BEDENDO, MASCIA

BEDENDO, MASCIA  

Mostra records
Risultati 1 - 11 di 11 (tempo di esecuzione: 0.013 secondi).
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