Mascia Bedendo

Audencia Nantes School of Management

8 route de la Jonelière, BP 31222

Nantes, 44312

France

Bocconi University - CAREFIN - Centre for Applied Research in Finance

Via Sarfatti, 25

Milan, 20136

Italy

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 16,834

SSRN RANKINGS

Top 16,834

in Total Papers Downloads

2,353

CITATIONS
Rank 30,871

SSRN RANKINGS

Top 30,871

in Total Papers Citations

7

Scholarly Papers (10)

Distressed Debt Restructuring in the Presence of Credit Default Swaps

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 41 Posted: 27 Aug 2010 Last Revised: 15 Jan 2015
Mascia Bedendo, Lara Cathcart and Lina El-Jahel
Audencia Nantes School of Management, Imperial College Business School and University of Auckland - Business School
Downloads 536 (41,541)
Citation 5

Abstract:

Credit default swaps, empty creditors, debt restructuring

In- and Out-of-Court Debt Restructuring in the Presence of Credit Default Swaps

CAREFIN Research Paper No. 24/2010
Number of pages: 36 Posted: 07 Apr 2011
Mascia Bedendo, Lara Cathcart and Lina El-Jahel
Audencia Nantes School of Management, Imperial College Business School and University of Auckland - Business School
Downloads 145 (171,034)
Citation 5

Abstract:

2.

Credit Risk Transfer Strategies of U.S. Commercial Banks: What Has Changed During the 2007-2009 Crisis?

Number of pages: 32 Posted: 17 Feb 2009 Last Revised: 31 Jul 2010
Mascia Bedendo and Brunella Bruno
Audencia Nantes School of Management and Bocconi University - Department of Finance
Downloads 595 (35,212)
Citation 1

Abstract:

credit risk transfer, bank liquidity, originate-to-distribute

3.

Reputational Shocks and the Information Content of Credit Ratings

Number of pages: 42 Posted: 21 Dec 2010 Last Revised: 02 Mar 2017
Mascia Bedendo, Lara Cathcart and Lina El-Jahel
Audencia Nantes School of Management, Imperial College Business School and University of Auckland - Business School
Downloads 418 (44,340)

Abstract:

Credit rating agencies, Rating announcements, Reputational shocks, Regulation

4.

Sovereign and Corporate Credit Risk: Evidence from the Eurozone

Journal of Corporate Finance, Forthcoming
Number of pages: 49 Posted: 06 Feb 2013 Last Revised: 14 May 2015
Mascia Bedendo and Paolo Colla
Audencia Nantes School of Management and Bocconi University - Department of Finance
Downloads 261 (73,543)

Abstract:

sovereign risk, corporate credit risk, credit default swaps, Eurozone

Cultural Preferences and the Choice between Formal and Informal Financing

University of St. Gallen, School of Finance Research Paper No. 2017/07
Number of pages: 44 Posted: 09 Jun 2017
Audencia Nantes School of Management, University of Zurich - Department of Banking and Finance and Audencia Business School
Downloads 40 (372,392)

Abstract:

Managerial cultural origin, Informal financing, Trade credit, Small firm financing

Cultural Preferences and the Choice between Formal and Informal Financing

Number of pages: 43 Posted: 03 Jun 2017 Last Revised: 05 Jun 2017
Audencia Nantes School of Management, University of Zurich - Department of Banking and Finance and Audencia Business School
Downloads 17 (485,009)

Abstract:

Managerial cultural origin, Informal financing, Trade credit, Small firm financing

6.

Market and Model Credit Default Swap Spreads: Mind the Gap!

European Financial Management, Vol. 17, Issue 4, pp. 655-678, 2011
Number of pages: 24 Posted: 17 Aug 2011
Mascia Bedendo, Lara Cathcart and Lina El‐Jahel
Audencia Nantes School of Management, Imperial College Business School and affiliation not provided to SSRN
Downloads 3 (537,420)
Citation 1
  • Add to Cart

Abstract:

equity volatility, credit spreads, structural models, G21, C22, G10

7.

Debt Structure and Credit Ratings

BAFFI CAREFIN Centre Research Paper No. 2016-22
Number of pages: 42 Posted: 22 Jun 2016 Last Revised: 14 Dec 2016
Mascia Bedendo and Linus Siming
Audencia Nantes School of Management and Audencia Business School
Downloads 0 (170,679)

Abstract:

Credit rating agencies; Market reaction; Debt structure

8.

Market Vs Model Credit Default Swap Spreads: Mind the Gap!

European Financial Management, Forthcoming
Posted: 06 Mar 2008 Last Revised: 31 Jul 2010
Lara Cathcart, Lina El-Jahel and Mascia Bedendo
Imperial College Business School, University of Auckland - Business School and Audencia Nantes School of Management

Abstract:

Equity volatility, Credit spreads, Structural models , Trading strategies

9.

The Shape of the Term Structure of Credit Spreads: An Empirical Investigation

Journal of Financial Research, Vol. 30, No. 2, 2007
Posted: 17 Mar 2005 Last Revised: 30 Jul 2010
Mascia Bedendo, Lara Cathcart and Lina El-Jahel
Audencia Nantes School of Management, Imperial College Business School and University of Auckland - Business School

Abstract:

Credit spreads, term structure, level, slope, curvature

10.

Multivariate Distributional Tests in Risk Management: An Empirical Characteristic Function Approach

EFMA 2001 Lugano Meetings
Posted: 13 May 2001
Mascia Bedendo and Stewart D. Hodges
Audencia Nantes School of Management and University of Warwick - Financial Options Research Centre (FORC)

Abstract:

Multivariate density forecasting, distributional tests, empirical characteristic function, Value at Risk, mixture of normal.

Other Papers (2)

Total Downloads: 1,152    Citations: 8
1.

The Relation Between Implied and Realised Probability Density Functions

EFA 2002 Berlin Meetings Presented Paper; University of Warwick Financial Options Research Centre Working Paper
Number of pages: 61 Posted: 04 Mar 2002
Financial Options Research Ctr., Univ. of Warwick, Audencia Nantes School of Management, University of Warwick - Financial Options Research Centre (FORC) and Business School of Finance & Management (HfB) - Bankakademie Group
Downloads 892
Citation 8

Abstract:

Implied Risk-Neutral Distribution, RND, Implied Volatility Smiles, Probability Integral Transform, Options, Goodness-of-Fit Tests, NIG

2.

A Parsimonious Continuous Time Model for Equity Returns

EFMA 2003 Helsinki Meetings
Number of pages: 44 Posted: 26 Apr 2003
Mascia Bedendo and Stewart D. Hodges
Audencia Nantes School of Management and University of Warwick - Financial Options Research Centre (FORC)
Downloads 178

Abstract: