Access Statistics for Angelo Melino

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 4 7 14 80 7 13 35 423
Cyclical Behavior of Prices and Quantities in the Automobile Market 0 3 11 31 2 9 30 133
Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study 3 5 20 191 4 14 54 882
Estimating the Continuous Time Consumption Based Asset Pricing Model 2 7 33 177 4 21 111 716
Measuring the Cost of Economic Fluctuations with Preferences that Rationalize the Equity Premium 2 3 12 41 3 8 31 167
State Dependent Preferences Can Explain the Equity Premium Puzzle 4 8 32 180 6 14 73 544
The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money 0 3 5 24 4 15 61 289
The Term Structure of Interest Rates: Evidence and Theory 6 12 40 303 11 25 98 450
Total Working Papers 21 48 167 1,027 41 119 493 3,604


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions 0 0 17 112 2 10 118 848
A Revealed Preference Analysis of Asset Pricing under Recursive Utility 0 0 7 62 0 3 20 188
A simple approach to the identifiability of the proportional hazards model 0 2 5 29 1 3 9 77
Comment 0 0 0 1 0 1 1 7
Duration dependence and nonparametric heterogeneity: A Monte Carlo study 0 1 6 61 1 2 22 188
Editors' introduction 0 0 1 3 1 1 3 47
Estimating Strike Effects in a General Model of Prices and Quantities 0 0 2 19 1 3 17 146
Estimating the Continuous-Time Consumption-Based Asset-Pricing Model 0 0 0 0 0 4 13 184
Estimation of a rational expectations model of the term structure 0 0 0 13 0 0 4 63
Export Demand Response in the Ontario Electricity Market 0 0 4 4 1 2 15 15
High Frequency Export and Price Responses in the Ontario Electricity Market 0 0 0 0 1 7 7 7
Misspecification and the pricing and hedging of long-term foreign currency options 0 0 4 69 1 3 22 175
Pricing foreign currency options with stochastic volatility 11 38 142 871 26 71 296 1,960
State Dependent Preferences Can Explain the Equity Premium Puzzle 1 4 24 192 1 4 39 653
Testing for Sample Selection Bias 0 0 3 68 1 1 10 156
The Effects of Public Policy on Strike Duration 0 1 7 63 0 7 36 355
The Pricing of Foreign Currency Options 0 4 21 38 3 15 62 612
The Term Structure of Interest Rates: Evidence and Theory 0 0 0 0 5 8 23 170
The cyclical behavior of prices and quantities: The case of the automobile market 0 3 8 17 0 3 20 60
The response of interest rates to the Federal Reserve's weekly money announcements: The 'puzzle' of anticipated money 0 1 2 3 1 4 7 25
Total Journal Articles 12 54 253 1,625 46 152 744 5,936


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric Methods and Financial Time Series 0 0 0 0 4 7 17 17
Total Books 0 0 0 0 4 7 17 17


Statistics updated 2009-12-07