Details about Marco Cipriani
Access statistics for papers by Marco Cipriani.
Last updated 2021-02-25. Update your information in the RePEc Author Service.
Short-id: pci23
Jump to Journal Articles Software Items
Working Papers
2023
- Financial Sanctions, SWIFT, and the Architecture of the International Payments System
Staff Reports, Federal Reserve Bank of New York View citations (1)
2022
- Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP
Staff Reports, Federal Reserve Bank of New York
- Pricing Liquidity without Preemptive Runs
Liberty Street Economics, Federal Reserve Bank of New York
- Strategic Sophistication and Trading Profits: An Experiment with Professional Traders
Staff Reports, Federal Reserve Bank of New York
- The Fed’s Balance Sheet Runoff and the ON RRP Facility
Liberty Street Economics, Federal Reserve Bank of New York
- The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households
Liberty Street Economics, Federal Reserve Bank of New York
2021
- COVID Response: The Money Market Mutual Fund Facility
Staff Reports, Federal Reserve Bank of New York View citations (2)
- Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation
Staff Reports, Federal Reserve Bank of New York 
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)  2015 Meeting Papers, Society for Economic Dynamics (2015)
- Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry
Liberty Street Economics, Federal Reserve Bank of New York
- Sophisticated and Unsophisticated Runs
Liberty Street Economics, Federal Reserve Bank of New York View citations (3)
Also in Staff Reports, Federal Reserve Bank of New York (2020) View citations (8)
2020
- A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet
Liberty Street Economics, Federal Reserve Bank of New York
- How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too
Liberty Street Economics, Federal Reserve Bank of New York
- Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
- Leverage and Asset Prices: An Experiment
NBER Working Papers, National Bureau of Economic Research, Inc 
Also in Staff Reports, Federal Reserve Bank of New York (2012) View citations (7) Working Papers, George Mason University, Interdisciplinary Center for Economic Science (2012) View citations (5)
- Municipal Debt Markets and the COVID-19 Pandemic
Liberty Street Economics, Federal Reserve Bank of New York View citations (9)
- Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (32)
Also in Staff Reports, Federal Reserve Bank of New York (2020) View citations (18)
- The Market Events of Mid-September 2019
Staff Reports, Federal Reserve Bank of New York View citations (4)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (9)
See also Journal Article in Economic Policy Review (2021)
- The Money Market Fund Liquidity Facility
Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
- Trading by Professional Traders: An Experiment
Staff Reports, Federal Reserve Bank of New York View citations (1)
2019
- Endogenous Leverage and Default in the Laboratory
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
Also in Staff Reports, Federal Reserve Bank of New York (2019) View citations (1)
- Selected Deposits and the OBFR
Liberty Street Economics, Federal Reserve Bank of New York
- The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors
Liberty Street Economics, Federal Reserve Bank of New York
2018
- The Premium for Money-Like Assets
Liberty Street Economics, Federal Reserve Bank of New York
2017
- Introducing the Revised Broad Treasuries Financing Rate
Liberty Street Economics, Federal Reserve Bank of New York
- Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform
Staff Reports, Federal Reserve Bank of New York View citations (7)
- Money Market Funds and the New SEC Regulation
Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
2016
- Borrowing, Lending, and Swapping Collateral in GCF Repo®
Liberty Street Economics, Federal Reserve Bank of New York
- Informational contagion in the laboratory
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
Also in Staff Reports, Federal Reserve Bank of New York (2015) View citations (5)
See also Journal Article in Review of Finance (2018)
- Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates
Liberty Street Economics, Federal Reserve Bank of New York
- The U.S. Bilateral Repo Market: Lessons from a New Survey
Briefs, Office of Financial Research, US Department of the Treasury View citations (4)
- The use of collateral in bilateral repurchase and securities lending agreements
Staff Reports, Federal Reserve Bank of New York View citations (7)
See also Journal Article in Review of Economic Dynamics (2019)
- Why Dealers Trade in GCF Repo®
Liberty Street Economics, Federal Reserve Bank of New York
2015
- Herd Behavior in Financial Markets
Liberty Street Economics, Federal Reserve Bank of New York
- The Eurodollar Market in the United States
Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
- The FR 2420 Data Collection: A New Base for the Fed Funds Rate
Liberty Street Economics, Federal Reserve Bank of New York
- The New Overnight Bank Funding Rate
Liberty Street Economics, Federal Reserve Bank of New York
2014
- Are Economic Values Transmitted from Parents to Children?
