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 34 1 4 14 74
Anatomy of the Bank Runs in March 2023 0 0 0 3 1 2 16 26
Are Economic Values Transmitted from Parents to Children? 0 0 1 19 0 0 17 67
Bank Regulation and Monetary Policy: The Role of Non-Bank Financial Institutions 0 0 0 13 1 1 19 38
Banks’ Balance-Sheet Costs and ON RRP Investment 0 0 0 11 0 1 19 47
Borrowing, Lending, and Swapping Collateral in GCF Repo® 0 0 0 3 1 2 10 20
COVID Response: The Money Market Mutual Fund Facility 0 0 0 14 0 1 24 59
Discount Window Stigma After the Global Financial Crisis 0 0 1 4 1 2 29 38
Discount Window Stigma After the Global Financial Crisis 0 0 0 0 1 4 14 17
Dropping Like a Stone: ON RRP Take-up in the Second Half of 2023 0 0 0 3 1 1 7 11
Endogenous Leverage and Default in the Laboratory 0 0 0 21 0 0 10 62
Endogenous Leverage and Default in the Laboratory 0 0 0 14 2 2 13 37
Estimating a Structural Model of Herd Behavior in Financial Markets 0 0 0 85 0 1 8 238
Estimating a structural model of herd behavior in financial markets 0 0 3 91 0 1 25 348
Financial Sanctions, SWIFT, and the Architecture of the International Payments System 1 1 3 41 2 7 47 100
Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation 0 0 0 14 1 1 14 30
Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation 0 0 0 33 0 0 10 110
Financial transaction taxes and the informational efficiency of financial markets: a structural estimation 0 0 0 17 1 1 16 66
Gates, Fees, and Preemptive Runs 0 0 0 2 1 1 11 33
Gates, Fees, and Preemptive Runs 0 0 0 8 0 1 7 65
Gates, fees, and preemptive runs 0 0 0 14 3 4 18 300
Herd Behavior and Contagion in Financial Markets 0 0 1 117 1 5 24 447
Herd Behavior in Financial Markets 0 0 2 41 1 2 23 120
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 0 120 1 1 17 330
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 0 199 1 3 18 397
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 0 45 1 1 13 298
Herd Behavior in a Laboratory Financial Market 0 0 0 549 0 2 8 1,238
How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too 0 0 2 21 0 0 12 59
Informational contagion in the laboratory 0 0 0 21 0 1 20 138
Informational contagion in the laboratory 0 0 0 26 0 0 9 97
Introducing the Revised Broad Treasuries Financing Rate 0 0 0 11 0 0 12 22
Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates 0 0 0 1 1 2 19 67
Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform 0 0 1 13 1 3 18 54
Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform 0 0 0 14 0 1 16 104
Leverage and Asset Prices: An Experiment 0 1 1 24 1 2 11 54
Leverage and Asset Prices: An Experiment 0 0 0 16 1 1 11 211
Leverage and asset prices: an experiment 0 0 0 25 0 0 11 162
Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children 0 0 0 37 2 2 15 287
Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children 0 0 0 137 5 6 19 622
Mitigating the Risk of Runs on Uninsured Deposits: the Minimum Balance at Risk 0 0 2 34 0 2 17 68
Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update 1 2 6 40 1 3 29 98
Monetary Policy and Money Market Funds in Europe 1 1 1 28 1 2 12 44
Money Market Funds and Systemic Risk 1 1 1 18 3 3 14 44
Money Market Funds and the New SEC Regulation 0 0 2 28 1 1 13 82
Money market funds intermediation, bank instability, and contagion 0 1 2 84 1 2 21 187
Municipal Debt Markets and the COVID-19 Pandemic 0 0 1 80 0 1 12 235
Noncognitive Skills at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 16 1 3 73 87
Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry 0 0 0 9 0 0 10 42
Pricing Liquidity without Preemptive Runs 0 0 1 8 0 0 4 29
Reserves and Where to Find Them 0 0 0 8 0 0 9 13
Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 50 1 2 18 166
Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 24 0 0 14 85
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 1 1 2 14 2 5 37 46
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 4 19 0 3 56 79
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 2 10 1 5 41 69
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 0 3 0 2 32 40
Runs on Stablecoins 0 1 4 28 3 4 22 44
Selected Deposits and the OBFR 0 0 0 27 1 8 29 128
Sophisticated and Unsophisticated Runs 1 1 1 11 4 4 29 77
Sophisticated and Unsophisticated Runs 0 0 1 8 1 1 23 45
Stablecoins and (Non)Crypto Shocks: A 2026 Update 6 6 6 6 4 4 4 4
Stablecoins and Crypto Shocks 0 0 1 19 1 1 12 21
Stablecoins and Crypto Shocks: An Update 0 0 4 28 1 7 32 49
Strategic Sophistication and Trading Profits: An Experiment with Professional Traders 0 0 1 19 0 3 35 77
The Eurodollar Market in the United States 0 0 1 53 1 1 41 159
The FR 2420 Data Collection: A New Base for the Fed Funds Rate 0 0 1 22 1 1 21 127
The Federal Reserve’s Two Key Rates: Similar but Not the Same? 0 0 0 14 1 1 8 17
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 0 41 0 2 26 115
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 15 1 1 9 44
The Flash Crash, Two Years On 0 0 2 4 1 1 18 38
The Fragility of an MMF-Intermediated Financial System 1 1 2 5 2 2 9 25
The Market Events of Mid-September 2019 0 0 0 24 0 0 14 78
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 0 9 24
The Money Market Fund Liquidity Facility 0 0 0 42 0 1 6 85
The New Overnight Bank Funding Rate 0 0 0 36 2 4 57 325
The Premium for Money-Like Assets 0 0 0 6 0 0 11 46
The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors 0 0 0 25 1 2 13 54
The U.S. Bilateral Repo Market: Lessons from a New Survey 0 0 0 27 0 0 4 103
The market events of mid-September 2019 1 1 1 6 2 3 11 36
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 1 2 17 216
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 1 1 9 102
The use of collateral in bilateral repurchase and securities lending agreements 0 0 0 57 0 1 13 154
Tracing Bank Runs in Real Time 0 0 0 8 3 6 26 33
Tracing Bank Runs in Real Time 0 0 2 7 1 3 32 52
Trading by Professional Traders: An Experiment 0 0 1 16 2 5 42 111
Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence 0 0 0 54 1 2 8 238
Transaction costs and informational cascades in financial markets: Theory and experimental evidence 0 0 0 106 0 0 18 393
Treasury Bill Supply and ON RRP Investment 0 1 2 3 0 1 13 21
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 1 7 7 9 39 58
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 69 2 2 13 299
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 101 0 2 12 388
Why Dealers Trade in GCF Repo® 0 0 0 3 0 0 8 23
Total Working Papers 14 19 70 3,276 90 188 1,729 11,716


