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Antonio Mele

Professor
Department of Finance
Swiss Finance Institute
Switzerland

Biography

Antonio Mele is Professor of Finance at the Università della Svizzera italiana and has held an SFI Senior Chair since 2011. Before moving to Switzerland, he held a professorship at the London School of Economics. Prof. Mele is the co-inventor of the CBOE Interest Rate Swap Volatility Index and the CBOE Treasury Volatility Index, the first standardized volatility measures in the interest rate swap and Treasury markets. He is a regular speaker at leading finance conferences worldwide.

Research Interest

Capital markets

Publications

  • Mele A, Sangiorgi F (2015) Uncertainty, Information Acquisition and Price Swings in Asset Markets. Review of Economic Studies 82: 1533-1567.

  • Mele A, Veronesi P, Interest Rate Derivatives and Volatility. Handbook of Fixed Income, Wiley (forthcoming).

  • Mele A, Obayashi Y, Shalen C (2015) Rate Fears Gauges and the Dynamics of Fixed Income and Equity Volatilities. Journal of Banking and Finance 52: 256-265.

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