Access Statistics for Marco Cipriani

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet 0 0 0 33 0 1 3 59
Anatomy of the Bank Runs in March 2023 0 0 3 3 0 3 8 8
Are Economic Values Transmitted from Parents to Children? 0 0 0 18 0 0 0 49
Banks’ Balance-Sheet Costs and ON RRP Investment 0 0 0 10 0 1 4 26
Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP 0 0 1 12 0 1 5 18
Borrowing, Lending, and Swapping Collateral in GCF Repo® 0 0 0 3 0 0 0 10
COVID Response: The Money Market Mutual Fund Facility 0 0 1 14 0 1 2 34
Discount Window Stigma After the Global Financial Crisis 0 0 3 3 0 4 9 9
Discount Window Stigma After the Global Financial Crisis 0 0 0 0 0 2 3 3
Dropping Like a Stone: ON RRP Take-up in the Second Half of 2023 0 0 1 2 0 0 1 3
Endogenous Leverage and Default in the Laboratory 0 0 0 14 0 0 0 23
Endogenous Leverage and Default in the Laboratory 0 0 0 21 0 0 0 52
Estimating a Structural Model of Herd Behavior in Financial Markets 0 0 0 85 0 0 0 229
Estimating a structural model of herd behavior in financial markets 0 0 1 88 0 1 3 322
Financial Sanctions, SWIFT, and the Architecture of the International Payments System 1 1 6 38 3 3 13 50
Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation 0 0 0 13 0 1 2 14
Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation 0 0 0 33 1 1 1 100
Financial transaction taxes and the informational efficiency of financial markets: a structural estimation 0 0 0 17 0 1 2 50
Gates, Fees, and Preemptive Runs 0 0 0 2 1 1 1 21
Gates, Fees, and Preemptive Runs 0 0 0 8 0 1 1 57
Gates, fees, and preemptive runs 0 0 0 14 0 2 11 282
Herd Behavior and Contagion in Financial Markets 0 0 1 116 1 1 5 418
Herd Behavior in Financial Markets 0 2 10 39 0 2 19 96
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 0 45 1 2 7 281
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 0 119 0 2 5 309
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 0 198 0 1 3 377
Herd Behavior in a Laboratory Financial Market 0 0 0 549 1 2 3 1,229
How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too 0 0 0 18 0 1 1 46
Informational contagion in the laboratory 0 0 0 26 0 0 1 88
Informational contagion in the laboratory 0 0 0 21 0 1 2 118
Introducing the Revised Broad Treasuries Financing Rate 0 0 0 11 0 1 1 10
Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates 0 0 0 1 0 0 4 48
Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform 0 0 0 12 0 0 0 36
Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform 0 0 0 14 0 0 1 87
Leverage and Asset Prices: An Experiment 0 0 0 23 0 0 1 42
Leverage and Asset Prices: An Experiment 0 0 0 16 0 1 2 200
Leverage and asset prices: an experiment 0 0 0 25 0 0 1 150
Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children 0 0 0 37 0 0 0 272
Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children 0 0 0 137 0 0 1 603
Mitigating the Risk of Runs on Uninsured Deposits: the Minimum Balance at Risk 0 0 0 32 0 1 4 51
Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update 1 6 12 29 1 8 22 58
Monetary Policy and Money Market Funds in Europe 1 1 21 26 1 3 14 30
Money Market Funds and Systemic Risk 0 0 0 17 0 1 2 30
Money Market Funds and the New SEC Regulation 0 0 0 26 0 1 2 68
Money market funds intermediation, bank instability, and contagion 0 0 0 82 1 1 1 163
Municipal Debt Markets and the COVID-19 Pandemic 0 0 0 79 0 0 0 222
Noncognitive Skills at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 16 0 1 2 12
Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry 0 0 0 9 0 1 3 30
Pricing Liquidity without Preemptive Runs 0 0 0 7 0 0 1 24
Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students 0 1 1 50 0 2 6 147
Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 24 0 0 9 71
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 0 11 0 0 2 17
Selected Deposits and the OBFR 0 0 2 27 0 1 12 95
Sophisticated and Unsophisticated Runs 0 0 0 10 1 1 8 46
Sophisticated and Unsophisticated Runs 0 0 0 7 0 2 2 22
Stablecoins and Crypto Shocks 0 0 7 18 0 0 4 8
Stablecoins and Crypto Shocks: An Update 0 0 0 0 4 4 4 4
Strategic Sophistication and Trading Profits: An Experiment with Professional Traders 0 0 0 17 0 3 12 41
The Eurodollar Market in the United States 0 0 1 52 1 3 8 117
The FR 2420 Data Collection: A New Base for the Fed Funds Rate 0 0 1 21 0 1 3 104
The Federal Reserve’s Two Key Rates: Similar but Not the Same? 0 0 2 14 0 0 4 9
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 2 40 0 1 10 88
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 1 1 15 0 2 2 35
The Flash Crash, Two Years On 0 0 0 2 0 0 0 20
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 0 0 0 16
The Market Events of Mid-September 2019 0 0 0 23 2 3 4 62
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 1 2 2 15
The Money Market Fund Liquidity Facility 0 0 0 42 0 0 1 79
The New Overnight Bank Funding Rate 0 1 3 36 12 16 39 229
The Premium for Money-Like Assets 0 0 1 6 0 0 2 35
The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors 0 0 1 25 0 0 3 41
The U.S. Bilateral Repo Market: Lessons from a New Survey 0 0 0 27 0 0 3 99
The market events of mid-September 2019 1 1 1 5 3 4 6 24
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 1 2 3 198
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 0 0 93
The use of collateral in bilateral repurchase and securities lending agreements 0 0 0 56 0 0 1 139
Tracing Bank Runs in Real Time 0 0 4 4 2 3 17 17
Tracing Bank Runs in Real Time 0 0 8 8 0 3 6 6
Trading by Professional Traders: An Experiment 0 0 1 15 3 3 5 65
Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence 0 0 0 54 0 1 3 230
Transaction costs and informational cascades in financial markets: Theory and experimental evidence 0 0 0 106 0 0 2 373
Treasury Bill Supply and ON RRP Investment 0 0 0 1 0 1 4 6
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 1 6 0 1 3 17
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 1 69 0 2 3 286
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 1 101 1 2 4 376
Why Dealers Trade in GCF Repo® 0 0 0 3 0 1 3 15
Total Working Papers 4 14 99 3,104 42 119 377 9,762


