Alessandro Melone

Vienna Graduate School of Finance (VGSF)

PhD Candidate

WU Vienna

Welthandelsplatz 1

Vienna, 1020

Austria

http://https://sites.google.com/view/alessandro-melone/home

SCHOLARLY PAPERS

6

DOWNLOADS

1,035

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.
Downloads 395 ( 95,877)
Citation 2

Factor Models with Drifting Prices

Number of pages: 87 Posted: 12 Jul 2019 Last Revised: 12 May 2021
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Finance, Vienna Graduate School of Finance (VGSF) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 395 (95,089)
Citation 3

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Factor Models, Long-Horizon Returns, Mispricing, Predictability, Diagnostic Expectations.

Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models

Number of pages: 65 Posted: 03 Mar 2020 Last Revised: 24 Mar 2020
Carlo A. Favero and Alessandro Melone
Bocconi University - Department of Finance and Vienna Graduate School of Finance (VGSF)
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Dynamic Factor-Portfolio Models, Equilibrium Correction Term, mispricing, return predictability

2.

Macro Trends and Factor Timing

Number of pages: 54 Posted: 11 Oct 2021
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Finance, Vienna Graduate School of Finance (VGSF) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 200 (194,579)

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Factor Models, Macro-Finance, Factor Timing, SDF, Risk Management.

Monetary Policy and Bond Prices with Drifting Equilibrium Rates

Number of pages: 49 Posted: 15 Oct 2020 Last Revised: 30 Apr 2021
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Finance, Vienna Graduate School of Finance (VGSF) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 182 (211,735)
Citation 1

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Monetary Policy Rule, Secular Trends, Term Structure, Diagnostic Expectations, Bond Return Predictability

Monetary Policy and Bond Prices with Drifting Equilibrium Rates

Number of pages: 54 Posted: 15 Nov 2021
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Finance, Vienna Graduate School of Finance (VGSF) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
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Bond Return Predictability, Diagnostic expectations, Monetary Policy Rule, Secular Trends, term structure

4.

Stock-Oil Comovement: Fundamentals or Financialization?

Number of pages: 45 Posted: 15 Oct 2020 Last Revised: 03 Feb 2021
Alessandro Melone, Otto Randl, Leopold Sögner and Josef Zechner
Vienna Graduate School of Finance (VGSF), WU Vienna University of Economics and Businessaffiliation not provided to SSRN, Institute for Advanced Studies (IHS) and Vienna University of Economics and Business
Downloads 163 (231,488)

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Asset Comovements, Oil Futures, VAR Return Decomposition, Real Economy

5.

Consumption Disconnect Redux

Number of pages: 85 Posted: 18 Nov 2021 Last Revised: 30 Nov 2021
Alessandro Melone
Vienna Graduate School of Finance (VGSF)
Downloads 50 (493,978)

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Consumption Levels, Return Predictability, Conditional Models, Time-Varying Price of Risk, Consumer Sentiment

6.

Long-Run Trends in Demographics, Income Inequality, and the Natural Rate of Interest: Further Evidence

Number of pages: 19 Posted: 03 Nov 2021
Bocconi University - Department of Finance, Bocconi University, Vienna Graduate School of Finance (VGSF) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 45 (507,141)

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Monetary Policy Rule, Secular Trends, Demographics, Income Inequality