Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system
| Main Authors: | , , |
|---|---|
| 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 |