Carmelo Giaccotto

University of Connecticut - Department of Finance

School of Business

2100 Hillside Road

Storrs, CT 06269

United States

SCHOLARLY PAPERS

18

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CITATIONS
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12

Scholarly Papers (18)

Foreign Exchange Exposure and Cost of Equity for U.S. Companies: Local Versus Global CAPM

Journal of Applied Finance, No. 1, 2011
Number of pages: 24 Posted: 15 Nov 2009 Last Revised: 14 Nov 2012
Walter Dolde, Carmelo Giaccotto, Dev R. Mishra and Thomas J. O'Brien
University of Connecticut - Department of Finance, University of Connecticut - Department of Finance, University of Saskatchewan - Edwards School of Business and University of Connecticut - Department of Finance
Downloads 354 (68,695)
Citation 2

Abstract:

Global CAPM, Local CAPM, Cost of Equity, Foreign Exchange, Exposure

Foreign Exchange Exposure and Cost of Equity for US Companies: Local Versus Global CAPM

Journal of Applied Finance, Spring/Summer 2011, Volume 21, Issue 1, pp. 78-88
Posted: 08 Aug 2012
Walter Dolde, Carmelo Giaccotto, Dev R. Mishra and Thomas J. O'Brien
University of Connecticut - Department of Finance, University of Connecticut - Department of Finance, University of Saskatchewan - Edwards School of Business and University of Connecticut - Department of Finance

Abstract:

Foreign Exchange, CAPM, cost of equity

2.

Do Corporate Managers Skimp on Shareholders' Dividends to Protect their Own Retirement Funds?

Number of pages: 47 Posted: 08 May 2012 Last Revised: 20 Jun 2013
Assaf Eisdorfer, Carmelo Giaccotto and Reilly S. White
University of Connecticut - Department of Finance, University of Connecticut - Department of Finance and University of New Mexico - Anderson School of Management
Downloads 330 (70,951)

Abstract:

Inside Debt, Executive Compensation, Capital Structure, Agency Costs, Investment Policy

3.

Should Managers Estimate Cost of Equity Using a Two-Factor International CAPM?

Managerial Finance, 38 (8), 2012
Number of pages: 33 Posted: 07 Jul 2010 Last Revised: 14 Nov 2012
Walter Dolde, Carmelo Giaccotto, Dev R. Mishra and Thomas J. O'Brien
University of Connecticut - Department of Finance, University of Connecticut - Department of Finance, University of Saskatchewan - Edwards School of Business and University of Connecticut - Department of Finance
Downloads 236 (99,892)
Citation 1

Abstract:

International CAPM, Global CAPM, Domestic CAPM, Cost of Equity, Currency Exposure

4.

Foreign Exchange Risk and the Term-Structure of Industry Costs of Equity

Journal of International Money and Finance, Vol. 51, 2015
Number of pages: 40 Posted: 19 Aug 2011 Last Revised: 03 Apr 2016
Alain A. Krapl and Carmelo Giaccotto
Northern Kentucky University - Department of Economics and Finance and University of Connecticut - Department of Finance
Downloads 53 (293,631)

Abstract:

Cost of Capital Term Structure, Foreign Currency Risk Premium, Global Market Risk Premium, Industry Cost of Capital, Short-Term and Long-Term Foreign Currency Exposure, Global CAPM, International CAPM

5.

Foreign Exchange Exposure and Cost of Equity for US Companies: Local Versus Global CAPM

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 21, No. 1, 2011
Number of pages: 9 Posted: 21 Nov 2015
Walter Dolde, Carmelo Giaccotto, Dev R. Mishra and Thomas J. O'Brien
University of Connecticut - Department of Finance, University of Connecticut - Department of Finance, University of Saskatchewan - Edwards School of Business and University of Connecticut - Department of Finance
Downloads 52 (325,119)
Citation 2

Abstract:

Discounting Mean Reverting Cash Flows with the Capital Asset Pricing Model

The Financial Review, Vol. 42, No. 2, pp. 247-265, May 2007
Number of pages: 19 Posted: 04 Jun 2007
Carmelo Giaccotto
University of Connecticut - Department of Finance
Downloads 28 (420,153)
Citation 1
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Abstract:

Discounting Mean Reverting Cash Flows With the Capital Asset Pricing Model

Financial Review, Vol. 42, No. 2, May 2007
Posted: 26 Apr 2007
Carmelo Giaccotto
University of Connecticut - Department of Finance

Abstract:

CAPM, Equilibrium Cost of Capital, Capital Budgeting, Gibbs Sampling, Monte Carlo Markov Chain

7.

The Wealth and Information Effects of Insurers' Open Market Stock Repurchase Announcements

Risk Management and Insurance Review, Vol. 7, No. 1, pp. 25-40, March 2004
Number of pages: 16 Posted: 07 Jul 2004
Patricia Born, Carmelo Giaccotto and Titos E. Ritsatos
Florida State University - College of Business, University of Connecticut - Department of Finance and Omega Insurance
Downloads 14 (475,191)
Citation 3
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Abstract:

8.

