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Angelo Melino

Global rank #2903 96%

Institution: University of Toronto

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.economics.utoronto.ca/melino/

First Publication: 1982

Most Recent: 2010

RePEc ID: pme69 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 3.02 6.70 3.02 0.00 31.00

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 17.84

Publications (15)

Year Article Journal Tier Authors
2010 Measuring the cost of economic fluctuations with preferences that rationalize the equity premium Canadian Journal of Economics C 1
2008 High Frequency Export and Price Responses in the Ontario Electricity Market The Energy Journal B 2
2003 State Dependent Preferences Can Explain the Equity Premium Puzzle Review of Economic Dynamics B 2
2000 Duration dependence and nonparametric heterogeneity: A Monte Carlo study Journal of Econometrics A 2
1995 A Revealed Preference Analysis of Asset Pricing Under Recursive Utility Review of Economic Studies S 2
1995 Misspecification and the pricing and hedging of long-term foreign currency options Journal of International Money and Finance B 2
1990 Editors' introduction Journal of Econometrics A 2
1990 The Effects of Public Policy on Strike Duration. Journal of Labor Economics A 2
1990 A simple approach to the identifiability of the proportional hazards model Economics Letters C 2
1990 Pricing foreign currency options with stochastic volatility Journal of Econometrics A 2
1988 The Term Structure of Interest Rates: Evidence and Theory. Journal of Economic Surveys C 1
1987 Estimating Strike Effects in a General Model of Prices and Quantities. Journal of Labor Economics A 2
1987 The response of interest rates to the Federal Reserve's weekly money announcements : The 'puzzle' of anticipated money Journal of Monetary Economics A 3
1986 The cyclical behavior of prices and quantities: The case of the automobile market Journal of Monetary Economics A 2
1982 Testing for Sample Selection Bias Review of Economic Studies S 1