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 1 3 6 64
Anatomy of the Bank Runs in March 2023 0 0 0 3 6 10 15 20
Are Economic Values Transmitted from Parents to Children? 0 0 1 19 7 10 12 61
Bank Regulation and Monetary Policy: The Role of Non-Bank Financial Institutions 0 0 1 13 4 8 10 27
Banks’ Balance-Sheet Costs and ON RRP Investment 0 0 1 11 5 7 10 35
Borrowing, Lending, and Swapping Collateral in GCF Repo® 0 0 0 3 3 4 4 14
COVID Response: The Money Market Mutual Fund Facility 0 0 0 14 6 10 15 48
Discount Window Stigma After the Global Financial Crisis 0 0 0 3 8 10 15 20
Discount Window Stigma After the Global Financial Crisis 0 0 0 0 1 1 5 6
Dropping Like a Stone: ON RRP Take-up in the Second Half of 2023 0 0 1 3 2 2 4 7
Endogenous Leverage and Default in the Laboratory 0 0 0 14 1 2 4 27
Endogenous Leverage and Default in the Laboratory 0 0 0 21 1 4 5 57
Estimating a Structural Model of Herd Behavior in Financial Markets 0 0 0 85 4 5 6 235
Estimating a structural model of herd behavior in financial markets 0 0 3 91 3 7 12 333
Financial Sanctions, SWIFT, and the Architecture of the International Payments System 1 1 3 40 5 9 21 68
Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation 0 0 1 14 4 8 12 25
Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation 0 0 0 33 2 5 8 107
Financial transaction taxes and the informational efficiency of financial markets: a structural estimation 0 0 0 17 6 8 10 59
Gates, Fees, and Preemptive Runs 0 0 0 2 0 4 6 26
Gates, Fees, and Preemptive Runs 0 0 0 8 3 4 6 62
Gates, fees, and preemptive runs 0 0 0 14 6 9 11 291
Herd Behavior and Contagion in Financial Markets 0 0 0 116 3 8 16 433
Herd Behavior in Financial Markets 1 1 3 40 9 9 12 106
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 0 45 4 5 12 291
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 1 120 6 12 18 325
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 1 199 4 9 13 389
Herd Behavior in a Laboratory Financial Market 0 0 0 549 2 3 6 1,233
How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too 1 1 3 21 6 9 12 57
Informational contagion in the laboratory 0 0 0 26 3 5 7 95
Informational contagion in the laboratory 0 0 0 21 6 8 9 126
Introducing the Revised Broad Treasuries Financing Rate 0 0 0 11 2 3 4 13
Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates 0 0 0 1 3 5 5 53
Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform 0 1 1 13 3 10 11 47
Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform 0 0 0 14 3 5 9 96
Leverage and Asset Prices: An Experiment 0 0 0 23 3 7 8 50
Leverage and Asset Prices: An Experiment 0 0 0 16 5 7 10 209
Leverage and asset prices: an experiment 0 0 0 25 2 3 4 154
Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children 0 0 0 37 4 5 7 279
Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children 0 0 0 137 3 6 8 611
Mitigating the Risk of Runs on Uninsured Deposits: the Minimum Balance at Risk 0 0 0 32 4 5 8 58
Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update 0 1 12 35 3 12 33 83
Monetary Policy and Money Market Funds in Europe 0 0 2 27 2 3 8 35
Money Market Funds and Systemic Risk 0 0 0 17 2 6 7 36
Money Market Funds and the New SEC Regulation 0 1 1 27 4 7 9 76
Money market funds intermediation, bank instability, and contagion 0 0 1 83 5 9 15 177
Municipal Debt Markets and the COVID-19 Pandemic 0 1 1 80 1 6 8 230
Noncognitive Skills at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 16 25 29 33 44
Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry 0 0 0 9 4 4 7 36
Pricing Liquidity without Preemptive Runs 1 1 1 8 1 1 2 26
Reserves and Where to Find Them 0 0 8 8 4 5 9 9
Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 24 4 10 10 81
Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 1 50 6 10 14 159
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 1 5 16 5 19 31 48
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 12 12 8 14 25 25
Selected Deposits and the OBFR 0 0 0 27 3 8 14 108
Sophisticated and Unsophisticated Runs 0 0 0 10 7 12 21 66
Sophisticated and Unsophisticated Runs 0 0 0 7 7 13 17 37
Stablecoins and Crypto Shocks 1 1 1 19 5 9 10 18
Stablecoins and Crypto Shocks: An Update 2 4 28 28 5 13 37 37
Strategic Sophistication and Trading Profits: An Experiment with Professional Traders 0 0 1 18 4 15 20 58
The Eurodollar Market in the United States 0 0 0 52 5 15 19 133
The FR 2420 Data Collection: A New Base for the Fed Funds Rate 0 0 1 22 7 10 14 117
The Federal Reserve’s Two Key Rates: Similar but Not the Same? 0 0 0 14 2 4 4 13
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 1 41 9 16 19 106
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 1 15 3 4 6 39
The Flash Crash, Two Years On 0 1 1 3 6 9 11 31
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 0 2 2 18
The Market Events of Mid-September 2019 0 0 1 24 3 4 11 70
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 4 7 20
The Money Market Fund Liquidity Facility 0 0 0 42 1 4 4 83
The New Overnight Bank Funding Rate 0 0 1 36 5 16 84 297
The Premium for Money-Like Assets 0 0 0 6 1 1 1 36
The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors 0 0 0 25 4 5 5 46
The U.S. Bilateral Repo Market: Lessons from a New Survey 0 0 0 27 2 2 2 101
The market events of mid-September 2019 0 0 1 5 2 4 9 29
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 4 6 7 100
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 3 8 12 208
The use of collateral in bilateral repurchase and securities lending agreements 0 0 1 57 4 6 9 148
Tracing Bank Runs in Real Time 1 1 3 7 5 10 19 33
Tracing Bank Runs in Real Time 0 0 0 8 7 11 18 21
Trading by Professional Traders: An Experiment 0 0 1 16 5 15 25 87
Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence 0 0 0 54 4 5 6 235
Transaction costs and informational cascades in financial markets: Theory and experimental evidence 0 0 0 106 3 4 7 380
Treasury Bill Supply and ON RRP Investment 0 1 1 2 4 8 11 16
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 0 6 6 7 10 26
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 101 2 4 7 381
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 69 2 5 8 292
Why Dealers Trade in GCF Repo® 0 0 0 3 3 3 5 19
Total Working Papers 8 17 108 3,198 360 651 1,048 10,691


