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Stefano Mazzotta

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

Personal Details

First Name:Stefano
Middle Name:
Last Name:Mazzotta
Suffix:
RePEc Short-ID:pma665
Email:
Homepage:http://www.mazzotta.info
Postal Address:
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Affiliation

Location: Kennesaw, Georgia (United States)
Homepage: http://coles.kennesaw.edu/departments_faculty/economics.htm
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Postal: 1000 Chastain Road, Kennesaw, GA 30144
Handle: RePEc:edi:efkenus (more details at EDIRC)

Works

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Working Papers

  1. Castrén, Olli & Mazzotta, Stefano, 2005. "Foreign exchange option and returns based correlation forecasts: evaluation and two applications," Working Paper Series 0447, European Central Bank.
  2. Christoffersen, Peter & Mazzotta, Stefano, 2004. "The informational content of over-the-counter currency options," Working Paper Series 0366, European Central Bank.
  3. Ines CHAIEB & Stefano MAZZOTTA, . "The unconditional and conditional exchange rate exposure of U.S. firms," Swiss Finance Institute Research Paper Series 11-15, Swiss Finance Institute.

Articles

  1. Lucy F. Ackert & Stefano Mazzotta & Li Qi, 2011. "An Experimental Investigation of Asset Pricing in Segmented Markets," Southern Economic Journal, Southern Economic Association, vol. 77(3), pages 585-598, January.
  2. 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.
  3. Peter Christoffersen & Stefano Mazzotta, 2005. "The Accuracy of Density Forecasts from Foreign Exchange Options," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(4), pages 578-605.

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (3) 2004-05-02 2005-10-04 2005-10-04. Author is listed
  2. NEP-FMK: Financial Markets (3) 2004-05-02 2005-10-04 2005-10-04. Author is listed
  3. NEP-FOR: Forecasting (2) 2005-10-04 2005-10-04. Author is listed
  4. NEP-IFN: International Finance (3) 2004-05-02 2005-10-04 2005-10-04. Author is listed

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