Oxford University Press, 2005
Angelo Melino and Stuart M. Turnbull
State-dependent preferences can explain the equity premium puzzle
Review of Economic Dynamics,
2003
Angelo Melino and A. Yang
Estimation of a Rational Expectations Model of the Term Structure
Journal of Empirical Finance,
2001
Angelo Melino