Mascia BEDENDO

Professeur

Responsable Recherche
Département Finance

Expertises

Risque de crédit
Agences de notation
Marché de la dette d'entreprise
Management du risque
Derivatives

Curriculum vitae

PhD en Finance
Université de Warwick (Royaume-Uni) (2003)

MSc en Sciences Economiques et Finance
Université de Warwick (Royaume-Uni) (1999)

BA en Sciences Economiques
Université de Bologne (Italie) (1997)

Publications

2018

BEDENDO, M., & SIMING, L. (2018). The mitigating effect of bank financing on shareholder value and firm policies following rating downgrades. Journal of Corporate Finance, 48, 94-108.

2016

BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2016). Distressed Debt Restructuring in the Presence of Credit Default Swaps. Journal of Money, Credit and Banking, 48(1), 165–201.

2015

BEDENDO, M., & COLLA, P. (2015). Sovereign and corporate credit risk: Evidence from the Eurozone. Journal of Corporate Finance, 33, 34-52

2012

BEDENDO, M., BRUNO, B. (2012). Credit Risk Transfer Strategies of U.S. Commercial Banks: What Changed During the 2007-2009 Crisis? Journal of Banking and Finance 36: 3260-3273

2011

BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2011). Market vs. Model Credit Default Swap Spreads: Mind the Gap. European Financial Management 17(4): 655-678

2010

BEDENDO, M., SAITA, F., CAMPOLONGO, F., JOOSSENS, E. (2010). Pricing Multiasset Equity Options: How Relevant is the Dependence Function? Journal of Banking and Finance 34(4): 788-801

2009

BEDENDO, M., HODGES S.D. (2009). The Dynamics of the Volatility Skew: a Kalman Filter Approach. Journal of Banking and Finance, Vol. 33(6): 1156-1165

2007

BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2007). The Slope of the Term Structure of Credit Spreads: An Empirical Investigation. Journal of Financial Research 30(2): 237-257

2005

BEDENDO, M., CATHCART, L., & EL-JAHEL, L., LIESCH, L. (2005). Trading Down the Slope(s)”, Risk Magazine, November 2005, 107-110.

BEDENDO, M., HODGES S.D., ANAGNOU, I., TOMPKINS, R. (2005). Forecasting Accuracy of Implied and GARCH-based Probability Density Functions. Review of Futures Markets 11(1): 41-66

2004

BEDENDO, M., HODGES S.D. (2004). A Parsimonious Continuous Time Model for Equity Futures Returns (Inferred from High- Frequency Data). International Journal of Theoretical and Applied Finance 7(8): 997-1030

2009

BEDENDO, M., BRUNO, B. (2009). Credit Derivatives vs. Loan Sales: Evidence from the European Banking Market. In L. Anderloni, D.T. Llewellyn, R. Schmidt (Eds), Financial Innovation in Retail and Corporate Banking, Edward Elgar Publishing Ltd: Cheltenham, UK (Award as Best Paper submitted to the call for papers)

Nombreuses communications au sein de :

  • Financial Management Association (FMA)
  • European Financial Management Association (EFMA)
  • Northern Finance Association (NFA)
  • Swiss Society for Financial Market Research (SGF)
  • Financial Intermediation Research Society (FIRS)
  • European Economic Association (EEA)
  • Association Française de Finance (AFFI)