Alessandro Melone

Ohio State University (OSU) - Fisher College of Business

2100 Neil Avenue

Columbus, OH 43210-1144

United States

SCHOLARLY PAPERS

7

DOWNLOADS

3,500

SSRN CITATIONS

13

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

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 Economics, Ohio State University (OSU) - Fisher College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 1,174 (34,367)
Citation 1

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

2.
Downloads 755 (63,523)
Citation 2

Factor Models with Drifting Prices

Number of pages: 55 Posted: 12 Jul 2019 Last Revised: 21 Aug 2023
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Economics, Ohio State University (OSU) - Fisher College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 755 (62,593)
Citation 2

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Long-Horizon Returns, Predictability, Mispricing, Factor Models, Equilibrium Correction.

Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models

CEPR Discussion Paper No. DP14417
Number of pages: 65 Posted: 03 Mar 2020 Last Revised: 24 Mar 2020
Carlo A. Favero and Alessandro Melone
Bocconi University - Department of Economics and Ohio State University (OSU) - Fisher College of Business
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Dynamic Factor-Portfolio Models, Equilibrium Correction Term, mispricing, return predictability

Monetary Policy and Bond Prices with Drifting Equilibrium Rates

Journal of Financial and Quantitative Analysis
Number of pages: 55 Posted: 15 Oct 2020 Last Revised: 19 Oct 2022
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Economics, Ohio State University (OSU) - Fisher College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 492 (107,660)
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

CEPR Discussion Paper No. DP16629
Number of pages: 54 Posted: 15 Nov 2021
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Economics, Ohio State University (OSU) - Fisher College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
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Citation 3
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Bond Return Predictability, Diagnostic expectations, Monetary Policy Rule, Secular Trends, term structure

4.

Anomaly Predictability with the Mean-Variance Portfolio

Fisher College of Business Working Paper No. 2023-03-020, Charles A. Dice Working Paper No. 2023-20
Number of pages: 80 Posted: 21 Jul 2023 Last Revised: 12 Dec 2023
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Bocconi University - Department of Economics, Ohio State University (OSU) - Fisher College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 416 (132,664)

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Factor Models, Return Predictability, Mispricing, Conditional Misspecification, SDF

5.

Stock-Oil Comovement: Cash Flows or Discount Rates?

Fisher College of Business Working Paper No. 2022-03-08, Charles A. Dice Center Working Paper No. 2022-8
Number of pages: 62 Posted: 31 Aug 2022 Last Revised: 18 Jan 2024
Alessandro Melone, Otto Randl, Leopold Sögner and Josef Zechner
Ohio State University (OSU) - Fisher College of Business, Vienna University of Economics and Business, Institute for Advanced Studies (IHS) and Vienna University of Economics and Business
Downloads 310 (183,116)

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Equity-Commodity Correlation, Oil Futures, Return Decomposition, Cash Flow News, Oil Production

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 Economics, Bocconi University, Ohio State University (OSU) - Fisher College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 218 (260,066)

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Monetary Policy Rule, Secular Trends, Demographics, Income Inequality

7.

Consumption Disconnect Redux

Fisher College of Business Working Paper No. 2023-03-018, Charles A. Dice Working Paper No. 2023-18
Number of pages: 79 Posted: 23 Jun 2023 Last Revised: 03 Jul 2023
Alessandro Melone
Ohio State University (OSU) - Fisher College of Business
Downloads 135 (393,001)

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Consumption Levels, Consumption-Based Asset Pricing, Return Predictability, Time- Varying Market Price of Risk, SDF