I do not know of any joint doctoral programmes between Italy and the UK (particularly in law). Generally, PhDs just involve one university in the UK, although a second supervisor might be allocated from another university. If you want to use another university, you normally obtain a visiting researcher/fellowship position.
With respect to law, both LSE and QMUL (probably SOAS, KCL, and UCL will also have visiting opportunities) offer visiting opportunities (I think!), and both have an interests/experts in corporate governance/securities markets.