Raffaele Corvino

University of Torino & CERP

Post-Doctoral Research Fellow

Corso Unione Sovietica 218bis

Piazza Arbarello 8

Torino, 10134

Italy

http://raffaelecorvino.com

SCHOLARLY PAPERS

7

DOWNLOADS

650

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Default Risk Premium and Asset Prices

Number of pages: 65 Posted: 30 May 2015 Last Revised: 11 May 2022
Raffaele Corvino and Gianluca Fusai
University of Torino & CERP and UniversitĂ  del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa
Downloads 246 (173,854)
Citation 1

Abstract:

Loading...

Default Risk, Risk Premium, Structural Model, Assets Value, Business Cycle

2.

Pandemic Tail Risk

Number of pages: 41 Posted: 03 Dec 2020 Last Revised: 11 Feb 2022
University of Turin - Collegio Carlo Alberto, University of Torino & CERP, University of Turin - Collegio Carlo Alberto and Collegio Carlo Alberto
Downloads 173 (239,656)

Abstract:

Loading...

COVID-19, tail risk, economic sectors, resilience

3.

Estimating Market Leverage: Maximum Likelihood and Kalman Filter

Number of pages: 41 Posted: 03 Jul 2015
Raffaele Corvino
University of Torino & CERP
Downloads 67 (456,935)

Abstract:

Loading...

Market Leverage, Maximum Likelihood, Kalman Filter, CDS

4.

Hedging Labor Income Risk over the Life-Cycle

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 39 Posted: 29 Oct 2019
University of Turin - Department of Economics and Statistics, University of Torino & CERP, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 51 (519,483)
Citation 1

Abstract:

Loading...

5.

The Relative Pricing of Sovereign Credit Risk after the Eurozone Crisis

Number of pages: 50 Posted: 30 Aug 2017 Last Revised: 03 Apr 2020
Raffaele Corvino and Francesco Ruggiero
University of Torino & CERP and Bank of Italy
Downloads 47 (537,312)

Abstract:

Loading...

Sovereign CDS, Bond Yields, Eurozone Crisis, OMT Programme

6.

Dynamic Ownership, Private Benefits, and Stock Prices

Number of pages: 56 Posted: 10 Oct 2019
Raffaele Corvino
University of Torino & CERP
Downloads 41 (566,692)

Abstract:

Loading...

Private Benefits, Controlling Shareholders, Ownership Dynamics, Structural Estimation, Stock Prices

7.

Gambling on Education: Investment Skills and Wealth Inequality

Number of pages: 42 Posted: 24 Mar 2022
Raffaele Corvino and Francesco Ruggiero
University of Torino & CERP and Bank of Italy
Downloads 25 (662,856)

Abstract:

Loading...

Education, Inequality, Individual Skills, Business-Cycle, Investment