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