Enrico Foscolo

Free University of Bozen-Bolzano

Universitätsplatz 1 - piazza Università, 1

Bozen-Bolzano, Bozen 39100

Italy

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Scholarly Papers (1)

1.

Dependence between Stock Returns of Italian Banks and the Sovereign Risk

Econometrics 2017, 5(23), 1-14
Number of pages: 21 Posted: 06 Aug 2012 Last Revised: 01 Jul 2017
University of Salento, Free University of Bozen-Bolzano and Free University of Bolzano Bozen
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Abstract:

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Financial sector, Rank correlation, Tail dependence, Sovereign credit risk, Italy