Dr Miriam Marra

Lecturer in Finance

m.marra@icmacentre.ac.uk  |  +44 (0)118 378 8239
Miriam Marra

Specialisms

Location

ICMA Centre, Whiteknights Centre

Miriam is a lecturer of Finance at the ICMA Centre Management since October 2012. Prior to joining the ICMA Centre, Miriam was a Teaching Fellow at Warwick Business School where she completed her PhD in Finance in December 2012. 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 interests are primarily in the areas of Asset Pricing and Liquidity, Credit Risk, Empirical Finance, Financial Crisis and Contagion, and Market Microstructure. Miriam has presented her research work in several workshops and conferences in the UK and overseas. Her current work is focused on: detecting and explaining cross-market illiquidity commonalities and liquidity effects on credit default swaps and synthetic CDOs; testing structural models for default risk and market microstructure models in debt and credit derivative markets; and investigating issues related to tail risk and investors’ uncertainty in financial markets.

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

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