Carmelo Giaccotto

University of Connecticut - Department of Finance

School of Business

2100 Hillside Road

Storrs, CT 06269

United States

  • University of Connecticut - Department of Finance

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    • Tel: 202-486-4360
    • Fax: 202-486-0349
SCHOLARLY PAPERS

13

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1,740

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13

Scholarly Papers (13)

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1.

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

Downloads 450 (139,823)
Citation 4

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

Journal of Applied Finance, No. 1, 2011
Number of pages: 24 Posted: 15 Nov 2009 Last Revised: 17 Apr 2018
Walter Dolde, Carmelo Giaccotto, Dev 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 450 (138,230)
Citation 4

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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 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

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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 411 (155,254)
Citation 6

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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 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 367 (176,277)
Citation 1

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

4.

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 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 218 (302,364)
Citation 1

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5.

Short-Term and Long-Term Discount Rates for Commercial Real Estate

University of Connecticut School of Business Research Paper No. 19-04
Number of pages: 47 Posted: 25 Jan 2019 Last Revised: 22 Feb 2019
Carmelo Giaccotto, Erasmo Giambona and Yanhui Zhao
University of Connecticut - Department of Finance, Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate and University of Wisconsin - Whitewater
Downloads 169 (382,039)

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Cost of Capital Term-Structure, Risk Premium, Cost of Capital for REITs, CAPM

6.

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 125 (489,550)
Citation 1

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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

7.

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

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

8.

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 National Tsing Hua University - Department of Quantitative Finance

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Markov chain Monte Carlo; Marginal likelihood; Bond price

9.

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

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

10.

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

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REITs, Conditional Performance, Noisy Rational Expectations, Stock Repurchases

11.

Hedging Multiple Price and Quantity Exposures

Posted: 19 Mar 2002
John B. McDermott, Shantaram P. Hegde and Carmelo Giaccotto
Fairfield University - Charles F. Dolan School of Business, University of Connecticut- Finance Department and University of Connecticut - Department of Finance

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hedging, exchange rate risk, economic exposure

12.

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

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13.

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

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