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to experimental analysis: trading in a laboratory financial market 1 1 1 30 1 1 4 116
Anatomy of the Bank Runs in March 2023 0 0 1 1 0 0 1 1
Collateral Constraints and the Law of One Price: An Experiment 0 0 1 22 0 2 5 104
Estimating a Structural Model of Herd Behavior in Financial Markets 1 2 5 119 1 3 10 389
Financial contagion in the laboratory: The cross-market rebalancing channel 0 0 0 26 0 1 4 113
Herd Behavior and Contagion in Financial Markets 1 1 4 153 3 10 21 483
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 1 1 1 237 4 4 14 980
Herd Behavior in a Laboratory Financial Market 0 0 3 196 1 3 7 612
Informational Contagion in the Laboratory 0 0 0 9 0 0 0 56
Like mother like son? Experimental evidence on the transmission of values from parents to children 0 0 0 38 0 1 2 307
Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach 0 0 0 44 0 1 1 157
The Market Events of Mid-September 2019 0 0 0 4 1 2 10 39
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 1 1 1 11 1 1 1 57
The Money Market Mutual Fund Liquidity Facility 0 0 1 4 1 2 4 14
The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements 0 0 2 73 0 1 16 273
Transaction costs and informational cascades in financial markets 0 0 1 43 0 0 2 146
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 55 0 0 0 316
Total Journal Articles 5 6 21 1,065 13 32 102 4,163


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements" 0 0 0 24 0 2 3 88
Total Software Items 0 0 0 24 0 2 3 88


Statistics updated 2025-05-12