Marco Cipriani |
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Head of Money and Payments Studies |
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The Money Market Mutual Fund Liquidity Facility
With Kenechukwu Anadu, Ryan M. Craver, and Gabriele La Spada Federal Reserve Bank of New York Economic Policy Review, Volume 28 Number 1, June 2022 The Market Events of Mid-September 2019 With Gara Afonso, Adam Copeland, Anna Kovner, Gabriele La Spada, and Antoine Martin Federal Reserve Bank of New York Economic Policy Review, Volume 27 Number 2, August 2021 Investors’ Appetite for Money-Like Assets: The Money Market Fund Industry after the 2014 Regulatory Reform with G. La Spada Journal of Financial Economics, 140(1), April 2021, 250-269 Leverage and Asset Prices: An Experiment with A. Fostel and D. Houser Journal of Economic Behavior and Organization, 183, March 2021, 700-717 A New Survey of the U.S. Bilateral Repo Market: A Snapshot of Broker-Dealer Activity with V. Baklanova, C. Caglio, and A. Copeland Review of Economic Dynamics, 33, July 2019, 228-249 Collateral Constraints and the Law of One Price: An Experiment With A. Fostel and D. Houser Journal of Finance, 73(6), December 2018, 2757-2786 Informational Contagion in the Laboratory With A. Guarino, G. Guazzarotti, F. Tagliati, and S. Fischer Review of Finance, 22(3), May 2018, 877-904 Repo Market Functioning With members of the Study Group established by the CGFS (BIS) CGFS Paper 59, April 2017 Estimating a Structural Model of Herd Behavior in Financial Markets With A. Guarino American Economic Review, 104(1), January 2014, 224-51 Portfolio Rebalancing and Financial Contagion: An Experimental Analysis with G. Gardenal and A. Guarino Journal of Banking and Finance, 37(11), November 2013, 4310-4326 The Minimum Balance at Risk: a Proposal to Mitigate Systemic Risks Posed by Money Market Funds With P. McCabe, M. Holscher and A. Martin Brookings Papers on Economic Activity, Spring 2013 Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children With P. Giuliano and O. Jeanne Journal of Economic Behavior and Organization, 90, 100-111, June 2013 A Bayesian Approach to Experimental Analysis: Trading in a Laboratory Financial Market With A. Guarino and R. Costantini Review of Economic Design, 16(2), 175-191, September 2012 Herd Behavior in Financial Markets: A Field Experiment with Financial Market Professionals With A. Guarino Journal of the European Economic Association, vol. 7(1), 206-233, March 2009 Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence With A. Guarino Journal of Economic Behavior and Organization, 68(3-4), 581-592, December 2008 Herd Behavior and Contagion in Financial Markets With A. Guarino The B.E. Journal of Theoretical Economics (Contributions) , 8(1), Art. 24, October 2008 Volatility in International Financial Market Issuance: The Role of the Financial Center With G. Kaminsky Open Economies Review, 18(2), 157-176, April 2007 Herd Behavior in a Laboratory Financial Market With A. Guarino American Economic Review, 95(5), 1427-1443, December 2005 Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach With A. Guarino Journal of the European Economic Association, 3(2-3), 315-321, April-May 2005 Social Learning and Financial Crises With A. Guarino In Risk Measurement and Systemic Risk. Proceedings of the Third Joint Central Bank Research Conference, 77-83. Basel: Bank for International Settlements, 2002 The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System. |