Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
LLC "CPC "Business Perspectives"
2011-07-01
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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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author | Domenico Curcio Igor Gianfrancesco Antonella Malinconico |
author_facet | Domenico Curcio Igor Gianfrancesco Antonella Malinconico |
author_sort | Domenico Curcio |
collection | DOAJ |
first_indexed | 2024-04-12T01:06:33Z |
format | Article |
id | doaj.art-79e96c897a0147deb779d4ae66ebe3e4 |
institution | Directory Open Access Journal |
issn | 1816-7403 1991-7074 |
language | English |
last_indexed | 2024-04-12T01:06:33Z |
publishDate | 2011-07-01 |
publisher | LLC "CPC "Business Perspectives" |
record_format | Article |
series | Banks and Bank Systems |
spelling | doaj.art-79e96c897a0147deb779d4ae66ebe3e42022-12-22T03:54:13ZengLLC "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 |
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 |
title | 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_short | 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 |
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 |