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Details about Stefano Mazzotta

Homepage:http://www.mazzotta.info
Workplace:Department of Economics, Finance and Quantitative Analysis, Coles College of Business, Kennesaw State University, (more information at EDIRC)

Access statistics for papers by Stefano Mazzotta.

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pma665


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Working Papers

2011

  1. The unconditional and conditional exchange rate exposure of U.S. firms
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads

2005

  1. Foreign exchange option and returns based correlation forecasts: evaluation and two applications
    Working Paper Series, European Central Bank Downloads View citations (12)

2004

  1. The Informational Content of Over-the-Counter Currency Options
    CIRANO Working Papers, CIRANO Downloads View citations (5)
    Also in Working Paper Series, European Central Bank (2004) Downloads View citations (5)

Journal Articles

2022

  1. Immigration narrative sentiment from TV news and the stock market
    Journal of Behavioral and Experimental Finance, 2022, 34, (C) Downloads

2021

  1. Homeownership for All: An American Narrative
    JRFM, 2021, 14, (6), 1-14 Downloads View citations (3)

2016

  1. Leverage and asymmetric volatility: The firm-level evidence
    Journal of Empirical Finance, 2016, 38, (PA), 1-21 Downloads View citations (10)

2013

  1. Unconditional and conditional exchange rate exposure
    Journal of International Money and Finance, 2013, 32, (C), 781-808 Downloads View citations (24)

2011

  1. An Experimental Investigation of Asset Pricing in Segmented Markets
    Southern Economic Journal, 2011, 77, (3), 585-598 Downloads View citations (1)

2008

  1. How important is asymmetric covariance for the risk premium of international assets?
    Journal of Banking & Finance, 2008, 32, (8), 1636-1647 Downloads View citations (4)

2005

  1. The Accuracy of Density Forecasts from Foreign Exchange Options
    Journal of Financial Econometrics, 2005, 3, (4), 578-605 Downloads View citations (40)
 
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