The accuracy of density forecasts from foreign exchange options P Christoffersen, S Mazzotta Journal of Financial Econometrics 3 (4), 578-605, 2005 | 79 | 2005 |
Unconditional and conditional exchange rate exposure I Chaieb, S Mazzotta Journal of International Money and Finance 32, 781-808, 2013 | 71 | 2013 |
Leverage and asymmetric volatility: The firm-level evidence J Ericsson, X Huang, S Mazzotta Journal of Empirical Finance 38, 1-21, 2016 | 26 | 2016 |
The bubble economy and the lost decade: Learning from the Japanese economic experience WM Tsutsui, S Mazzotta Journal of Global Initiatives: Policy, Pedagogy, Perspective 9 (1), 6, 2015 | 17 | 2015 |
The information content of over-the-counter currency options P Christoffersen, S Mazzotta Available at SSRN 533126, 2004 | 15 | 2004 |
Foreign exchange option and returns based correlation forecasts: evaluation and two applications O Castrén, S Mazzotta Available at SSRN 668247, 2005 | 13 | 2005 |
An experimental investigation of asset pricing in segmented markets LF Ackert, S Mazzotta, L Qi Southern Economic Journal 77 (3), 585-598, 2011 | 12 | 2011 |
How important is asymmetric covariance for the risk premium of international assets? S Mazzotta Journal of Banking & Finance 32 (8), 1636-1647, 2008 | 10 | 2008 |
Homeownership for all: An american narrative LF Ackert, S Mazzotta Journal of Risk and Financial Management 14 (6), 240, 2021 | 9 | 2021 |
Leverage and asymmetric volatility: The firm level evidence J Ericsson, X Huang, S Mazzotta Available at SSRN 964447, 2007 | 6 | 2007 |
Immigration narrative sentiment from TV news and the stock market S Mazzotta Journal of Behavioral and Experimental Finance 34, 100666, 2022 | 2 | 2022 |
The unconditional and conditional exchange rate exposure of US firms I Chaieb, S Mazzotta Swiss Finance Institute Research Paper, 2010 | 1 | 2010 |
Foreign exchange exposure of US firms and macroeconomic conditions: Is there a link? I Chaieb, S Mazzotta | 1 | 2009 |
Immigration Narrative and Home Prices S Mazzotta Journal of Behavioral and Experimental Finance 43, 100959, 2024 | | 2024 |
Immigration Narrative Sentiment and Home Prices S Mazzotta Available at SSRN 4749954, 2023 | | 2023 |
Journal of International Money and Finance I Chaieb, S Mazzotta Journal of International Money and Finance 32, 781-808, 2013 | | 2013 |
Asset Pricing in Segmented Markets. Evidence from Lab Experiments S Mazzotta, L Ackert, Q Li | | 2011 |
Performance, Bias, and Efficiency of Foreign Exchange Correlation Forecasts S Mazzotta Available at SSRN 1106383, 2008 | | 2008 |
The Unconditional and Conditional Exchange Rate Exposure of US Firms J Ericsson, X Huang, S Mazzotta Swiss Finance Institute Research Paper, 2007 | | 2007 |
Performance, Bias and Efficiency of Foreign Exchange Correlation Forecasts, with Two Forecast Applications O Castrén, S Mazzotta | | 2006 |