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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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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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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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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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A theory of debt accumulation and deficit cycles
Mele, Antonio - 2021
Persistent link: https://www.econbiz.de/10012588346
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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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Stochastic volatility in financial markets : crossing the bridge to continuous time
Fornari, Fabio; Mele, Antonio - 2000
Persistent link: https://www.econbiz.de/10001464294
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Stochastic behaviour of deterministic utility functions
Mele, Antonio - In: Rivista internazionale di scienze economiche e … 41 (1994) 12, pp. 1013-1031
Persistent link: https://www.econbiz.de/10001177696
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Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio - In: Journal of applied econometrics 12 (1997) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10001215437
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Modeling the changing asymmetry of traditional variances
Fornari, Fabio - In: Economics letters 50 (1996) 2, pp. 197-203
Persistent link: https://www.econbiz.de/10001194690