Details about Stefano Mazzotta
Access statistics for papers by Stefano Mazzotta.
Last updated 2024-12-07. Update your information in the RePEc Author Service.
Short-id: pma665
Jump to Journal Articles
Working Papers
2011
- The unconditional and conditional exchange rate exposure of U.S. firms
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
2005
- Foreign exchange option and returns based correlation forecasts: evaluation and two applications
Working Paper Series, European Central Bank View citations (12)
2004
- The Informational Content of Over-the-Counter Currency Options
CIRANO Working Papers, CIRANO View citations (5)
Also in Working Paper Series, European Central Bank (2004) View citations (5)
Journal Articles
2024
- Immigration Narrative and Home Prices
Journal of Behavioral and Experimental Finance, 2024, 43, (C)
2022
- Immigration narrative sentiment from TV news and the stock market
Journal of Behavioral and Experimental Finance, 2022, 34, (C) View citations (1)
2021
- Homeownership for All: An American Narrative
JRFM, 2021, 14, (6), 1-14 View citations (4)
2016
- Leverage and asymmetric volatility: The firm-level evidence
Journal of Empirical Finance, 2016, 38, (PA), 1-21 View citations (11)
2013
- Unconditional and conditional exchange rate exposure
Journal of International Money and Finance, 2013, 32, (C), 781-808 View citations (26)
2011
- An Experimental Investigation of Asset Pricing in Segmented Markets
Southern Economic Journal, 2011, 77, (3), 585-598 View citations (1)
2008
- How important is asymmetric covariance for the risk premium of international assets?
Journal of Banking & Finance, 2008, 32, (8), 1636-1647 View citations (4)
2005
- The Accuracy of Density Forecasts from Foreign Exchange Options
Journal of Financial Econometrics, 2005, 3, (4), 578-605 View citations (42)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|