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 0 0 1 31 0 0 20 137
Anatomy of the Bank Runs in March 2023 0 0 1 2 1 1 11 12
Collateral Constraints and the Law of One Price: An Experiment 0 0 1 23 1 1 7 114
Estimating a Structural Model of Herd Behavior in Financial Markets 0 0 0 120 1 6 14 406
Financial contagion in the laboratory: The cross-market rebalancing channel 0 0 0 26 0 0 19 132
Herd Behavior and Contagion in Financial Markets 0 0 1 155 0 2 44 531
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 0 237 0 3 23 1,004
Herd Behavior in a Laboratory Financial Market 0 0 0 196 0 2 14 628
Informational Contagion in the Laboratory 0 0 0 9 0 1 11 67
Like mother like son? Experimental evidence on the transmission of values from parents to children 0 0 0 38 1 2 13 320
Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach 0 0 0 44 0 0 6 165
The Market Events of Mid-September 2019 0 0 3 7 1 5 38 83
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 0 11 1 3 10 69
The Money Market Mutual Fund Liquidity Facility 0 0 0 4 2 4 28 44
The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements 0 0 0 73 2 4 28 306
Transaction costs and informational cascades in financial markets 0 0 1 44 0 1 24 171
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 55 0 0 15 331
Total Journal Articles 0 0 8 1,075 10 35 325 4,520


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 1 26 0 0 8 97
Total Software Items 0 0 1 26 0 0 8 97


Statistics updated 2026-09-10