This file is part of IDEAS, which uses RePEc data

Information about:
Stefano Mazzotta

Personal Details | Affiliation | Works

This is information that was supplied by Stefano Mazzotta in registering through RePEc. If you are Stefano Mazzotta , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Stefano
Middle Name:
Last Name: Mazzotta
Suffix:

RePEc Short-ID: pma665

Email:
Homepage: http://www.mazzotta.info
Postal Address:
Phone:

Affiliation

(in no particular order)

Department of Economics, Finance and Quantitative Analysis
Coles College of Business
Kennesaw State University
Location: Kennesaw, Georgia (United States)
Homepage: http://coles.kennesaw.edu/KSUColes/FacultyAndDepartments/Departments/EconFinance/
Email:
Phone:
Fax:
Postal: 1000 Chastain Road, Kennesaw, GA 30144
Handle: RePEc:edi:efkenus (registered authors at this institution)

Works

Working papers

Olli Castrén & Stefano Mazzotta, 2005. "Foreign exchange option and returns based correlation forecasts - evaluation and two applications," Working Paper Series 447, European Central Bank. [Downloadable!]
Peter Christoffersen & Stefano Mazzotta, 2004. "The information content of over-the-counter currency options," Working Paper Series 366, European Central Bank. [Downloadable!]
Other versions:
- Peter Christoffersen & Stefano Mazzotta, 2004. "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers 2004s-16, CIRANO. [Downloadable!]

Articles

Mazzotta, Stefano, 2008. "How important is asymmetric covariance for the risk premium of international assets?," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1636-1647, August. [Downloadable!] (restricted)
Peter Christoffersen & Stefano Mazzotta, 2005. "The Accuracy of Density Forecasts from Foreign Exchange Options," Journal of Financial Econometrics, Oxford University Press, vol. 3(4), pages 578-605. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-FIN: Finance (3) 2004-05-02 2005-10-04 2005-10-04 Author is listed
NEP-FMK: Financial Markets (3) 2004-05-02 2005-10-04 2005-10-04 Author is listed
NEP-FOR: Forecasting (2) 2005-10-04 2005-10-04 Author is listed
NEP-IFN: International Finance (3) 2004-05-02 2005-10-04 2005-10-04 Author is listed

Did you know? A tutorial is available.

This page was last updated on 2009-12-18.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.