Antonio Mele is a Professor of Finance with the Swiss Finance Institute in Lugano after a decade spent as a tenured faculty 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 capital market volatility, interest rates and credit markets, macro-finance, capital markets and business cycles, and information in securities markets. His research has been published by top journals in Finance and Economics such as the Journal of Financial Economics, the Review of Economic Studies, the Review of Financial Studies, and the Journal of Monetary Economics.
His 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-SRVX)—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 US government debt (CBOE/CBOT VXTYN).
Antonio is currently a member of the Group of Economic Advisers at the European Securities Markets Authority (ESMA), the supra-national supervisor of European financial markets.