Maybe this forum thread will answer your question
https://discussions.apple.com/thread/6845278?start=0&tstart=0
Short answer - it appears to be a glitch in how MS Word 2011 interprets that part of the Helvetica Neue font family, which is the OS X system font for Yosemite.
(not Italian, but Spanish. Italian would be closer to Fonte tipografica del sistema fine )