Stefano Mazzotta : Citation Profile


Are you Stefano Mazzotta?

Kennesaw State University

3

H index

1

i10 index

34

Citations

RESEARCH PRODUCTION:

3

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 2
   Journals where Stefano Mazzotta has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pma665
   Updated: 2018-11-17    RAS profile: 2012-05-30    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefano Mazzotta.

Is cited by:

Gaglianone, Wagner (3)

ORNELAS, JOSE (3)

Chalamandaris, George (2)

Mittnik, Stefan (2)

Clark, Todd (2)

Marcellino, Massimiliano (2)

Christoffersen, Peter (2)

Tsekrekos, Andrianos (2)

Vähämaa, Sami (2)

Haas, Markus (2)

Carriero, Andrea (2)

Cites to:

McAleer, Michael (4)

Bollerslev, Tim (4)

Harvey, Campbell (4)

Wu, Guojun (3)

Bekaert, Geert (3)

Engle, Robert (3)

Diebold, Francis (3)

Andersen, Torben (3)

Chan, Felix (2)

Hoti, Suhejla (2)

Ng, Serena (2)

Main data


Where Stefano Mazzotta has published?


Recent works citing Stefano Mazzotta (2018 and 2017)


YearTitle of citing document
2017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454.

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2017The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities. (2017). Funke, Michael ; Tsang, Andrew ; Loermann, Julius . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_015.

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2018Crash risk and risk neutral densities. (2018). Chen, Ren-Raw ; Huang, Jeffrey ; Hsieh, Pei-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:162-189.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2017Volatility measures and Value-at-Risk. (2017). Bams, Dennis ; Blanchard, Gildas ; Lehnert, Thorsten. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:848-863.

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2017Assessment of Density Forecast for Energy Commodities in Post-Financialization Era. (2017). Deepak, Bisht ; Laha, A K. In: IIMA Working Papers. RePEc:iim:iimawp:14574.

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Works by Stefano Mazzotta:


YearTitleTypeCited
The unconditional and conditional exchange rate exposure of U.S. firms In: Swiss Finance Institute Research Paper Series.
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paper0
2004The Informational Content of Over-the-Counter Currency Options In: CIRANO Working Papers.
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paper5
2008How important is asymmetric covariance for the risk premium of international assets? In: Journal of Banking & Finance.
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article4
2005The Accuracy of Density Forecasts from Foreign Exchange Options In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article25
2011An Experimental Investigation of Asset Pricing in Segmented Markets In: Southern Economic Journal.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team