Factor models with drifting prices CA Favero, A Melone, A Tamoni Available at SSRN 3418352, 2019 | 11 | 2019 |
Monetary policy and bond prices with drifting equilibrium rates CA Favero, A Melone, A Tamoni Journal of Financial and Quantitative Analysis 59 (2), 626-651, 2024 | 10 | 2024 |
Macro trends and factor timing CA Favero, A Melone, A Tamoni Available at SSRN 3940452, 2021 | 3 | 2021 |
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models CA Favero, A Melone CEPR Discussion Paper No. DP14417, 2020 | 2 | 2020 |
Stock-Oil Comovement: Fundamentals or Financialization? A Melone, O Randl, L Sögner, J Zechner Fisher College of Business Working Paper, 08, 2022 | 1 | 2022 |
Long-Run Trends in Demographics, Income Inequality, and the Natural Rate of Interest: Further Evidence CA Favero, S Krgović, A Melone, A Tamoni Income Inequality, and the Natural Rate of Interest: Further Evidence …, 2021 | 1 | 2021 |
Consumption disconnect redux A Melone Available at SSRN 3953420, 2021 | 1 | 2021 |
Monetary policy and bond prices with drifting equilibrium rates and diagnostic expectations CA Favero, A Melone, A Tamoni Working Paper, 2021 | 1 | 2021 |
Anomaly Predictability with the Mean-Variance Portfolio CA Favero, A Melone, A Tamoni Anomaly Predictability with the Mean-Variance Portfolio: Favero, Carlo A …, 2023 | | 2023 |
Consumption Disconnect Redux A Melone Fisher College of Business Working Paper, 018, 2023 | | 2023 |
Consumption and Stock Returns Levels vs. Growth for Conditional Asset Pricing A Melone | | 2021 |
Asset Pricing vs Asset Expected Returning in Factor Models CA Favero, A Melone IGIER, Università Bocconi, 2019 | | 2019 |