Sovereign and corporate credit risk: Evidence from the Eurozone M Bedendo, P Colla Journal of corporate Finance 33, 34-52, 2015 | 159 | 2015 |
Credit risk transfer in US commercial banks: What changed during the 2007–2009 crisis? M Bedendo, B Bruno Journal of Banking & Finance 36 (12), 3260-3273, 2012 | 95 | 2012 |
The relation between implied and realised probability density functions I Anagnou, M Bedendo, SD Hodges, R Tompkins Available at SSRN 302280, 2002 | 74 | 2002 |
The slope of the term structure of credit spreads: An empirical investigation M Bedendo, L Cathcart, L El‐Jahel Journal of Financial Research 30 (2), 237-257, 2007 | 63 | 2007 |
Cultural preferences and firm financing choices M Bedendo, E Garcia-Appendini, L Siming Journal of Financial and Quantitative Analysis 55 (3), 897-930, 2020 | 53 | 2020 |
Distressed debt restructuring in the presence of credit default swaps M Bedendo, L Cathcart, L El‐Jahel Journal of Money, Credit and Banking 48 (1), 165-201, 2016 | 53 | 2016 |
The dynamics of the volatility skew: A Kalman filter approach M Bedendo, SD Hodges Journal of Banking & Finance 33 (6), 1156-1165, 2009 | 52 | 2009 |
Reputational shocks and the information content of credit ratings M Bedendo, L Cathcart, L El-Jahel Journal of Financial Stability 34, 44-60, 2018 | 50 | 2018 |
Forecasting accuracy of implied and GARCH-based probability density functions I Anagnou, M Bedendo, S Hodges, R Tompkins Review of Futures Markets 11 (1), 41-66, 2005 | 49 | 2005 |
Sovereign and corporate credit risk: Spillover effects in the Eurozone M Bedendo, P Colla Unpublished manuscript, Universita Bocconi, 2013 | 40 | 2013 |
To advocate or not to advocate: Determinants and financial consequences of CEO activism M Bedendo, L Siming British Journal of Management 32 (4), 1062-1081, 2021 | 32 | 2021 |
Market and model credit default swap spreads: mind the gap! M Bedendo, L Cathcart, L El‐Jahel European Financial Management 17 (4), 655-678, 2011 | 23 | 2011 |
Pricing multiasset equity options: How relevant is the dependence function? M Bedendo, F Campolongo, E Joossens, F Saita Journal of Banking & Finance 34 (4), 788-801, 2010 | 20 | 2010 |
Greening the financial sector: Evidence from bank green bonds M Bedendo, G Nocera, L Siming Journal of Business Ethics 188 (2), 259-279, 2023 | 19 | 2023 |
The mitigating effect of bank financing on shareholder value and firm policies following rating downgrades M Bedendo, L Siming Journal of Corporate Finance 48, 94-108, 2018 | 16 | 2018 |
In-and out-of-court debt restructuring in the presence of credit default swaps M Bedendo, L Cathcart, L El-Jahel CAREFIN Research Paper, 2010 | 13 | 2010 |
Managers' cultural origin and corporate response to an economic shock M Bedendo, E Garcia-Appendini, L Siming Journal of Corporate Finance 80, 102412, 2023 | 9 | 2023 |
The credit rating crisis and the informational content of corporate credit ratings M Bedendo, L Cathcart, L El-Jahel, L Evans Unpublished working paper. Bocconi University, Imperial College Business …, 2013 | 8 | 2013 |
Trading down the slope (s) M Bedendo, L Cathcart, L EL JAHEL, L Liesch Risk 18, 107-109, 2005 | 5 | 2005 |
Multivariate distributional tests in risk management: an empirical characteristic function approach M Bedendo, SD Hodges Available at SSRN 269831, 2001 | 4 | 2001 |