Marian Micu

Swiss Re

Director, Chief Investment Office

Mythenquai 50

Zurich, ZH 8022

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 40,374

SSRN RANKINGS

Top 40,374

in Total Papers Downloads

2,588

TOTAL CITATIONS
Rank 21,301

SSRN RANKINGS

Top 21,301

in Total Papers Citations

121

Scholarly Papers (4)

1.

The Price Impact of Rating Announcements: Which Announcements Matter?

BIS Working Paper No. 207
Number of pages: 31 Posted: 20 Sep 2007
Swiss Re, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 1,279 (33,447)
Citation 63

Abstract:

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Credit default swaps, credit ratings, event study, market reaction

2.

Determinants of International Bank Lending to Emerging Market Countries

BIS Working Paper No. 112
Number of pages: 47 Posted: 13 Dec 2005
Serge Jeanneau and Marian Micu
Bank for International Settlements (BIS) and Swiss Re
Downloads 1,059 (44,012)
Citation 53

Abstract:

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3.

The Price Impact of Rating Announcements: Evidence from the Credit Default Swap Market

BIS Quarterly Review, June 2004
Number of pages: 12 Posted: 07 May 2012 Last Revised: 29 Sep 2013
Swiss Re, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 128 (456,229)
Citation 5

Abstract:

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4.

Speculative Positioning Around Episodes of Central Bank Intervention: Evidence from the Yen/Dollar Market

Number of pages: 33 Posted: 27 Nov 2010 Last Revised: 11 Feb 2011
Marian Micu, Pavlin Savov and Sandeep Bhutani
Swiss Re, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Haas School of Business
Downloads 122 (473,526)

Abstract:

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Exchange Rate Intervention, Speculative Positions