Responsable Recherche
Département Finance


Risque de crédit
Agences de notation
Marché de la dette d'entreprise
Management du risque

Curriculum vitae

PhD en Finance
Université de Warwick (Royaume-Uni) (2003)

MSc en Sciences Economiques et Finance
Université de Warwick (Royaume-Uni) (1999)

BA en Sciences Economiques
Université de Bologne (Italie) (1997)



BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2018). Reputational shocks and the information content of credit ratings. Journal of Financial Stability, 34, 44-60.

BEDENDO, M., & SIMING, L. (2018). The mitigating effect of bank financing on shareholder value and firm policies following rating downgrades. Journal of Corporate Finance, 48, 94-108.


BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2016). Distressed Debt Restructuring in the Presence of Credit Default Swaps. Journal of Money, Credit and Banking, 48(1), 165–201.


BEDENDO, M., & COLLA, P. (2015). Sovereign and corporate credit risk: Evidence from the Eurozone. Journal of Corporate Finance, 33, 34-52


BEDENDO, M., BRUNO, B. (2012). Credit Risk Transfer Strategies of U.S. Commercial Banks: What Changed During the 2007-2009 Crisis? Journal of Banking and Finance 36: 3260-3273


BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2011). Market vs. Model Credit Default Swap Spreads: Mind the Gap. European Financial Management 17(4): 655-678


BEDENDO, M., SAITA, F., CAMPOLONGO, F., JOOSSENS, E. (2010). Pricing Multiasset Equity Options: How Relevant is the Dependence Function? Journal of Banking and Finance 34(4): 788-801


BEDENDO, M., HODGES S.D. (2009). The Dynamics of the Volatility Skew: a Kalman Filter Approach. Journal of Banking and Finance, Vol. 33(6): 1156-1165


BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2007). The Slope of the Term Structure of Credit Spreads: An Empirical Investigation. Journal of Financial Research 30(2): 237-257


BEDENDO, M., CATHCART, L., & EL-JAHEL, L., LIESCH, L. (2005). Trading Down the Slope(s)”, Risk Magazine, November 2005, 107-110.

BEDENDO, M., HODGES S.D., ANAGNOU, I., TOMPKINS, R. (2005). Forecasting Accuracy of Implied and GARCH-based Probability Density Functions. Review of Futures Markets 11(1): 41-66


BEDENDO, M., HODGES S.D. (2004). A Parsimonious Continuous Time Model for Equity Futures Returns (Inferred from High- Frequency Data). International Journal of Theoretical and Applied Finance 7(8): 997-1030


BEDENDO, M., BRUNO, B. (2009). Credit Derivatives vs. Loan Sales: Evidence from the European Banking Market. In L. Anderloni, D.T. Llewellyn, R. Schmidt (Eds), Financial Innovation in Retail and Corporate Banking, Edward Elgar Publishing Ltd: Cheltenham, UK (Award as Best Paper submitted to the call for papers)

Nombreuses communications au sein de :

  • Financial Management Association (FMA)
  • European Financial Management Association (EFMA)
  • Northern Finance Association (NFA)
  • Swiss Society for Financial Market Research (SGF)
  • Financial Intermediation Research Society (FIRS)
  • European Economic Association (EEA)
  • Association Française de Finance (AFFI)