フォロー
Stefano Mazzotta
タイトル
引用先
引用先
The accuracy of density forecasts from foreign exchange options
P Christoffersen, S Mazzotta
Journal of Financial Econometrics 3 (4), 578-605, 2005
782005
Unconditional and conditional exchange rate exposure
I Chaieb, S Mazzotta
Journal of International Money and Finance 32, 781-808, 2013
712013
Leverage and asymmetric volatility: The firm-level evidence
J Ericsson, X Huang, S Mazzotta
Journal of Empirical Finance 38, 1-21, 2016
242016
The bubble economy and the lost decade: Learning from the Japanese economic experience
WM Tsutsui, S Mazzotta
Journal of Global Initiatives: Policy, Pedagogy, Perspective 9 (1), 6, 2015
162015
The information content of over-the-counter currency options
P Christoffersen, S Mazzotta
Available at SSRN 533126, 2004
142004
An experimental investigation of asset pricing in segmented markets
LF Ackert, S Mazzotta, L Qi
Southern Economic Journal 77 (3), 585-598, 2011
132011
Foreign exchange option and returns based correlation forecasts: evaluation and two applications
O Castrén, S Mazzotta
Available at SSRN 668247, 2005
132005
How important is asymmetric covariance for the risk premium of international assets?
S Mazzotta
Journal of Banking & Finance 32 (8), 1636-1647, 2008
102008
Homeownership for all: An American narrative
LF Ackert, S Mazzotta
Journal of Risk and Financial Management 14 (6), 240, 2021
82021
Leverage and asymmetric volatility: The firm level evidence
J Ericsson, X Huang, S Mazzotta
Available at SSRN 964447, 2007
62007
Immigration narrative sentiment from TV news and the stock market
S Mazzotta
Journal of Behavioral and Experimental Finance 34, 100666, 2022
12022
The unconditional and conditional exchange rate exposure of US firms
I Chaieb, S Mazzotta
Swiss Finance Institute Research Paper, 2010
12010
Foreign exchange exposure of US firms and macroeconomic conditions: Is there a link?
I Chaieb, S Mazzotta
12009
Immigration Narrative Sentiment and Home Prices
S Mazzotta
Available at SSRN 4404816, 2023
2023
Journal of International Money and Finance
I Chaieb, S Mazzotta
Journal of International Money and Finance 32, 781-808, 2013
2013
Asset Pricing in Segmented Markets. Evidence from Lab Experiments
S Mazzotta, L Ackert, Q Li
2011
Performance, Bias, and Efficiency of Foreign Exchange Correlation Forecasts
S Mazzotta
Available at SSRN 1106383, 2008
2008
The Unconditional and Conditional Exchange Rate Exposure of US Firms
J Ericsson, X Huang, S Mazzotta
Swiss Finance Institute Research Paper, 2007
2007
Performance, Bias and Efficiency of Foreign Exchange Correlation Forecasts, with Two Forecast Applications
O Castrén, S Mazzotta
2006
Is Exchange Risk Priced Beyond Intertemporal Risk?
I Chaieb, S Mazzotta, O Sy
Available at SSRN 811589, 2005
2005
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論文 1–20