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

2,030

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (6)

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 Finance, Vienna Graduate School of Finance (VGSF) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 578 (66,899)

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

2.
Downloads 520 ( 76,366)
Citation 2

Factor Models with Drifting Prices

Number of pages: 93 Posted: 12 Jul 2019 Last Revised: 08 Mar 2022
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 520 (75,567)
Citation 3

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Factor Models, Mispricing, Return Predictability, Diagnostic Expectations.

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 Finance and Vienna Graduate School of Finance (VGSF)
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Dynamic Factor-Portfolio Models, Equilibrium Correction Term, mispricing, return predictability

3.

Stock-Oil Comovement: Fundamentals or Financialization?

Number of pages: 47 Posted: 15 Oct 2020 Last Revised: 21 Dec 2021
Alessandro Melone, Otto Randl, Leopold Sögner and Josef Zechner
Vienna Graduate School of Finance (VGSF), Vienna University of Economics and Business, Institute for Advanced Studies (IHS) and Vienna University of Economics and Business
Downloads 266 (161,134)

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

4.

Consumption Disconnect Redux

Number of pages: 89 Posted: 18 Nov 2021 Last Revised: 03 Feb 2022
Alessandro Melone
Vienna Graduate School of Finance (VGSF)
Downloads 265 (161,773)

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

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 264 (161,780)
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 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

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 137 (289,970)

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Monetary Policy Rule, Secular Trends, Demographics, Income Inequality