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 1 34 0 4 8 67
Anatomy of the Bank Runs in March 2023 0 0 0 3 0 6 12 20
Are Economic Values Transmitted from Parents to Children? 0 0 1 19 0 8 13 62
Bank Regulation and Monetary Policy: The Role of Non-Bank Financial Institutions 0 0 1 13 2 9 14 32
Banks’ Balance-Sheet Costs and ON RRP Investment 0 0 1 11 0 6 10 36
Borrowing, Lending, and Swapping Collateral in GCF Repo® 0 0 0 3 0 4 5 15
COVID Response: The Money Market Mutual Fund Facility 0 0 0 14 2 9 17 51
Discount Window Stigma After the Global Financial Crisis 0 0 0 0 0 3 5 8
Discount Window Stigma After the Global Financial Crisis 0 0 0 3 1 12 15 24
Dropping Like a Stone: ON RRP Take-up in the Second Half of 2023 0 0 1 3 0 3 5 8
Endogenous Leverage and Default in the Laboratory 0 0 0 14 4 6 9 32
Endogenous Leverage and Default in the Laboratory 0 0 0 21 1 5 9 61
Estimating a Structural Model of Herd Behavior in Financial Markets 0 0 0 85 0 4 6 235
Estimating a structural model of herd behavior in financial markets 0 0 3 91 3 11 19 341
Financial Sanctions, SWIFT, and the Architecture of the International Payments System 0 1 3 40 9 17 33 80
Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation 0 0 1 14 0 5 12 26
Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation 0 0 0 33 0 4 10 109
Financial transaction taxes and the informational efficiency of financial markets: a structural estimation 0 0 0 17 0 11 14 64
Gates, Fees, and Preemptive Runs 0 0 0 2 0 1 7 27
Gates, Fees, and Preemptive Runs 0 0 0 8 0 3 5 62
Gates, fees, and preemptive runs 0 0 0 14 0 6 9 291
Herd Behavior and Contagion in Financial Markets 0 0 0 116 2 7 20 437
Herd Behavior in Financial Markets 1 2 2 41 2 15 16 112
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 1 120 1 7 17 326
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 1 199 2 6 14 391
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 0 45 3 7 14 294
Herd Behavior in a Laboratory Financial Market 0 0 0 549 2 5 8 1,236
How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too 0 1 3 21 0 7 12 58
Informational contagion in the laboratory 0 0 0 26 0 3 7 95
Informational contagion in the laboratory 0 0 0 21 0 8 10 128
Introducing the Revised Broad Treasuries Financing Rate 0 0 0 11 1 5 6 16
Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates 0 0 0 1 0 9 11 59
Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform 0 0 1 13 0 3 11 47
Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform 0 0 0 14 2 6 12 99
Leverage and Asset Prices: An Experiment 0 0 0 23 0 3 8 50
Leverage and Asset Prices: An Experiment 0 0 0 16 0 5 9 209
Leverage and asset prices: an experiment 0 0 0 25 3 8 10 160
Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children 0 0 0 37 3 9 12 284
Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children 0 0 0 137 2 8 13 616
Mitigating the Risk of Runs on Uninsured Deposits: the Minimum Balance at Risk 0 2 2 34 0 7 10 61
Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update 1 3 10 38 2 8 31 88
Monetary Policy and Money Market Funds in Europe 0 0 2 27 1 8 12 41
Money Market Funds and Systemic Risk 0 0 0 17 0 5 9 39
Money Market Funds and the New SEC Regulation 0 0 1 27 2 7 11 79
Money market funds intermediation, bank instability, and contagion 0 0 1 83 1 10 20 182
Municipal Debt Markets and the COVID-19 Pandemic 0 0 1 80 0 2 9 231
Noncognitive Skills at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 16 11 61 68 80
Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry 0 0 0 9 0 5 7 37
Pricing Liquidity without Preemptive Runs 0 1 1 8 0 2 3 27
Reserves and Where to Find Them 0 0 8 8 0 5 10 10
Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 24 2 8 14 85
Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 50 0 7 13 160
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 0 3 2 10 27 32
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 1 6 17 7 17 43 60
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 1 13 13 4 15 32 32
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 1 2 10 1 9 32 57
Runs on Stablecoins 0 0 3 27 0 6 18 38
Selected Deposits and the OBFR 0 0 0 27 1 8 18 113
Sophisticated and Unsophisticated Runs 0 1 1 8 0 14 22 44
Sophisticated and Unsophisticated Runs 0 0 0 10 0 11 25 70
Stablecoins and Crypto Shocks 0 1 1 19 0 7 12 20
Stablecoins and Crypto Shocks: An Update 0 2 28 28 0 8 40 40
Strategic Sophistication and Trading Profits: An Experiment with Professional Traders 0 1 2 19 3 16 29 70
The Eurodollar Market in the United States 1 1 1 53 6 23 35 151
The FR 2420 Data Collection: A New Base for the Fed Funds Rate 0 0 1 22 2 12 18 122
The Federal Reserve’s Two Key Rates: Similar but Not the Same? 0 0 0 14 1 5 7 16
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 1 41 1 12 21 109
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 15 2 6 7 42
The Flash Crash, Two Years On 0 0 1 3 1 10 15 35
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 0 2 4 20
The Market Events of Mid-September 2019 0 0 1 24 1 6 13 73
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 0 6 20
The Money Market Fund Liquidity Facility 0 0 0 42 0 1 4 83
The New Overnight Bank Funding Rate 0 0 0 36 10 17 92 309
The Premium for Money-Like Assets 0 0 0 6 0 4 4 39
The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors 0 0 0 25 1 9 10 51
The U.S. Bilateral Repo Market: Lessons from a New Survey 0 0 0 27 0 3 3 102
The market events of mid-September 2019 0 0 1 5 0 4 10 31
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 1 6 14 211
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 5 8 101
The use of collateral in bilateral repurchase and securities lending agreements 0 0 1 57 1 8 13 152
Tracing Bank Runs in Real Time 0 1 3 7 3 9 22 37
Tracing Bank Runs in Real Time 0 0 0 8 1 8 16 22
Trading by Professional Traders: An Experiment 0 0 1 16 1 12 32 94
Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence 0 0 0 54 0 5 6 236
Transaction costs and informational cascades in financial markets: Theory and experimental evidence 0 0 0 106 2 12 16 389
Treasury Bill Supply and ON RRP Investment 0 0 1 2 0 6 12 18
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 1 1 7 7 17 20 37
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 69 0 2 6 292
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 101 0 3 7 382
Why Dealers Trade in GCF Repo® 0 0 0 3 0 4 5 20
Total Working Papers 3 21 115 3,250 123 725 1,388 11,158


