Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system

Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system

Bibliographic Details
Main Authors: Domenico Curcio, Igor Gianfrancesco, Antonella Malinconico
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2011-07-01
Series:Banks and Bank Systems
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3931/BBS_en_2011_02_Curcio.pdf
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spelling doaj-79e96c897a0147deb779d4ae66ebe3e42020-11-25T01:44:29ZengLLC "CPC "Business Perspectives"Banks and Bank Systems1816-74031991-70742011-07-01623931Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking systemDomenico CurcioIgor GianfrancescoAntonella Malinconicohttps://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3931/BBS_en_2011_02_Curcio.pdf
collection DOAJ
language English
format Article
sources DOAJ
author Domenico Curcio
Igor Gianfrancesco
Antonella Malinconico
spellingShingle Domenico Curcio
Igor Gianfrancesco
Antonella Malinconico
Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system
Banks and Bank Systems
author_facet Domenico Curcio
Igor Gianfrancesco
Antonella Malinconico
author_sort Domenico Curcio
title Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system
title_short Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system
title_full Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system
title_fullStr Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system
title_full_unstemmed Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system
title_sort investigating implied asset correlation and capital requirements: empirical evidence from the italian banking system
publisher LLC "CPC "Business Perspectives"
series Banks and Bank Systems
issn 1816-7403
1991-7074
publishDate 2011-07-01
url https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3931/BBS_en_2011_02_Curcio.pdf
work_keys_str_mv AT domenicocurcio investigatingimpliedassetcorrelationandcapitalrequirementsempiricalevidencefromtheitalianbankingsystem
AT igorgianfrancesco investigatingimpliedassetcorrelationandcapitalrequirementsempiricalevidencefromtheitalianbankingsystem
AT antonellamalinconico investigatingimpliedassetcorrelationandcapitalrequirementsempiricalevidencefromtheitalianbankingsystem
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