Marian Micu

Swiss Re

Director, Chief Investment Office

Mythenquai 50

Zurich, ZH 8022

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 27,150

SSRN RANKINGS

Top 27,150

in Total Papers Downloads

2,224

SSRN CITATIONS
Rank 16,606

SSRN RANKINGS

Top 16,606

in Total Papers Citations

4

CROSSREF CITATIONS

63

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 1,141 (22,817)
Citation 53

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 901 (32,064)
Citation 43

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 95 (332,308)
Citation 2

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 87 (351,179)

Abstract:

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Exchange Rate Intervention, Speculative Positions