Publications

Angelo Melino. Estimation of a rational expectations model of the term structure. Journal of Empirical Finance, (8)5:639--668, 2001. [BibSonomy: Rational expectations] URL

Michael Baker and Angelo Melino. Duration dependence and nonparametric heterogeneity: A Monte Carlo study. Journal of Econometrics, (96)2:357--393, 2000. [BibSonomy: Discrete duration model] URL

Angelo Melino and Stuart M. Turnbull. Misspecification and the pricing and hedging of long-term foreign currency options. Journal of International Money and Finance, (14)3:373--393, 1995. [BibSonomy: imported] URL

John Y. Campbell and Angelo Melino. Editors' introduction. Journal of Econometrics, (45)1-2:1--5, 1990. [BibSonomy: imported] URL

Angelo Melino and Glenn T. Sueyoshi. A simple approach to the identifiability of the proportional hazards model. Economics Letters, (33)1:63--68, 1990. [BibSonomy: imported] URL

Angelo Melino and Stuart M. Turnbull. Pricing foreign currency options with stochastic volatility. Journal of Econometrics, (45)1-2:239--265, 1990. [BibSonomy: imported] URL

Angelo Melino. THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY. Journal of Economic Surveys, (2)4:335--366, 1988. [BibSonomy: imported] URL

Richard Deaves and Angelo Melino and James E. Pesando. The response of interest rates to the Federal Reserve's weekly money announcements : The [`]puzzle' of anticipated money. Journal of Monetary Economics, (19)3:393--404, 1987. [BibSonomy: imported] URL

Olivier J. Blanchard and Angelo Melino. The cyclical behavior of prices and quantities: The case of the automobile market. Journal of Monetary Economics, (17)3:379--407, 1986. [BibSonomy: imported] URL

Angelo Melino. Comment. Econometric Reviews, (3)1:119--123, Taylor \& Francis,1984. [BibSonomy: imported] URL