Mascia BEDENDO

Professor

  • Finance Department

Finance department Research Head

Curriculum vitae

Ph.D. in Finance
University of Warwick, Great Britain (2003)

MSc in Economics and Finance
University of Warwick, Great Britain (1999)

BA in Economics and Business
Universita di Bologna, Italy (1997)

Publications

2018

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

M. BEDENDO, Lara CATHCART, Lina EL-JAHEL (2018) . Reputational shocks and the information content of credit ratings, Journal of Financial Stability, 34 44-60

2016

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

2015

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

2012

M. BEDENDO, Brunella BRUNO (2012) . Credit risk transfer strategies of U.S. commercial banks: What changed during the 2007-2009 crisis?, Journal of Banking and Finance, 36 (12), 3260-3273

2011

M. BEDENDO, Lara CATHCART, Lina EL-JAHEL (2011) . Market vs. model Credit Default Swap spreads: Mind the gap, European Financial Management, 17 (4), 655-678

2010

M. BEDENDO, Francesco SAITA, Francesca CAMPOLONGO, Elisabeth JOOSSENS (2010) . Pricing multiasset equity options: How relevant is the dependence function?, Journal of Banking and Finance, 34 (4), 788-801

2009

M. BEDENDO, Stewart D. HODGES (2009) . The dynamics of the volatility skew: A Kalman-filter approach, Journal of Banking and Finance, 33 (6), 1156-1165

2007

M. BEDENDO, Lara CATHCART, Lina EL-JAHEL (2007) . The slope of the term structure of credit spreads: An empirical investigation, Journal of Financial Research, 30 (2), 237-257

2005

M. BEDENDO, Iliana ANAGNOU, Stewart D. HODGES, Robert TOMPKINS (2005) . Forecasting accuracy of implied and GARCH-based probability density functions, Review of Futures Markets, 11 (1), 41-66

2004

M. BEDENDO, Stewart D. HODGES (2004) . A parsimonious continuous time model for equity futures returns, International Journal of Theoretical and Applied Finance, 7 (8), 997-1030

BEDENDO, M., & BRUNO, B. (2009). Credit derivatives vs loan sales: Evidence from the European banking market. In Anderloni, Llewellyn, Schmidt (Eds.), Financial Innovation in Retail and Corporate Banking. Edward Elgar Publishing.

BEDENDO, M., GARCIA-APPENDINI, E., & SIMING, L. (2017). Cultural traits and the choice between formal and informal financing., FMA 2017 European Conference.

BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2016). Reputational shocks and the information content of credit ratings., 33rd Conference of the French Finance Association (AFFI).

BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2016). Reputational shocks and the information content of credit ratings., Financial Management Association (FMA).

BEDENDO, M., & SIMING, L. (2016). Debt Structure and Credit Ratings., Foros de Finanzas.

BEDENDO, M., & SIMING, L. (2016). Debt Structure and Credit Ratings., Seminar Invitation.

BEDENDO, M., & SIMING, L. (2016). Debt Structure and Credit Ratings., 33rd Conference of the French Finance Association (AFFI).

BEDENDO, M., & SIMING, L. (2016). Debt Structure and Credit Ratings., Financial Management Association (FMA) Europe Conference.

BEDENDO, M. (2015). Sovereign and corporate credit risk: Evidence from the Eurozone., 32nd International Conference of the French Finance Association (AFFI).

BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2015). Reputational shocks and the information content of credit ratings., Seminar Invitation.

BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2015). Reputational shocks and the information content of credit ratings., 5th International Conference of the Financial Engineering and Banking Society (FEBS).

BEDENDO, M., & SIMING, L. (2015). Debt Structure and Credit Ratings., Bank of Italy Seminar Invitation.

Scientific activities

Member of the scientific board :

  • EFMA Conference (2018)
  • FMA Europe Conference (2015)

Awards and Honors

  • Best paper award, pitch session, FMA Europe conference , 2017
  • Visiting grant, Collegio Carlo Alberto , 2015
  • Audencia Foundation research grant , 2015