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

Working Papers

2011

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

2005

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

2004

3. 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

1. Immigration Narrative and Home Prices
   Journal of Behavioral and Experimental Finance, 2024, 43, (C)

2022

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

2021

3. Homeownership for All: An American Narrative
   JRFM, 2021, 14, (6), 1-14 View citations (4)

2016

4. Leverage and asymmetric volatility: The firm-level evidence
   Journal of Empirical Finance, 2016, 38, (PA), 1-21 View citations (11)

2013

5. Unconditional and conditional exchange rate exposure
   Journal of International Money and Finance, 2013, 32, (C), 781-808 View citations (26)

2011

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

2008

7. 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

8. The Accuracy of Density Forecasts from Foreign Exchange Options
   Journal of Financial Econometrics, 2005, 3, (4), 578-605 View citations (43)