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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

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

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

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 (12), 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. (2009) . The dynamics of the volatility skew: A Kalman-filter approach, Journal of Banking and Finance, 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., ANAGNOU, I., HODGES, S., 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. (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.

Articles

BEDENDO, M., & SIMING, L. (2018). Mitigating effects of bank financing and ratings on shareholder value. FTSE Global Markets.

Conferences

SIMING, L., BEDENDO, M., & GARCIA-APPENDINI, E. (2018). Cultural Preferences and Firm Financing Choices., European Conference of the Association for the Study of Religion, Economics, and Culture.

SIMING, L., BEDENDO, M., & GARCIA-APPENDINI, E. (2018). Cultural preferences and firm financing choices., European Financial Management Association Conference.

SIMING, L., BEDENDO, M., & GARCIA-APPENDINI, E. (2018). Cultural preferences and firm financing choices., 35th Conference of the French Finance Association (AFFI).

SIMING, L., & BEDENDO, M. (2018). Incentivizing organ donation through a non-monetary posthumous award., American-European Health Economics Study Group-III Edition.

BEDENDO, M., SIMING, L., & GARCIA-APPENDINI, E. (2017). Cultural preferences and firm financing choices., 10th Swiss Winter Conference on Financial Intermediation.

SIMING, L., BEDENDO, M., & GARCIA-APPENDINI, E. (2017). Cultural preferences and the choice between formal and informal financing., 3rd International Conference on SMEs Finance & Governance.

SIMING, L., BEDENDO, M., & GARCIA-APPENDINI, E. (2017). Cultural traits and corporate debt financing., Annual Meeting of the Swiss Society of Economics and Statistics.

SIMING, L., BEDENDO, M., & GARCIA-APPENDINI, E. (2017). Cultural Traits and the Choice between Formal and Informal Financing., 24th Annual meeting of the German Finance Association.

SIMING, L., BEDENDO, M., & GARCIA-APPENDINI, E. (2017). Cultural Traits and the Choice between Formal and Informal Financing., 20th Annual Conference of the Swiss Society for Financial Market Research.

SIMING, L., BEDENDO, M., & GARCIA-APPENDINI, E. (2017). Cultural preferences and the choice between formal and informal financing., 2017 FINEST Winter Workshop: Contemporary Issues in Banking and Finance.

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

BEDENDO, M., & SIMING, L. (2016). Debt Structure and Credit Ratings., FMA 2016 European Conference.

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., Foros de Finanzas.

BEDENDO, M., & COLLA, P. (2016). Market reactions to the bail-in regime., European Banking Union and Financial Distress, University of Cagliari.

BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2016). Reputational shocks and the information content of credit ratings., FMA 2016 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. (2015). Reputational shocks and the information content of credit ratings., 5th International Conference of the Financial Engineering and Banking Society (FEBS).

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

Scientific activities

Member of the scientific board :

  • EFMA Conference (2018)
  • FMA International (2016-2016)
  • 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