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 3 8 67
Anatomy of the Bank Runs in March 2023 0 0 0 3 3 3 15 23
Are Economic Values Transmitted from Parents to Children? 0 0 1 19 5 6 18 67
Bank Regulation and Monetary Policy: The Role of Non-Bank Financial Institutions 0 0 1 13 4 9 18 36
Banks’ Balance-Sheet Costs and ON RRP Investment 0 0 1 11 7 8 17 43
Borrowing, Lending, and Swapping Collateral in GCF Repo® 0 0 0 3 3 4 8 18
COVID Response: The Money Market Mutual Fund Facility 0 0 0 14 7 10 24 58
Discount Window Stigma After the Global Financial Crisis 0 0 0 0 3 5 8 11
Discount Window Stigma After the Global Financial Crisis 0 0 0 3 8 12 23 32
Dropping Like a Stone: ON RRP Take-up in the Second Half of 2023 0 0 1 3 2 3 7 10
Endogenous Leverage and Default in the Laboratory 0 0 0 21 1 5 10 62
Endogenous Leverage and Default in the Laboratory 0 0 0 14 3 8 12 35
Estimating a Structural Model of Herd Behavior in Financial Markets 0 0 0 85 1 1 7 236
Estimating a structural model of herd behavior in financial markets 0 0 3 91 3 11 22 344
Financial Sanctions, SWIFT, and the Architecture of the International Payments System 0 0 2 40 9 21 39 89
Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation 0 0 1 14 2 3 14 28
Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation 0 0 0 33 0 2 9 109
Financial transaction taxes and the informational efficiency of financial markets: a structural estimation 0 0 0 17 1 6 15 65
Gates, Fees, and Preemptive Runs 0 0 0 8 2 2 7 64
Gates, Fees, and Preemptive Runs 0 0 0 2 5 6 11 32
Gates, fees, and preemptive runs 0 0 0 14 4 4 13 295
Herd Behavior and Contagion in Financial Markets 0 0 0 116 2 6 21 439
Herd Behavior in Financial Markets 0 1 2 41 4 10 20 116
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 1 120 1 2 18 327
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 1 199 2 4 16 393
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 0 45 3 6 16 297
Herd Behavior in a Laboratory Financial Market 0 0 0 549 0 3 7 1,236
How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too 0 0 3 21 1 2 13 59
Informational contagion in the laboratory 0 0 0 26 2 2 9 97
Informational contagion in the laboratory 0 0 0 21 8 10 18 136
Introducing the Revised Broad Treasuries Financing Rate 0 0 0 11 6 9 12 22
Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates 0 0 0 1 6 12 17 65
Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform 0 0 1 13 3 3 14 50
Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform 0 0 0 14 2 5 14 101
Leverage and Asset Prices: An Experiment 0 0 0 16 1 1 10 210
Leverage and Asset Prices: An Experiment 0 0 0 23 2 2 10 52
Leverage and asset prices: an experiment 0 0 0 25 2 8 12 162
Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children 0 0 0 137 0 5 13 616
Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children 0 0 0 37 1 6 13 285
Mitigating the Risk of Runs on Uninsured Deposits: the Minimum Balance at Risk 0 2 2 34 2 5 12 63
Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update 0 3 9 38 5 10 35 93
Monetary Policy and Money Market Funds in Europe 0 0 1 27 1 7 12 42
Money Market Funds and Systemic Risk 0 0 0 17 2 5 11 41
Money Market Funds and the New SEC Regulation 0 0 1 27 1 4 12 80
Money market funds intermediation, bank instability, and contagion 0 0 1 83 3 8 22 185
Municipal Debt Markets and the COVID-19 Pandemic 0 0 1 80 1 2 10 232
Noncognitive Skills at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 16 2 38 70 82
Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry 0 0 0 9 5 6 12 42
Pricing Liquidity without Preemptive Runs 0 0 1 8 0 1 3 27
Reserves and Where to Find Them 0 0 8 8 3 4 13 13
Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 24 0 4 14 85
Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students 0 0 0 50 4 5 17 164
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 2 10 2 6 32 59
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 2 3 8 19 14 26 57 74
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 0 3 4 7 29 36
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 1 13 13 8 15 40 40
Runs on Stablecoins 0 0 3 27 1 4 18 39
Selected Deposits and the OBFR 0 0 0 27 7 12 25 120
Sophisticated and Unsophisticated Runs 0 1 1 8 0 7 22 44
Sophisticated and Unsophisticated Runs 0 0 0 10 3 7 27 73
Stablecoins and Crypto Shocks 0 0 1 19 0 2 12 20
Stablecoins and Crypto Shocks: An Update 0 0 28 28 1 4 37 41
Strategic Sophistication and Trading Profits: An Experiment with Professional Traders 0 1 2 19 4 16 33 74
The Eurodollar Market in the United States 0 1 1 53 4 22 38 155
The FR 2420 Data Collection: A New Base for the Fed Funds Rate 0 0 1 22 2 7 20 124
The Federal Reserve’s Two Key Rates: Similar but Not the Same? 0 0 0 14 0 3 7 16
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 1 41 4 7 25 113
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 15 0 3 7 42
The Flash Crash, Two Years On 0 0 1 3 1 5 16 36
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 1 3 5 21
The Market Events of Mid-September 2019 0 0 1 24 5 8 16 78
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 3 3 8 23
The Money Market Fund Liquidity Facility 0 0 0 42 1 1 5 84
The New Overnight Bank Funding Rate 0 0 0 36 10 22 90 319
The Premium for Money-Like Assets 0 0 0 6 7 10 11 46
The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors 0 0 0 25 1 6 11 52
The U.S. Bilateral Repo Market: Lessons from a New Survey 0 0 0 27 0 1 3 102
The market events of mid-September 2019 0 0 0 5 2 4 9 33
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 1 8 101
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 2 5 15 213
The use of collateral in bilateral repurchase and securities lending agreements 0 0 1 57 1 5 14 153
Tracing Bank Runs in Real Time 0 0 3 7 9 13 29 46
Tracing Bank Runs in Real Time 0 0 0 8 4 5 20 26
Trading by Professional Traders: An Experiment 0 0 1 16 6 13 35 100
Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence 0 0 0 54 0 1 6 236
Transaction costs and informational cascades in financial markets: Theory and experimental evidence 0 0 0 106 2 11 18 391
Treasury Bill Supply and ON RRP Investment 0 0 1 2 1 3 13 19
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 1 1 7 7 18 27 44
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 101 4 5 10 386
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 69 5 5 11 297
Why Dealers Trade in GCF Repo® 0 0 0 3 2 3 7 22
Total Working Papers 2 14 113 3,252 276 626 1,617 11,434


