Number of items: 11.
Article
Dionysopoulos, C., Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2024)
Central bank digital currencies: a critical review.
International Review of Financial Analysis, 91.
103031.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2023.103031
Aguir, I., Boubakri, N., Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 and Zhu, L.
(2023)
Gender diversity in leadership: empirical evidence on firm credit risk.
Journal of Financial Stability, 69.
101185.
ISSN 1572-3089
doi: https://doi.org/10.1016/j.jfs.2023.101185
Hasan, I., Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323, Wu, E. and Zhang, G.
(2023)
Creditor-control rights and the nonsynchronicity of global CDS markets.
The Review of Corporate Finance Studies.
ISSN 2046-9136
doi: https://doi.org/10.1093/rcfs/cfad010
Hasan, I., Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323, To, T. Y., Wu, E. and Zhang, G.
(2023)
COVID-19 pandemic and global corporate CDS spreads.
Journal of Banking & Finance, 147.
106618.
ISSN 0378-4266
doi: https://doi.org/10.1016/j.jbankfin.2022.106618
Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323, Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 and Skinner, F. S.
(2020)
Explaining repo specialness.
International Journal of Finance & Economics, 25 (2).
pp. 172-196.
ISSN 1099-1158
doi: https://doi.org/10.1002/ijfe.1746
Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 and Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983
(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
Gemmill, G. and Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323
(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
Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323, 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
Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 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
Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323
(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
Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323
(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
This list was generated on Mon Dec 23 03:46:57 2024 UTC.