BibSonomy publications for /author/Melino http://www.bibsonomy.org/author/Melino BibSonomy RSS Feed for /author/Melino THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY http://www.bibsonomy.org/bibtex/2c5f33defa4c9e65d38bac4f213ef0ccb/smicha smicha 2008-04-25T09:13:59+02:00 imported
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
]]> Misspecification and the pricing and hedging of long-term foreign currency options http://www.bibsonomy.org/bibtex/234b5d76caa3bc5b00b977e41f6f5444f/smicha smicha 2008-04-23T22:05:04+02:00 imported
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
]]> Estimation of a rational expectations model of the term structure http://www.bibsonomy.org/bibtex/200a8ed436f0832ff86ffc3ca0572ce99/smicha smicha 2008-04-23T22:05:04+02:00 Rational expectations
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
]]> The response of interest rates to the Federal Reserve's weekly money announcements : The [`]puzzle' of anticipated money http://www.bibsonomy.org/bibtex/2362738b8a13146c94b4d0c453802d72b/smicha smicha 2008-04-23T22:05:04+02:00 imported
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
]]> The cyclical behavior of prices and quantities: The case of the automobile market http://www.bibsonomy.org/bibtex/2070e35d41b08fcbeaa077afc63195036/smicha smicha 2008-04-23T22:05:04+02:00 imported
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
]]> Comment http://www.bibsonomy.org/bibtex/2e089b34d3a5b331539dbc71baa84190f/smicha smicha 2008-04-23T12:36:09+02:00 imported
Comment
Angelo Melino Econometric Reviews 3 119--123 (1984)
to imported by smicha on 2008-04-23 12:36:09
]]> A simple approach to the identifiability of the proportional hazards model Economics Letters http://www.bibsonomy.org/bibtex/22cf9af3b48476d27298892d63df85509/smicha smicha 2008-04-21T22:09:52+02:00 imported
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
]]> Pricing foreign currency options with stochastic volatility Journal of Econometrics http://www.bibsonomy.org/bibtex/24e5546b9194b339293140b4af1c1e66d/smicha smicha 2008-04-21T22:02:42+02:00 imported
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
]]> Editors' introduction Journal of Econometrics http://www.bibsonomy.org/bibtex/21d18cad5ae5c939cb7b76b07a82b09ac/smicha smicha 2008-04-21T22:02:42+02:00 imported
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
]]> Duration dependence and nonparametric heterogeneity: A Monte Carlo study Journal of Econometrics http://www.bibsonomy.org/bibtex/27826e5dd4e7b5c95631007c324d05690/smicha smicha 2008-04-21T22:02:42+02:00 Discrete duration model
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
]]>