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bookmarks

publications

(10)

• THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY
  Angelo Melino Journal of Economic Surveys 2 335--366 (1988)
  to imported by smicha on 2008-04-25 09:13:59
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• Misspecification and the pricing and hedging of long-term foreign currency options
  Angelo Melino and Stuart M. Turnbull Journal of International Money and Finance 14 373--393 (1995)
  to imported by smicha on 2008-04-23 22:05:04
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• Estimation of a rational expectations model of the term structure
  Angelo Melino Journal of Empirical Finance 8 639--668 (2001)
  to Rational expectations by smicha on 2008-04-23 22:05:04
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• The response of interest rates to the Federal Reserve's weekly money announcements : The [`]puzzle' of anticipated money
  Richard Deaves and Angelo Melino and James E. Pesando Journal of Monetary Economics 19 393--404 (1987)
  to imported by smicha on 2008-04-23 22:05:04
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• The cyclical behavior of prices and quantities: The case of the automobile market
  Olivier J. Blanchard and Angelo Melino Journal of Monetary Economics 17 379--407 (1986)
  to imported by smicha on 2008-04-23 22:05:04
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• Comment
  Angelo Melino Econometric Reviews 3 119--123 (1984)
  to imported by smicha on 2008-04-23 12:36:09
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• A simple approach to the identifiability of the proportional hazards model
  Angelo Melino and Glenn T. Sueyoshi Economics Letters 33 63--68 (1990)
  to imported by smicha on 2008-04-21 22:09:52
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• Pricing foreign currency options with stochastic volatility
  Angelo Melino and Stuart M. Turnbull Journal of Econometrics 45 239--265 (1990)
  to imported by smicha on 2008-04-21 22:02:42
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• Editors' introduction
  John Y. Campbell and Angelo Melino Journal of Econometrics 45 1--5 (1990)
  to imported by smicha on 2008-04-21 22:02:42
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• Duration dependence and nonparametric heterogeneity: A Monte Carlo study
  Michael Baker and Angelo Melino Journal of Econometrics 96 357--393 (2000)
  to Discrete duration model by smicha on 2008-04-21 22:02:42
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