Antonio Mele is a Professor of Finance and a Senior Chair with the Swiss Finance Institute in Lugano 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, pertaining to financial market volatility, interest rates and credit markets, macro-finance, financial markets and business cycles, and information in securities 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 financial 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). He is the co-inventor of the CBOE Interest Rate Swap Volatility Index (CBOE SRVIX)—the first standardized volatility measure in the fixed income market, designed to standardize and simplify interest rate volatility trading much in the spirit of the CBOE VIX index in the equity space. His work is also at the basis of the first model-free volatility index on both US government debt (CBOE/CBOT TYVIX) and Japanese government debt (S&P/JPX JGB-VIX). In November 2014, CBOE Future Exchange (CFE) launched futures on TYVIX, the first exchange-traded contracts based on these new standardized fixed income volatility gauges.
Antonio is a member of the Securities and Markets Stakeholder Group of the European Securities Markets Authority (ESMA), the supra-national supervisor of European financial markets, where he previously served as a member of its Group of Economic Advisers.