BEDENDO, MASCIA
BEDENDO, MASCIA
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Risultati 1 - 11 di 11 (tempo di esecuzione: 0.017 secondi).
A parsimonious continuous time model of equity index returns (inferred from high frequency data)
2004 Bedendo, M.; Hodges, S. D.
Credit derivatives versus loan sales: evidence from the European banking market
2009 Bedendo, Mascia; Bruno, Brunella
Credit risk transfer in U.S. commercial banks: what changed during the 2007–2009 crisis?
2012 Bedendo, Mascia; Bruno, Brunella
Distressed debt restructuring in the presence of credit default swaps
2016 Bedendo, Mascia; Cathcart, Lara; El Jahel, Lina
Forecasting Accuracy of Implied and GARCH-based Probability Density Functions
2005 Bedendo, Mascia; Hodges, S. D.; Anagnou, I; Tompkins, R.
Market and Model Credit Default Swap Spreads: Mind the Gap!
2011 Bedendo, Mascia; L., Cathcart; L., El Jahel
Pricing multiasset equity options: How relevant is the dependence function?
2010 Bedendo, Mascia; F., Campolongo; E., Joossens; Saita, Francesco
Sovereign and corporate credit risk: evidence from the Eurozone
2015 Bedendo, Mascia; Colla, Paolo
The Dynamics of the Volatility Skew: A Kalman Filter Approach
2009 Bedendo, Mascia; S. D., Hodges
The Slope of the Term Structure of Credit Spreads: An Empirical Investigation
2007 Bedendo, Mascia; Cathcart, L; EL JAHEL, L.
Trading Down the Slope(s)
2005 Bedendo, Mascia; Cathcart, L; EL JAHEL, L; Liesch, L.
| Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore |
|---|---|---|---|---|
| A parsimonious continuous time model of equity index returns (inferred from high frequency data) | 1-gen-2004 | Bedendo, M.; Hodges, S. D. | INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE | World Scientific Publishing Company:PO Box 128, Farrer Road, Singapore 912805 Singapore:011 65 6 4665775, EMAIL: journal@wspc.com.sg, INTERNET: http://www.wspc.com.sg, http://www.worldscinet.com, Fax: 011 65 6 4677667 |
| Credit derivatives versus loan sales: evidence from the European banking market | 1-gen-2009 | Bedendo, Mascia; Bruno, Brunella | - | Edward Elgar |
| Credit risk transfer in U.S. commercial banks: what changed during the 2007–2009 crisis? | 1-gen-2012 | Bedendo, Mascia; Bruno, Brunella | JOURNAL OF BANKING & FINANCE | - |
| Distressed debt restructuring in the presence of credit default swaps | 1-gen-2016 | Bedendo, Mascia; Cathcart, Lara; El Jahel, Lina | JOURNAL OF MONEY, CREDIT, AND BANKING | - |
| Forecasting Accuracy of Implied and GARCH-based Probability Density Functions | 1-gen-2005 | Bedendo, Mascia; Hodges, S. D.; Anagnou, I; Tompkins, R. | THE REVIEW OF FUTURES MARKETS | Chicago Board of Trade:141 West Jackson Boulevard, Suite 600:Chicago, IL 60604:(312)435-3615, Fax: (312)347-3827 |
| Market and Model Credit Default Swap Spreads: Mind the Gap! | 1-gen-2011 | Bedendo, Mascia; L., Cathcart; L., El Jahel | EUROPEAN FINANCIAL MANAGEMENT | - |
| Pricing multiasset equity options: How relevant is the dependence function? | 1-gen-2010 | Bedendo, Mascia; F., Campolongo; E., Joossens; Saita, Francesco | JOURNAL OF BANKING & FINANCE | - |
| Sovereign and corporate credit risk: evidence from the Eurozone | 1-gen-2015 | Bedendo, Mascia; Colla, Paolo | JOURNAL OF CORPORATE FINANCE | - |
| The Dynamics of the Volatility Skew: A Kalman Filter Approach | 1-gen-2009 | Bedendo, Mascia; S. D., Hodges | JOURNAL OF BANKING & FINANCE | - |
| The Slope of the Term Structure of Credit Spreads: An Empirical Investigation | 1-gen-2007 | Bedendo, Mascia; Cathcart, L; EL JAHEL, L. | THE JOURNAL OF FINANCIAL RESEARCH | Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591 |
| Trading Down the Slope(s) | 1-gen-2005 | Bedendo, Mascia; Cathcart, L; EL JAHEL, L; Liesch, L. | RISK | Risk Waters Group:Haymarket House, 28-29 Haymarket, London SW1Y 4RX United Kingdom:011 44 87 02408859, EMAIL: subs@riskwaters.com, INTERNET: http://www.riskwaters.com, Fax: 011 44 20 74849797 |