Fabrizio Durante

University of Salento

via Taranto 35

Piazza Tancredi, N.7

Lecce, Lecce 73100

Italy

SCHOLARLY PAPERS

1

DOWNLOADS

118

SSRN CITATIONS

0

CROSSREF CITATIONS

0

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
Fabrizio Durante, Enrico Foscolo and Alex Weissensteiner
University of Salento, Free University of Bozen-Bolzano and Free University of Bolzano Bozen
Downloads 118 (237,857)

Abstract:

Loading...

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