Liberty Street Economics, Federal Reserve Bank of New York
- Gates, Fees, and Preemptive Runs
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
Also in Staff Reports, Federal Reserve Bank of New York (2014) View citations (8) Liberty Street Economics, Federal Reserve Bank of New York (2014) View citations (3)
2013
- Money market funds intermediation, bank instability, and contagion
Staff Reports, Federal Reserve Bank of New York View citations (4)
- The Fragility of an MMF-Intermediated Financial System
Liberty Street Economics, Federal Reserve Bank of New York
- 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
2012
- Estimating a structural model of herd behavior in financial markets
Staff Reports, Federal Reserve Bank of New York View citations (1)
Also in IMF Working Papers, International Monetary Fund (2010) View citations (3)
See also Journal Article in American Economic Review (2014)
- Money Market Funds and Systemic Risk
Liberty Street Economics, Federal Reserve Bank of New York
- The Flash Crash, Two Years On
Liberty Street Economics, Federal Reserve Bank of New York
- The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds
Liberty Street Economics, Federal Reserve Bank of New York
- 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 View citations (11)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012) View citations (6)
See also Journal Article in Brookings Papers on Economic Activity (2013)
2010
- Herd Behavior and Contagion in Financial Markets
Working Papers, The George Washington University, Institute for International Economic Policy View citations (26)
See also Journal Article in The B.E. Journal of Theoretical Economics (2008)
2008
- Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals
IMF Working Papers, International Monetary Fund View citations (12)
Also in Working Papers, The George Washington University, Institute for International Economic Policy (2008) View citations (7) WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London (2008) View citations (3)
See also Journal Article in Journal of the European Economic Association (2009)
2007
- Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (24)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (24)
See also Journal Article in Journal of Economic Behavior & Organization (2013)
- Transaction costs and informational cascades in financial markets: Theory and experimental evidence
Working Paper Series, European Central Bank View citations (4)
Also in WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London (2006) View citations (3)
- Volatility in International Financial Market Issuance: The Role of the Financial Center
Working Papers, Hong Kong Institute for Monetary Research View citations (3)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (1)
See also Journal Article in Open Economies Review (2007)
2005
- Herd Behavior in a Laboratory Financial Market
Experimental, University Library of Munich, Germany View citations (137)
See also Journal Article in American Economic Review (2005)
Journal Articles
2022
- The Money Market Mutual Fund Liquidity Facility
Economic Policy Review, 2022, 28, (1)
2021
- The Market Events of Mid-September 2019
Economic Policy Review, 2021, 27, (2), 26 
See also Working Paper (2020)
2019
- The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements
Review of Economic Dynamics, 2019, 33, 228-249 View citations (11)
See also Working Paper (2016) Software Item (2019)
2018
- Collateral Constraints and the Law of One Price: An Experiment
Journal of Finance, 2018, 73, (6), 2757-2786 View citations (14)
- Informational Contagion in the Laboratory
Review of Finance, 2018, 22, (3), 877-904 View citations (5)
See also Working Paper (2016)
2014
- Estimating a Structural Model of Herd Behavior in Financial Markets
American Economic Review, 2014, 104, (1), 224-51 View citations (29)
See also Working Paper (2012)
2013
- Financial contagion in the laboratory: The cross-market rebalancing channel
Journal of Banking & Finance, 2013, 37, (11), 4310-4326 View citations (12)
- 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 View citations (41)
See also Working Paper (2007)
- 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 View citations (7)
See also Working Paper (2012)
2012
- A Bayesian approach to experimental analysis: trading in a laboratory financial market
Review of Economic Design, 2012, 16, (2), 175-191 View citations (8)
2009
- Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals
Journal of the European Economic Association, 2009, 7, (1), 206-233 View citations (78)
See also Working Paper (2008)
2008
- Herd Behavior and Contagion in Financial Markets
The B.E. Journal of Theoretical Economics, 2008, 8, (1), 1-56 View citations (80)
See also Working Paper (2010)
- Transaction costs and informational cascades in financial markets
Journal of Economic Behavior & Organization, 2008, 68, (3-4), 581-592 View citations (28)
2007
- Volatility in International Financial Market Issuance: The Role of the Financial Center
Open Economies Review, 2007, 18, (2), 157-176 View citations (1)
See also Working Paper (2007)
2005
- Herd Behavior in a Laboratory Financial Market
American Economic Review, 2005, 95, (5), 1427-1443 View citations (135)
See also Working Paper (2005)
- Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach
Journal of the European Economic Association, 2005, 3, (2-3), 315-321 View citations (3)
Software Items
2019
- Code and data files for "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements"
Computer Codes, Review of Economic Dynamics 
See also Journal Article in Review of Economic Dynamics (2019)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|