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

5

DOWNLOADS

310

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Default Risk Premium in Credit and Equity Markets

Number of pages: 46 Posted: 30 May 2015 Last Revised: 16 Feb 2018
Raffaele Corvino and Gianluca Fusai
University of Torino & CERP and Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa
Downloads 196 (158,544)
Citation 1

Abstract:

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Structural Estimation, Kalman Filter, Default Risk, Distress Puzzle

2.

Estimating Market Leverage: Maximum Likelihood and Kalman Filter

Number of pages: 41 Posted: 03 Jul 2015
Raffaele Corvino
University of Torino & CERP
Downloads 62 (359,236)

Abstract:

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Market Leverage, Maximum Likelihood, Kalman Filter, CDS

3.

The Relative Pricing of Sovereign Credit Risk after the Eurozone Crisis

Number of pages: 45 Posted: 30 Aug 2017 Last Revised: 27 Jun 2018
Raffaele Corvino and Francesco Ruggiero
University of Torino & CERP and University of Naples Federico II
Downloads 30 (478,515)

Abstract:

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Sovereign CDS, Bond Yields, Eurozone Crisis, OMT Programme

4.

Dynamic Ownership, Private Benefits, and Stock Prices

Number of pages: 56 Posted: 10 Oct 2019
Raffaele Corvino
University of Torino & CERP
Downloads 19 (540,194)

Abstract:

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

5.

Hedging Labor Income Risk over the Life-Cycle

Number of pages: 39 Posted: 29 Oct 2019
University of Turin - Department of Economics and Statistics, University of Torino & CERP, Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and University of Turin - Department ESOMAS
Downloads 3 (644,109)

Abstract:

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