The Aggregate Demand for Private Health Insurance Coverage in the United States

Journal of Risk and Insurance, Vol. 76, Issue 1, pp. 133-157, March 2009
Number of pages: 25 Posted: 27 Apr 2009
Francis W. Ahking, Carmelo Giaccotto and Rexford E. Santerre
University of Connecticut - Department of Economics, University of Connecticut - Department of Finance and University of Connecticut - Department of Finance
Downloads 3 (534,043)
Citation 3
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Abstract:

9.

Good News and Bad News About Firm‐Level Stock Returns of Internationally Exposed Firms

International Review of Finance, Vol. 14, Issue 4, pp. 523-550, 2014
Number of pages: 28 Posted: 03 Dec 2014
Carmelo Giaccotto and Alain A. Krapl
University of Connecticut - Department of Finance and Northern Kentucky University - Department of Economics and Finance
Downloads 1 (541,018)
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Abstract:

10.

Measuring the Performance of the Secondary Market for Life Insurance Policies

Journal of Risk and Insurance, Vol. 84, Issue 1, pp. 127-151, 2017
Number of pages: 25 Posted: 06 Feb 2017
Carmelo Giaccotto, Joseph H. Golec and Bryan Paul Schmutz
University of Connecticut - Department of Finance, University of Connecticut - Department of Finance and Western New England University - School of Business
Downloads 0 (541,018)
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Abstract:

11.

Is the Real Estate Sector More Responsive to Economy-Wide or Housing Market Conditions? An Exploratory Analysis

Journal of Real Estate Finance and Economics, Vol. 51, No. 4, 2015
Posted: 23 Sep 2015
Laurie Bates, Carmelo Giaccotto and Rexford E. Santerre
Bryant University, University of Connecticut - Department of Finance and University of Connecticut - Department of Finance

Abstract:

Real estate sector growth; Granger causality; Vector error correction model

12.

The Use of Bayes Factors to Compare Interest Rate Term Structure Models

Quantitative Finance, 2013, vol. 13, no. 3, 369-381.
Posted: 08 Oct 2014
W. Keener Hughen, Carmelo Giaccotto and Po-Hsuan Hsu
Sacred Heart University, University of Connecticut - Department of Finance and University of Hong Kong

Abstract:

Markov chain Monte Carlo; Marginal likelihood; Bond price

13.

The Long-Run Performance of REIT Stock Repurchases

Real Estate Economics, Vol. 33, No. 2, 2005
Posted: 13 Jul 2006
Erasmo Giambona, Carmelo Giaccotto and C. F. Sirmans
Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, University of Connecticut - Department of Finance and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law

Abstract:

Real Estate Investment Trusts (REITs), Stock Repurchases, Undervaluation Hypothesis, Autocorrelation Bias

14.

The Conditional Performance of REIT Stock Repurchases

Journal of Real Estate Finance and Economics, Vol. 32, No. 2, 2006
Posted: 09 Sep 2005
Joseph H. Golec, Erasmo Giambona and Carmelo Giaccotto
University of Connecticut - Department of Finance, Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate and University of Connecticut - Department of Finance

Abstract:

REITs, Conditional Performance, Noisy Rational Expectations, Stock Repurchases

15.

Hedging Multiple Price and Quantity Exposures

The Journal of Futures Markets, Vol. 21, No. 2, February 2001
Posted: 19 Mar 2002
John B. McDermott, Shantaram P. Hegde and Carmelo Giaccotto
Fairfield University - Charles F. Dolan School of Business, University of Connecticut - School of Business and University of Connecticut - Department of Finance

Abstract:

hedging, exchange rate risk, economic exposure

16.

Revisions in Repeat Sales Price Indices: Here Today, Gone Tomorrow?

Real Estate Economics, Vol. 27, No. 1, 1999
Posted: 14 Feb 1999
John M. Clapp and Carmelo Giaccotto
University of Connecticut - Department of Finance and University of Connecticut - Department of Finance

Abstract:

17.

Residential Hedonic Models: A Rational Expectations Approach to Age Effects

Journal of Urban Economics, Forthcoming
Posted: 07 Nov 1997
John M. Clapp and Carmelo Giaccotto
University of Connecticut - Department of Finance and University of Connecticut - Department of Finance

Abstract:

18.

Three New Real Estate Price Indices for Geneva, Switzerland

J. OF REAL ESTATE FINANCE AND ECONOMICS, Vol. 15 No. 1
Posted: 04 Jul 1997
Martin Hoesli, Carmelo Giaccotto and Philippe Favarger
University of Geneva - Geneva School of Economics and Management (GSEM), University of Connecticut - Department of Finance and Federal Polytechnical University

Abstract: