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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