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Mascia Bedendo
Mascia Bedendo
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标题
引用次数
引用次数
年份
Sovereign and corporate credit risk: Evidence from the Eurozone
M Bedendo, P Colla
Journal of corporate Finance 33, 34-52, 2015
1592015
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
952012
The relation between implied and realised probability density functions
I Anagnou, M Bedendo, SD Hodges, R Tompkins
Available at SSRN 302280, 2002
742002
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
632007
Cultural preferences and firm financing choices
M Bedendo, E Garcia-Appendini, L Siming
Journal of Financial and Quantitative Analysis 55 (3), 897-930, 2020
532020
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
532016
The dynamics of the volatility skew: A Kalman filter approach
M Bedendo, SD Hodges
Journal of Banking & Finance 33 (6), 1156-1165, 2009
522009
Reputational shocks and the information content of credit ratings
M Bedendo, L Cathcart, L El-Jahel
Journal of Financial Stability 34, 44-60, 2018
502018
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
492005
Sovereign and corporate credit risk: Spillover effects in the Eurozone
M Bedendo, P Colla
Unpublished manuscript, Universita Bocconi, 2013
402013
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
322021
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
232011
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
202010
Greening the financial sector: Evidence from bank green bonds
M Bedendo, G Nocera, L Siming
Journal of Business Ethics 188 (2), 259-279, 2023
192023
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
162018
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
132010
Managers' cultural origin and corporate response to an economic shock
M Bedendo, E Garcia-Appendini, L Siming
Journal of Corporate Finance 80, 102412, 2023
92023
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
82013
Trading down the slope (s)
M Bedendo, L Cathcart, L EL JAHEL, L Liesch
Risk 18, 107-109, 2005
52005
Multivariate distributional tests in risk management: an empirical characteristic function approach
M Bedendo, SD Hodges
Available at SSRN 269831, 2001
42001
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