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Details about Marco Cipriani

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Homepage:http://www.marcocipriani.net/
Workplace:Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Marco Cipriani.

Last updated 2014-01-06. Update your information in the RePEc Author Service.

Short-id: pci23


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Working Papers

2020

  1. Leverage and Asset Prices: An Experiment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Working Papers, George Mason University, Interdisciplinary Center for Economic Science (2012) Downloads View citations (5)
    Staff Reports, Federal Reserve Bank of New York (2012) Downloads View citations (7)
  2. Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students
    Staff Reports, Federal Reserve Bank of New York Downloads
  3. The Market Events of Mid-September 2019
    Staff Reports, Federal Reserve Bank of New York Downloads
  4. The Money Market Fund Liquidity Facility
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2019

  1. Endogenous Leverage and Default in the Laboratory
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads
  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. 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 (2)
  2. 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. Money Market Funds and the New SEC Regulation
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. The use of collateral in bilateral repurchase and securities lending agreements
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
    See also Journal Article in Review of Economic Dynamics (2019)

2016

  1. Borrowing, Lending, and Swapping Collateral in GCF Repo®
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. 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. Informational contagion in the laboratory
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
  3. The Eurodollar Market in the United States
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. The FR 2420 Data Collection: A New Base for the Fed Funds Rate
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  5. 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
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (5)
    Liberty Street Economics, Federal Reserve Bank of New York (2014) Downloads

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
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)
    Also in Staff Reports, Federal Reserve Bank of New York (2012) Downloads View citations (11)

2008

  1. Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals
    WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London Downloads View citations (2)
    Also in IMF Working Papers, International Monetary Fund (2008) Downloads View citations (10)

    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. 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)

2006

  1. Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence
    WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London Downloads View citations (1)

2005

  1. Herd Behavior in a Laboratory Financial Market
    Experimental, University Library of Munich, Germany Downloads View citations (81)
    See also Journal Article in American Economic Review (2005)

Journal Articles

2019

  1. The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements
    Review of Economic Dynamics, 2019, 33, 228-249 Downloads
    See also Working Paper (2017)

2014

  1. Estimating a Structural Model of Herd Behavior in Financial Markets
    American Economic Review, 2014, 104, (1), 224-51 Downloads View citations (10)
    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 (2)
  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 (22)
    See also Working Paper (2007)

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 (5)

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 (33)
    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 (62)
  2. Transaction costs and informational cascades in financial markets
    Journal of Economic Behavior & Organization, 2008, 68, (3-4), 581-592 Downloads View citations (20)

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 (94)
    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

 
Page updated 2020-05-31