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Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
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The term structure of government debt uncertainty
Mele, Antonio; Obayashi, Yoshiki; Yang, Shihao - 2019
Persistent link: https://www.econbiz.de/10012181125
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The effects of regulations on trading activity and return volatility in futures markets
Pliska, Stanley R. - In: The journal of futures markets 11 (1991) 2, pp. 135-151
Persistent link: https://www.econbiz.de/10001102729
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Asymmetric stock market volatility and the cyclical bahavior of expected returns
Mele, Antonio - In: Journal of financial economics 86 (2007) 2, pp. 446-478
Persistent link: https://www.econbiz.de/10003569350
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Reoeated moral hazard and recursive Langrangeans
Mele, Antonio - In: Journal of economic dynamics & control 42 (2014), pp. 69-85
Persistent link: https://www.econbiz.de/10010426557
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Fundamental properties of bond prices in models of the short-term rate
Mele, Antonio - 2002
Persistent link: https://www.econbiz.de/10001687830
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Fundamental properties of bond prices in models of the short-term rate
Mele, Antonio - In: The review of financial studies 16 (2003) 3, pp. 679-716
Persistent link: https://www.econbiz.de/10001794920
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A theory of debt accumulation and deficit cycles
Mele, Antonio - 2021
Persistent link: https://www.econbiz.de/10012593535
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A theory of debt accumulation and deficit cycles
Mele, Antonio - 2021
Persistent link: https://www.econbiz.de/10012588346
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Approximating volatility diffusions with CEV-ARCH models
Fornari, Fabio; Mele, Antonio - In: Journal of economic dynamics & control 30 (2006) 6, pp. 931-966
Persistent link: https://www.econbiz.de/10003327657