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Rosa Cocozza

Personal Details

First Name:Rosa
Middle Name:
Last Name:Cocozza
Suffix:
RePEc Short-ID:pco224
[This author has chosen not to make the email address public]
http://www.docenti.unina.it/rosa.cocozza
Università degli Studi di Napoli Federico II Facolty of Economics Department of Economics, Management and Institutions Via Cinthia Monte S. Angelo 80126 NAPOLI (IT)
+39(0)675083

Affiliation

Dipartimento di Economia, Management e Istituzioni
Università degli Studi di Napoli - "Federico II"

Napoli, Italy
http://demi.dip.unina.it

:

complesso di Monte S.Angelo, Via Cinthia, 80126 NAPOLI
RePEc:edi:dbnapit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cocozza, Rosa & De Simone, Antonio, 2011. "One numerical procedure for two risk factors modeling," MPRA Paper 30859, University Library of Munich, Germany.
  2. Cocozza, Rosa & Di Lorenzo, Emilia & Sibillo, Marilena, 2007. "The current value of the mathematical provision: a financial risk prospect," MPRA Paper 27986, University Library of Munich, Germany.
  3. Cocozza, Rosa & Di Lorenzo, Emilia, 2007. "A Dynamic Solvency Approach for Life Insurance," MPRA Paper 28015, University Library of Munich, Germany.
  4. Cocozza, R & Di Lorenzo, E & Sibillo, M, 2004. "Methodological problems in solvency assessment of an insurance company," MPRA Paper 27980, University Library of Munich, Germany.

Articles

  1. Domenico Curcio & Nicola Borri & Rosaria Cerrone & Rosa Cocozza, 2019. "Financial Intermediaries’ Asset–Liability Dependency And Low-Interest-Rate Environment: Evidence From Eu Life Insurers," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-25, June.
  2. Cerrone, Rosaria & Cocozza, Rosa & Curcio, Domenico & Gianfrancesco, Igor, 2017. "Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks," Journal of Financial Stability, Elsevier, vol. 30(C), pages 126-138.

Citations

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Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Cerrone, Rosaria & Cocozza, Rosa & Curcio, Domenico & Gianfrancesco, Igor, 2017. "Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks," Journal of Financial Stability, Elsevier, vol. 30(C), pages 126-138.

    Cited by:

    1. Gambacorta, Leonardo & Guiso, Luigi & Mistrulli, Paolo Emilio & Pozzi, Andrea & Tsoy, Anton, 2017. "The Cost of Distorted Financial Advice: Evidence from the Mortgage Market," CEPR Discussion Papers 12115, C.E.P.R. Discussion Papers.
    2. Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli & Andrea Pozzi & Anton Tsoy, 2019. "The Cost of Steering in Financial Markets: Evidence from the Mortgage Market," Temi di discussione (Economic working papers) 1252, Bank of Italy, Economic Research and International Relations Area.
    3. Sebastian Lang & Reto Signer & Klaus Spremann, 2018. "The Choice of Interest Rate Models and Its Effect on Bank Capital Requirements Regulation and Financial Stability," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(1), pages 74-92, January.

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Co-authorship network on CollEc

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