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 2 31 2 11 19 134
Anatomy of the Bank Runs in March 2023 0 0 1 2 1 4 5 6
Collateral Constraints and the Law of One Price: An Experiment 0 0 0 22 1 3 6 110
Estimating a Structural Model of Herd Behavior in Financial Markets 0 0 2 120 0 4 11 399
Financial contagion in the laboratory: The cross-market rebalancing channel 0 0 0 26 0 6 11 124
Herd Behavior and Contagion in Financial Markets 0 1 3 155 5 17 38 518
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 1 237 1 9 20 996
Herd Behavior in a Laboratory Financial Market 0 0 0 196 0 5 12 623
Informational Contagion in the Laboratory 0 0 0 9 1 5 8 64
Like mother like son? Experimental evidence on the transmission of values from parents to children 0 0 0 38 0 4 9 316
Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach 0 0 0 44 0 2 5 162
The Market Events of Mid-September 2019 0 0 3 7 1 10 37 75
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 1 11 0 1 8 64
The Money Market Mutual Fund Liquidity Facility 0 0 0 4 2 9 22 35
The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements 0 0 0 73 1 7 20 293
Transaction costs and informational cascades in financial markets 0 0 1 44 0 12 19 165
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 55 0 6 12 328
Total Journal Articles 0 1 14 1,074 15 115 262 4,412


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 1 2 26 1 4 6 94
Total Software Items 0 1 2 26 1 4 6 94


Statistics updated 2026-04-09