Dr Miriam Marra

Lecturer in Finance

Miriam Marra

Specialisms

Location

ICMA Centre, Whiteknights Centre

Miriam is a Lecturer of Finance at the ICMA Centre since October 2012. Prior to joining the ICMA Centre, Miriam was a Fellow at Warwick Business School where she completed her PhD in Finance in 2013. She holds also a BSc and an MA in International Economics from the University of Tor Vergata (Rome), and an MSc in Economics and Finance from Warwick Business School.

Her research work is primarily in the areas of Empirical Finance, Credit Risk, Credit Derivatives, Financial Crisis, and Information Inefficiencies. Her more recent work is focused on studying the impact of institutional and legal countries’ features on the information efficiency of the credit default swap market. Miriam has presented her research work so far in over forty workshops and conferences in the UK and overseas.

Alongside her ICMA Centre academic role, Dr Miriam Marra is the organiser of the annual Henley Business School Women in Business event. She is passionate about the topic of encouraging diversity and women in leadership. Her future research agenda also features studies on the impact of top executive gender diversity on corporate decisions and performance.

Reference: Gemmill, G. and Marra, M. (2019) Explaining CDS prices with Merton's model before and after the Lehman default. Journal of Banking and Finance, 106. pp. 93-109. ISSN 1872-6372 doi: https://doi.org/10.1016/j.jbankfin.2019.05.013
Reference: Dufour, A. , Marra, M. , Sangiorgi, I. and Skinner, F. S. (2019) Explaining repo specialness. International Journal of Finance & Economics. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.1746
Reference: Marra, M. , Yu, F. and Zhu, L. (2019) The impact of trade reporting and central clearing on CDS price informativeness. Journal of Financial Stability, 43. pp. 130-145. ISSN 1572-3089 doi: https://doi.org/10.1016/j.jfs.2019.07.002
Reference: Dufour, A. , Marra, M. and Sangiorgi, I. (2019) Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos. Journal of Banking & Finance, 107. 105610. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.105610
Reference: Marra, M. and McCullagh, C. (2018) Feeling able to say it like it is: a case for using focus groups in programme evaluation with international cohorts. International Journal of Management Education, 16 (1). pp. 63-79. ISSN 1472-8117 doi: https://doi.org/10.1016/j.ijme.2017.12.006
Reference: Marra, M. (2017) Explaining co-movements between equity and CDS bid-ask spreads. Review of Quantitative Finance and Accounting, 49 (3). pp. 811-853. ISSN 1573-7179 doi: https://doi.org/10.1007/s11156-016-0609-6
Reference: Marra, M. (2015) The impact of liquidity on senior credit index spreads during the subprime crisis. International Review of Financial Analysis, 37. pp. 148-167. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2014.11.016

Financial Engineering

Designed to combine theoretical and practical approaches to exotic derivatives in different markets: equity, FX, interest rates and credit. The objectives of the module include providing you with an overview...

Module code: IC302

Fixed Income and Equity Investments

Fixed Income and Equity Investments deals with the valuation of fixed income and equity securities. The module focuses on the basic characteristics of these securities and the strategies used for...

Module code: ICM108

Past Events

30th May 2019 University of Economics, Prague
17th May 2019 The Hong Kong Polytechnic University
7th November 2018 ICMA Centre
21st June 2018 The Ritz-Carlton Dubai International Financial Centre Gate Village, DIFC Dubai, UAE

Study UK UAE Business Study Tour- Dubai

1st March 2018 British Council Dubai
1st November 2016 ICMA Centre, Whiteknights campus

Midwestern Finance Association Annual Meeting

2nd March 2016 JW Marriott Atlanta Buckhead Hotel, Atlanta, Georgia

2015 Midwestern Finance Association Annual Meeting

2nd March 2015 Chicago, Illinois, USA

2014 Financial Management Association Annual Meeting

14th October 2014 Nashville, Tennessee, USA

Einaudi Institute for Economics and Finance: 10th Annual Central Bank Workshop on the Microstructure of Financial Markets

1st October 2014 Rome, Italy

2014 International Risk Management Conference: "The Safety of the Financial System: From Idiosyncratic to Systemic Risk"

23rd June 2014 Warsaw, Poland

23rd European Financial Management Association Annual Meeting

25th June 2014 Rome, Italy

2014 Financial Management Association Applied Finance Conference (2014)

1st May 2014 New York, USA

2014 Financial Management Association Asian Conference

1st April 2014 Tokyo, Japan

50th Anniversary Eastern Finance Association (2014) Annual Meeting

1st April 2014 Pittsburgh, Pennsylvania, USA

Global Finance Conference

1st March 2014 Dubai, UAE
18th June 2016 ICMA Centre, Henley Business School, University of Reading, Whiteknights, Reading, RG6 6BA