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Details about Marco Cipriani

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Homepage:https://www.newyorkfed.org/research/economists/cipriani/index.html
Workplace:Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Marco Cipriani.

Last updated 2021-02-25. Update your information in the RePEc Author Service.

Short-id: pci23


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Working Papers

2022

  1. Pricing Liquidity without Preemptive Runs
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. The Fed’s Balance Sheet Runoff and the ON RRP Facility
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2021

  1. COVID Response: The Money Market Mutual Fund Facility
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
  2. Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) Downloads
    2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads
  3. Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. Sophisticated and Unsophisticated Runs
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (3)
    Also in Staff Reports, Federal Reserve Bank of New York (2020) Downloads View citations (2)

2020

  1. A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
  4. Leverage and Asset Prices: An Experiment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2012) Downloads View citations (7)
    Working Papers, George Mason University, Interdisciplinary Center for Economic Science (2012) Downloads View citations (5)
  5. Municipal Debt Markets and the COVID-19 Pandemic
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (6)
  6. Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (9)
  7. The Market Events of Mid-September 2019
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (7)

    See also Journal Article in Economic Policy Review (2021)
  8. The Money Market Fund Liquidity Facility
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (2)
  9. Trading by Professional Traders: An Experiment
    Staff Reports, Federal Reserve Bank of New York Downloads

2019

  1. Endogenous Leverage and Default in the Laboratory
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Staff Reports, Federal Reserve Bank of New York (2019) Downloads View citations (1)
  2. Selected Deposits and the OBFR
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2018

  1. The Premium for Money-Like Assets
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2017

  1. Introducing the Revised Broad Treasuries Financing Rate
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)
  3. Money Market Funds and the New SEC Regulation
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (2)

2016

  1. Borrowing, Lending, and Swapping Collateral in GCF Repo®
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Informational contagion in the laboratory
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
    Also in Staff Reports, Federal Reserve Bank of New York (2015) Downloads View citations (5)

    See also Journal Article in Review of Finance (2018)
  3. Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. The U.S. Bilateral Repo Market: Lessons from a New Survey
    Briefs, Office of Financial Research, US Department of the Treasury Downloads View citations (4)
  5. The use of collateral in bilateral repurchase and securities lending agreements
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (7)
    See also Journal Article in Review of Economic Dynamics (2019)
  6. Why Dealers Trade in GCF Repo®
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2015

  1. Herd Behavior in Financial Markets
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. The Eurodollar Market in the United States
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (2)
  3. The FR 2420 Data Collection: A New Base for the Fed Funds Rate
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. The New Overnight Bank Funding Rate
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2014

  1. Are Economic Values Transmitted from Parents to Children?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Gates, Fees, and Preemptive Runs
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (2)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014) Downloads View citations (5)
    Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (7)

2013

  1. Money market funds intermediation, bank instability, and contagion
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)
  2. The Fragility of an MMF-Intermediated Financial System
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2012

  1. Estimating a structural model of herd behavior in financial markets
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in IMF Working Papers, International Monetary Fund (2010) Downloads View citations (3)

    See also Journal Article in American Economic Review (2014)
  2. Money Market Funds and Systemic Risk
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. The Flash Crash, Two Years On
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  5. The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (11)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads View citations (6)

    See also Journal Article in Brookings Papers on Economic Activity (2013)

2010

  1. Herd Behavior and Contagion in Financial Markets
    Working Papers, The George Washington University, Institute for International Economic Policy Downloads View citations (24)
    See also Journal Article in The B.E. Journal of Theoretical Economics (2008)

2008

  1. Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals
    Working Papers, The George Washington University, Institute for International Economic Policy Downloads View citations (7)
    Also in IMF Working Papers, International Monetary Fund (2008) Downloads View citations (11)
    WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London (2008) Downloads View citations (2)

    See also Journal Article in Journal of the European Economic Association (2009)

2007

  1. Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (21)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2007) Downloads View citations (16)

    See also Journal Article in Journal of Economic Behavior & Organization (2013)
  2. Transaction costs and informational cascades in financial markets: Theory and experimental evidence
    Working Paper Series, European Central Bank Downloads View citations (4)
    Also in WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London (2006) Downloads View citations (1)
  3. Volatility in International Financial Market Issuance: The Role of the Financial Center
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (1)

    See also Journal Article in Open Economies Review (2007)

2005

  1. Herd Behavior in a Laboratory Financial Market
    Experimental, University Library of Munich, Germany Downloads View citations (96)
    See also Journal Article in American Economic Review (2005)

Journal Articles

2021

  1. The Market Events of Mid-September 2019
    Economic Policy Review, 2021, 27, (2), 26 Downloads
    See also Working Paper (2020)

2019

  1. The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements
    Review of Economic Dynamics, 2019, 33, 228-249 Downloads View citations (3)
    See also Working Paper (2016)
    Software Item (2019)

2018

  1. Collateral Constraints and the Law of One Price: An Experiment
    Journal of Finance, 2018, 73, (6), 2757-2786 Downloads View citations (13)
  2. Informational Contagion in the Laboratory
    Review of Finance, 2018, 22, (3), 877-904 Downloads View citations (3)
    See also Working Paper (2016)

2014

  1. Estimating a Structural Model of Herd Behavior in Financial Markets
    American Economic Review, 2014, 104, (1), 224-51 Downloads View citations (18)
    See also Working Paper (2012)

2013

  1. Financial contagion in the laboratory: The cross-market rebalancing channel
    Journal of Banking & Finance, 2013, 37, (11), 4310-4326 Downloads View citations (7)
  2. Like mother like son? Experimental evidence on the transmission of values from parents to children
    Journal of Economic Behavior & Organization, 2013, 90, (C), 100-111 Downloads View citations (32)
    See also Working Paper (2007)
  3. The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds
    Brookings Papers on Economic Activity, 2013, 44, (1 (Spring)), 211-278 Downloads View citations (7)
    See also Working Paper (2012)

2012

  1. A Bayesian approach to experimental analysis: trading in a laboratory financial market
    Review of Economic Design, 2012, 16, (2), 175-191 Downloads View citations (7)

2009

  1. Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals
    Journal of the European Economic Association, 2009, 7, (1), 206-233 Downloads View citations (51)
    See also Working Paper (2008)

2008

  1. Herd Behavior and Contagion in Financial Markets
    The B.E. Journal of Theoretical Economics, 2008, 8, (1), 1-56 Downloads View citations (72)
    See also Working Paper (2010)
  2. Transaction costs and informational cascades in financial markets
    Journal of Economic Behavior & Organization, 2008, 68, (3-4), 581-592 Downloads View citations (24)

2007

  1. Volatility in International Financial Market Issuance: The Role of the Financial Center
    Open Economies Review, 2007, 18, (2), 157-176 Downloads View citations (1)
    See also Working Paper (2007)

2005

  1. Herd Behavior in a Laboratory Financial Market
    American Economic Review, 2005, 95, (5), 1427-1443 Downloads View citations (115)
    See also Working Paper (2005)
  2. Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach
    Journal of the European Economic Association, 2005, 3, (2-3), 315-321 Downloads View citations (3)

Software Items

2019

  1. Code and data files for "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2019)
 
Page updated 2022-05-28