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ECONIS (ZBW)
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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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2
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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3
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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4
A theory of debt accumulation and deficit cycles
Mele, Antonio
-
2021
Persistent link: https://www.econbiz.de/10012593535
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5
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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6
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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7
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
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8
Continuous time conditionally heteroskedastic models : theory with applications to the term structure of interest rates
Fornari, Fabio
- In:
Economic notes : economic review of Banca Monte dei …
24
(
1995
)
2
,
pp. 327-352
Persistent link: https://www.econbiz.de/10001196572
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9
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fornari, Fabio
;
Mele, Antonio
-
2001
Persistent link: https://www.econbiz.de/10001581711
Saved in:
10
Volatility smiles and the information content of news
Fornari, Fabio
;
Mele, Antonio
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 179-186
Persistent link: https://www.econbiz.de/10001563358
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