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 3 7 11 126
Anatomy of the Bank Runs in March 2023 0 0 1 2 2 2 3 4
Collateral Constraints and the Law of One Price: An Experiment 0 0 0 22 1 1 6 108
Estimating a Structural Model of Herd Behavior in Financial Markets 0 0 3 120 4 6 13 399
Financial contagion in the laboratory: The cross-market rebalancing channel 0 0 0 26 5 9 11 123
Herd Behavior and Contagion in Financial Markets 1 1 3 155 6 17 34 507
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 1 237 5 9 16 992
Herd Behavior in a Laboratory Financial Market 0 0 0 196 5 9 14 623
Informational Contagion in the Laboratory 0 0 0 9 4 5 7 63
Like mother like son? Experimental evidence on the transmission of values from parents to children 0 0 0 38 3 5 9 315
Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach 0 0 0 44 2 3 6 162
The Market Events of Mid-September 2019 0 3 3 7 6 15 34 71
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 1 11 0 2 7 63
The Money Market Mutual Fund Liquidity Facility 0 0 0 4 4 12 18 30
The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements 0 0 0 73 6 9 20 292
Transaction costs and informational cascades in financial markets 0 1 1 44 11 17 18 164
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 55 5 9 11 327
Total Journal Articles 1 5 15 1,074 72 137 238 4,369


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 25 2 2 6 92
Total Software Items 0 0 1 25 2 2 6 92


Statistics updated 2026-02-12