antonio-mele

 

Antonio Mele is a Professor of Finance at USI (Università della Svizzera Italiana) and a Senior Chair with the Swiss Finance Institute after a decade spent as a Professor of Finance at the London School of Economics & Political Science. He is also a Research Fellow for the Financial Economics program at the Center for Economic Policy Research (CEPR) in London, and holds a PhD in Economics from the University of Paris.

His expertise spans a variety of fields in financial economics: information in securities markets, financial markets and the macroeconomy, capital market volatility, and interest rates and credit markets. His research has been published by top journals in Finance and in Economics such as the Journal of Financial Economics, the Review of Economic Studies, the Review of Financial Studies, and the Journal of Monetary Economics. He authored or co-authored three books on themes regarding capital market volatility, and a graduate level book forthcoming with MIT Press on Financial Economics.

Antonio’s work outside academia includes developing fixed income volatility indexes for Chicago Board Options Exchange (CBOE) and S&P Dow Jones Indices. He is the co-inventor of the first volatility indexes and related tradable instruments operated through an exchange, designed to standardize and simplify interest rate volatility trading much in the spirit of the CBOE VIX index in the equity space: the CBOE Interest Rate Swap Volatility Index (CBOE SRVIX), and the CBOE/CBOT TYVIX and S&P/JPX JGB-VIX indexes on US and Japanese government debt. In November 2014, CBOE future exchange (CFE) launched futures on TYVIX, the first exchange-traded contracts based on these new standardized fixed income volatility gauge.

From 2015 to 2017, Antonio acted as a member of the Securities and Markets Stakeholder Group of the European Securities Markets Authority (ESMA), the supra-national supervisor of European financial markets, after having served as a member of its Group of Economic Advisers (2014-2015).

 
 
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