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WBS Finance Group

Miriam Marra

Ph.D. in Finance

Warwick Business School

Email: Miriam.Marra.08@mail.wbs.ac.uk

RESEARCH INTERESTS

Market Microstructure; Liquidity and Asset Pricing; Credit Risk; Financial Crisis and Contagion.

EDUCATION

2008 - 2012: Ph.D. in Finance; Warwick Business School, UNIVERSITY OF WARWICK; Coventry, UK.  

First supervisor: Prof. Anthony Neuberger.

Second supervisor: Prof. Gordon Gemmill.

Research Areas:

  • Structural models of credit risk;
  • Liquidity risk in credit derivatives (CDSs and CDOs);
  • Microstructure of equity and debt markets.

2007-2008: M.Sc. Economics and Finance; Warwick Business School; UNIVERSITY OF WARWICK; Coventry, UK; Distinction.

Dissertation: Interaction between international bond and equity in a market microstructure perspective.

2004-2006:  M.Sc. (Laurea Specialistica) in International Economics and Development; UNIVERSITY OF “TOR VERGATA”; Rome, Italy; 110/110 cum laude. 

Feb- Jul 2006: KATHOLIEKE UNIVERSITY, Leuven, Belgium; Visiting Student in M.Sc. Financial Economics. 

2001-2004: B.Sc. (Laurea di Primo Livello) in European Economics; UNIVERSITY OF “TOR VERGATA”; Rome, Italy; 110/110 cum laude.

ACADEMIC ACTIVITY

ICMA CENTRE, HENLEY BUSINESS SCHOOL, UNIVERSITY OF READING, Reading, UK

Oct 2012 - Present: Lecturer

  • Financial Engineering (Module Leader)

WARWICK BUSINESS SCHOOL, UNIVERSITY OF WARWICK, Coventry, UK

Oct 2011 - Sept 2012: Teaching Fellow

  • Foundations of Financial Management (Module Leader)

Oct 2009 - December 2011: Teaching Assistant

  • Principles of Finance
  • Derivatives and Risk Management

WORKING PAPERS

The Impact of Liquidity on Senior Credit Spreads During the Crisis (2011)

Illiquidity Commonalities across Equity and Credit Markets (2012) (pdf)

Fat Tails, Illiquidity and Uncertainty as Explanations for the Credit Spread Puzzle (with G. Gemmill, 2012)

OTHER RESEARCH/WORK EXPERIENCE

Jan-Jun 2007: ITALIAN MINISTRY OF FOREIGN AFFAIRS, Department of Multilateral Economic and Financial Cooperation, Rome; Researcher

PRESENTATIONS

Dec 2012: 25th Australasian Finance & Banking Conference, Australian School of Business, University of New South Wales, Sidney, Australia

Oct 2012: Conference on "Liquidity and Arbitrage Trading", Geneva Institute of Finance, University of Geneva, Switzerland

Sept 2012: Frontiers of Finance 2012 Conference, Warwick Business School, UK

May 2012: Transatlantic Doctoral Conference, London Business School, UK

July 2011: Fourth Liquidity Conference, Rotterdam School of Management, Erasmus University, Netherlands

June 2011: Warwick Business School Finance Group Workshop Series, UK

April 2011: Warwick-Oxford-Cambridge Business Schools 2011 Spring Doctoral Conference, UK

AWARDS

2011-2012: Warwick Business School Bursary

2011: Best WBS Paper Award at the Warwick-Oxford-Cambridge Business Schools 2011 Spring Doctoral Conference, for the working paper "Illiquidity Commonalities across Equity and Credit Markets"

2008-2011: Warwick Business School PhD in Finance Scholarship

2007-2008: Rotary Ambassadorial Scholarship for Postgraduate Studies

2001-2006: University College "Lamaro-Pozzani" Scholarship (Federazione Nazionale Cavalieri del Lavoro - Italy)

Miriam Marra