Miriam Marra

University of Reading - ICMA Centre, Henley Business School

Associate Professor of Finance

ICMA Centre - Henley Business School - University

Whiteknights Campus

Reading, RG6 6BA

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

866

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

Explaining Co-movements between Equity and CDS Bid-Ask Spreads

Number of pages: 57 Posted: 12 Mar 2012 Last Revised: 22 Jul 2016
Miriam Marra
University of Reading - ICMA Centre, Henley Business School
Downloads 217 (191,948)
Citation 2

Abstract:

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Credit Default Swap, Equity, Bid-Ask Spread Co-movement, Funding Costs, Systematic Risk, Hedging, Capital Structure Arbitrage

2.

COVID-19 Pandemic and Global Corporate CDS Spreads

Number of pages: 51 Posted: 11 Jun 2021 Last Revised: 23 Jun 2021
Fordham University, University of Reading - ICMA Centre, Henley Business School, University of Sydney Business School, The University of Sydney - Business School and University of Missouri at St. Louis - College of Business Administration
Downloads 166 (243,240)
Citation 2

Abstract:

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Global corporate CDS, COVID-19 pandemic, employee health policies, government anti-COVID-19 policies, vaccine news

3.

Explaining Repo Specialness

Number of pages: 56 Posted: 22 Mar 2017
ICMA Centre, Henley Business School, University of Reading, University of Reading - ICMA Centre, Henley Business School, ICMA Centre, Henley Business School, University of Reading and Brunel University
Downloads 163 (246,937)

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Repo Specialness, Short-Selling, Fire-Sales, Liquidity, Auctions, High Frequency Data

4.

Explaining CDS Prices Before and After the Lehman Default with a Simple Structural Model

Number of pages: 55 Posted: 07 Feb 2014 Last Revised: 04 Mar 2014
Gordon Gemmill and Miriam Marra
Warwick Business School and University of Reading - ICMA Centre, Henley Business School
Downloads 161 (249,588)
Citation 1

Abstract:

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CDS, Merton Model, Credit Spread Puzzle, Volatility Smirk, Tail Risk, Illiquidity, Uncertainty, Idiosyncratic Factors

5.

The Impact of Liquidity on Senior Credit Spreads During the Subprime Crisis

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 65 Posted: 30 Mar 2013 Last Revised: 08 Jul 2013
Miriam Marra
University of Reading - ICMA Centre, Henley Business School
Downloads 116 (321,158)

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Credit Default Swap Index, Structural Model, Crisis, Market Liquidity, Funding Liquidity, Systemic Risk

6.

Intraday Dynamics and Determinants of CCP and Bilateral General-Collateral Repos

Number of pages: 71 Posted: 26 Oct 2017
Alfonso Dufour, Miriam Marra and Ivan Sangiorgi
ICMA Centre, Henley Business School, University of Reading, University of Reading - ICMA Centre, Henley Business School and ICMA Centre, Henley Business School, University of Reading
Downloads 40 (561,234)

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Intraday Interest Rate, Repurchase Agreement, Bond Collateral, Funding Liquidity, Central Counterparty Clearing, Counteparty Credit Risk

7.

Gender Diversity in Leadership: Empirical Evidence on Firm Credit Risk

Number of pages: 43 Posted: 23 May 2022
Iness Aguir, Narjess Boubakri, Miriam Marra and Lu Zhu
University of Texas at San Antonio - Department of Finance, American University of Sharjah - School of Business and Management, University of Reading - ICMA Centre, Henley Business School and California State University, Long Beach - College of Business Administration
Downloads 3 (834,686)

Abstract:

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Corporate credit risk, Gender diversity, Glass-cliff theory, Corporate executives and board dynamics.