Antonio Mele is a Professor of Finance at USI (Università della Svizzera Italiana) and a Senior Chair at the SFI (Swiss Finance Institute) after a decade with 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 Universities of Paris and a BSc in Economics from LUISS University in Rome.
Antonio works on a variety of fields in financial economics: information in securities markets, financial markets and the macroeconomy, uncertainty and volatility in financial markets, interest rates and credit markets and, finally, econometrics and numerical methods in finance. 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 with MIT Press (in press) on Financial Economics of about 1,300 pages.
His recent interests cover public debt sustainability; fiscal reforms and financial market behaviour; and economic history with special reference to Italian developments from WW II to nowadays.
Antonio’s work at the industry level has led to real-time indicators of uncertainty in fixed income markets that have been adopted by Chicago Board Options Exchange (Cboe) and S&P Dow Jones Indices and instruments to hedge volatility of interest rates and credit spreads. He is the co-inventor of the first volatility indices 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. Please visit a dedicated section of this site on Market Volatility for details, sources of data and available publications.
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).
An updated CV is available upon request.
Keywords: Financial Economics; Macroeconomics and Financial Markets; Uncertainty, Information and Financial Markets; Volatility of Financial Markets; VIX for Fixed Income Securities.
Antonio Mele pages at USI and SFI: