Stefano Mazzotta

Kennesaw State University - Michael J. Coles College of Business

Professor of Finance

560 Parliament Garden Way

Kennesaw, GA 30144

United States

http://www.mazzotta.info

  • Kennesaw State University - Michael J. Coles College of Business

    • Email
    • Tel: (470) 578-6341
    • Fax: (470) 578-9022
SCHOLARLY PAPERS

9

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1,556

TOTAL CITATIONS
Rank 46,653

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Top 46,653

in Total Papers Citations

25

Scholarly Papers (9)

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1.

The Unconditional and Conditional Exchange Rate Exposure of U.S. Firms

Downloads 368 (162,252)
Citation 14

The Unconditional and Conditional Exchange Rate Exposure of U.S. Firms

Number of pages: 49 Posted: 02 Mar 2008 Last Revised: 12 Jan 2011
Ines Chaieb and Stefano Mazzotta
University of Geneva - Geneva Finance Research Institute (GFRI) and Kennesaw State University - Michael J. Coles College of Business
Downloads 192 (311,545)

Abstract:

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Foreign exchange rates, exposure, macroeconomic conditions, firm characteristics, business-cycle

The Unconditional and Conditional Exchange Rate Exposure of U.S. Firms

Swiss Finance Institute Research Paper No. 11-15
Number of pages: 52 Posted: 02 Apr 2011
Ines Chaieb and Stefano Mazzotta
University of Geneva - Geneva Finance Research Institute (GFRI) and Kennesaw State University - Michael J. Coles College of Business
Downloads 176 (337,174)
Citation 14

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Foreign exchange rates, exposure, macroeconomic conditions, firm characteristics, business-cycle indicators

2.

Foreign Exchange Option and Returns Based Correlation Forecasts: Evaluation and Two Applications

Number of pages: 50 Posted: 06 May 2005
Olli Castren and Stefano Mazzotta
European Central Bank (ECB) and Kennesaw State University - Michael J. Coles College of Business
Downloads 286 (212,553)
Citation 2

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Correlation forecasts, currency options data, effective exchange rate

3.

The Information Content of Over-the-Counter Currency Options

Number of pages: 52 Posted: 01 Dec 2004
Peter Christoffersen and Stefano Mazzotta
University of Toronto - Rotman School of Management and Kennesaw State University - Michael J. Coles College of Business
Downloads 226 (268,308)

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FX, volatility, interval, density, forecasting

4.

Is Exchange Risk Priced Beyond Intertemporal Risk?

Number of pages: 33 Posted: 13 Oct 2005
Ines Chaieb, Stefano Mazzotta and Oumar Sy
University of Geneva - Geneva Finance Research Institute (GFRI), Kennesaw State University - Michael J. Coles College of Business and Dalhousie University
Downloads 167 (353,551)

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International asset pricing models, exchange risk, intertemporal risk

5.

Performance, Bias, and Efficiency of Foreign Exchange Correlation Forecasts

Number of pages: 53 Posted: 18 Mar 2008
Stefano Mazzotta
Kennesaw State University - Michael J. Coles College of Business
Downloads 166 (355,355)

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Foreign exchange implied correlation, forecasting bias, correlation risk premium

6.

The Informational Content of Over-the-Counter Currency Options

Number of pages: 36 Posted: 24 Feb 2004
Peter Christoffersen and Stefano Mazzotta
University of Toronto - Rotman School of Management and Kennesaw State University - Michael J. Coles College of Business
Downloads 156 (374,455)
Citation 7

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OTC currency options, volatility, interval and density forecasts evaluation

7.

Leverage and Asymmetric Volatility: The Firm Level Evidence

Number of pages: 31 Posted: 21 Feb 2007
Jan Ericsson, Xiao Huang and Stefano Mazzotta
McGill University, Kennesaw State University and Kennesaw State University - Michael J. Coles College of Business
Downloads 133 (425,527)
Citation 2

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Financial leverage, stock volatility, panel data, VAR

8.

Immigration Narrative Sentiment and Home Prices

Downloads 54 (735,365)

Immigration Narrative Sentiment and Home Prices

Number of pages: 47 Posted: 30 Mar 2023
Stefano Mazzotta
Kennesaw State University - Michael J. Coles College of Business
Downloads 45 (814,003)

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Home Prices, Immigration, Narrative Economics, Sentiment.

Immigration Narrative Sentiment and Home Prices

Number of pages: 56 Posted: 06 Mar 2024
Stefano Mazzotta
Kennesaw State University - Michael J. Coles College of Business
Downloads 9 (1,183,340)

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Home Prices, Immigration, Narrative Economics, Sentiment.

9.

The Accuracy of Density Forecasts from Foreign Exchange Options

Journal of Financial Econometrics, Vol. 3, No. 4, pp. 578-605, 2005
Posted: 29 Feb 2008
Peter Christoffersen and Stefano Mazzotta
University of Toronto - Rotman School of Management and Kennesaw State University - Michael J. Coles College of Business

Abstract:

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density, forecasting, FX, interval, volatility