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 3 11 21 137
Anatomy of the Bank Runs in March 2023 0 0 1 2 2 4 7 8
Collateral Constraints and the Law of One Price: An Experiment 0 0 0 22 1 3 7 111
Estimating a Structural Model of Herd Behavior in Financial Markets 0 0 1 120 1 1 11 400
Financial contagion in the laboratory: The cross-market rebalancing channel 0 0 0 26 6 7 17 130
Herd Behavior and Contagion in Financial Markets 0 0 2 155 7 18 42 525
Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals 0 0 0 237 2 6 18 998
Herd Behavior in a Laboratory Financial Market 0 0 0 196 2 2 13 625
Informational Contagion in the Laboratory 0 0 0 9 2 3 10 66
Like mother like son? Experimental evidence on the transmission of values from parents to children 0 0 0 38 0 1 9 316
Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach 0 0 0 44 3 3 8 165
The Market Events of Mid-September 2019 0 0 3 7 2 6 38 77
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 0 11 1 2 8 65
The Money Market Mutual Fund Liquidity Facility 0 0 0 4 4 9 25 39
The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements 0 0 0 73 7 8 27 300
Transaction costs and informational cascades in financial markets 0 0 1 44 5 6 24 170
Volatility in International Financial Market Issuance: The Role of the Financial Center 0 0 0 55 3 4 15 331
Total Journal Articles 0 0 9 1,074 51 94 300 4,463


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 3 5 9 97
Total Software Items 0 1 2 26 3 5 9 97


Statistics updated 2026-05-06