Printed from https://ideas.repec.org/d/g/fmmcgca.html
Publications
by alumni of
Desautels Faculty of Management
McGill University
Montréal, Canada
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |
Working papers
2011
- Ines CHAIEB & Stefano MAZZOTTA, 2011. "The unconditional and conditional exchange rate exposure of U.S. firms," Swiss Finance Institute Research Paper Series 11-15, Swiss Finance Institute.
2005
- Castrén, Olli & Mazzotta, Stefano, 2005. "Foreign exchange option and returns based correlation forecasts: evaluation and two applications," Working Paper Series 447, European Central Bank.
2004
- Peter Christoffersen & Stefano Mazzotta, 2004.
"The Informational Content of Over-the-Counter Currency Options,"
CIRANO Working Papers
2004s-16, CIRANO.
- Christoffersen, Peter & Mazzotta, Stefano, 2004. "The informational content of over-the-counter currency options," Working Paper Series 366, European Central Bank.
Journal articles
2022
- Mazzotta, Stefano, 2022. "Immigration narrative sentiment from TV news and the stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
2021
- Lucy F. Ackert & Stefano Mazzotta, 2021. "Homeownership for All: An American Narrative," JRFM, MDPI, vol. 14(6), pages 1-14, May.
2016
- Ericsson, Jan & Huang, Xiao & Mazzotta, Stefano, 2016. "Leverage and asymmetric volatility: The firm-level evidence," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 1-21.
2013
- Chaieb, Ines & Mazzotta, Stefano, 2013. "Unconditional and conditional exchange rate exposure," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 781-808.
2011
- Lucy F. Ackert & Stefano Mazzotta & Li Qi, 2011. "An Experimental Investigation of Asset Pricing in Segmented Markets," Southern Economic Journal, John Wiley & Sons, vol. 77(3), pages 585-598, January.
2008
- 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.
2005
- 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.