| Pricing foreign currency options with stochastic volatility A Melino, SM Turnbull Journal of econometrics 45 (1-2), 239-265, 1990 | 1159 | 1990 |
| Estimating the continuous-time consumption-based asset-pricing model SJ Grossman, A Melino, RJ Shiller Journal of Business & Economic Statistics 5 (3), 315-327, 1987 | 302 | 1987 |
| Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study M Baker, A Melino | 266 | 1999 |
| The effects of public policy on strike duration M Gunderson, A Melino Journal of Labor Economics 8 (3), 295-316, 1990 | 125 | 1990 |
| State-dependent preferences can explain the equity premium puzzle A Melino, AX Yang Review of Economic Dynamics 6 (4), 806-830, 2003 | 119 | 2003 |
| The term structure of interest rates: Evidence and theory A Melino Journal of Economic Surveys 2 (4), 335-366, 1988 | 116 | 1988 |
| Estimation of continuous-time models in finance A Melino Department of Economics and Institute for Policy Analysis, University of Toronto, 1991 | 104 | 1991 |
| Testing for sample selection bias A Melino The Review of Economic Studies 49 (1), 151-153, 1982 | 103 | 1982 |
| The pricing of foreign currency options A Melino, SM Turnbull Canadian Journal of Economics, 251-281, 1991 | 101 | 1991 |
| Misspecification and the pricing and hedging of long-term foreign currency options A Melino, SM Turnbull Journal of International Money and Finance 14 (3), 373-393, 1995 | 80 | 1995 |
| A note on the interpretation of regression coefficients within a class of truncated distributions DJ Poirier, A Melino Econometrica: Journal of the Econometric Society, 1207-1209, 1978 | 53 | 1978 |
| The response of interest rates to the Federal Reserve's weekly money announcements: The ‘puzzle’of anticipated money R Deaves, A Melino, JE Pesando Journal of Monetary Economics 19 (3), 393-404, 1987 | 43 | 1987 |
| The cyclical behavior of prices and quantities: the case of the automobile market OJ Blanchard, A Melino Journal of Monetary Economics 17 (3), 379-407, 1986 | 39 | 1986 |
| A revealed preference analysis of asset pricing under recursive utility LG Epstein, A Melino The Review of Economic Studies 62 (4), 597-618, 1995 | 33 | 1995 |
| Estimating strike effects in a general model of prices and quantities M Gunderson, A Melino Journal of Labor Economics 5 (1), 1-19, 1987 | 31 | 1987 |
| A simple approach to the identifiability of the proportional hazards model A Melino, GT Sueyoshi Economics Letters 33 (1), 63-68, 1990 | 25 | 1990 |
| Estimation of a rational expectations model of the term structure A Melino Journal of Empirical Finance 8 (5), 639-668, 2001 | 16 | 2001 |
| Essays on estimation and inference in linear rational expectations models A Melino Harvard university, 1983 | 13 | 1983 |
| Inflation targeting: A Canadian perspective A Melino January 2012 special supplemental issue of the International Journal of …, 2018 | 12 | 2018 |
| AN EMPIRICAL-ANALYSIS OF ASSET RETURNS UNDER NON-BAYESIAN RATIONAL-EXPECTATIONS LG Epstein, A Melino Journal of Finance 50 (3), 969-969, 1995 | 9 | 1995 |
