Marco Macchiavelli

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

11

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986

CITATIONS

4

Scholarly Papers (11)

The Political Origin of Home Bias: The Case of Europe

Number of pages: 44 Posted: 11 Jul 2014 Last Revised: 22 Mar 2016
Filippo De Marco and Marco Macchiavelli
Bocconi University - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 306 (96,812)

Abstract:

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Banks-sovereign nexus, Home Bias, Political Connections, Bail-outs and government-owned banks, Board of Directors

The Political Origin of Home Bias: The Case of Europe

FEDS Working Paper No. 2016-060
Number of pages: 48 Posted: 08 Aug 2016
Filippo De Marco and Marco Macchiavelli
Bocconi University - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 41 (423,246)
Citation 2

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Banks-sovereign nexus, Home bias, Government-owned banks, Banks' recapitalization, Board of directors

The Information Sensitivity of Debt in Good and Bad Times

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 32 Posted: 26 May 2014 Last Revised: 21 Aug 2018
Emanuele Brancati and Marco Macchiavelli
LUISS Guido Carli University and Board of Governors of the Federal Reserve System
Downloads 127 (221,150)

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Financial Crisis, CDS Spreads, Information Sensitivity

Liquidity Regulation and Financial Intermediaries

Number of pages: 53 Posted: 29 May 2018 Last Revised: 19 Apr 2019
Marco Macchiavelli and Luke Pettit
Board of Governors of the Federal Reserve System and Federal Reserve Board of Governors
Downloads 138 (206,954)

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Broker-Dealers, Repos, Liquidity Coverage Ratio, Basel III

Liquidity Regulation and Financial Intermediaries

FEDS Working Paper No. 2018-084
Number of pages: 47 Posted: 10 Dec 2018 Last Revised: 21 Feb 2019
Marco Macchiavelli and Luke Pettit
Board of Governors of the Federal Reserve System and Federal Reserve Board of Governors
Downloads 21 (525,811)

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Basel III, Broker-dealers, Liquidity coverage ratio, Repurchase agreements

4.
Downloads 88 (284,024)
Citation 2

Endogenous Debt Maturity and Rollover Risk

FEDS Working Paper No. 2016-074
Number of pages: 55 Posted: 26 Sep 2016
Emanuele Brancati and Marco Macchiavelli
LUISS Guido Carli University and Board of Governors of the Federal Reserve System
Downloads 46 (403,969)

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Banks, Debt issuance, Financial crisis, Maturity structure, Rollover risk

Endogenous Debt Maturity and Rollover Risk

Financial Management, Forthcoming
Number of pages: 42 Posted: 15 Jun 2016 Last Revised: 22 Aug 2018
Emanuele Brancati and Marco Macchiavelli
LUISS Guido Carli University and Board of Governors of the Federal Reserve System
Downloads 42 (419,381)
Citation 2

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Banks, Maturity Shortening, Rollover Risk, Debt Issuance, Financial Crisis

Beyond Home Bias: Portfolio Holdings and Information Heterogeneity

Number of pages: 69 Posted: 06 Oct 2017 Last Revised: 16 Jul 2018
Filippo De Marco, Marco Macchiavelli and Rosen Valchev
Bocconi University - Department of Finance, Board of Governors of the Federal Reserve System and Boston College
Downloads 55 (372,677)

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Home bias, Information frictions, Portfolio choice, Banks

Beyond Home Bias: Portfolio Holdings and Information Heterogeneity

Number of pages: 69 Posted: 18 Dec 2017 Last Revised: 16 Jul 2018
Filippo De Marco, Marco Macchiavelli and Rosen Valchev
Bocconi University - Department of Finance, Board of Governors of the Federal Reserve System and Boston College
Downloads 21 (525,811)

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Home bias, Information frictions, Portfolio choice, Banks

6.

Funding Liquidity and Market Liquidity: The Broker-Dealer Perspective

Number of pages: 47 Posted: 10 Jan 2019 Last Revised: 18 Jun 2019
Marco Macchiavelli and Xing (Alex) Zhou
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 65 (337,957)

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funding liquidity, market liquidity, repos, broker-dealers, corporate bonds

7.

Interest on Reserves and Arbitrage in Post-Crisis Money Markets

FEDS Working Paper No. 2017-124
Number of pages: 29 Posted: 08 Jan 2018
Thomas Keating and Marco Macchiavelli
Government of the United States of America - Division of Monetary Affairs and Board of Governors of the Federal Reserve System
Downloads 39 (422,500)

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Arbitrage, Eurodollars, Fed funds, Interest on reserves, Monetary policy

8.

The Role of Dispersed Information in Pricing Default: Evidence from the Great Recession

FEDS Working Paper No. 2015-079, http://dx.doi.org/10.17016/FEDS.2015.079
Number of pages: 58 Posted: 27 Sep 2015 Last Revised: 24 Oct 2015
Emanuele Brancati and Marco Macchiavelli
LUISS Guido Carli University and Board of Governors of the Federal Reserve System
Downloads 28 (470,614)
Citation 1

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CDS Spread, Coordination Risk, Dispersed Information, Financial Crisis, Global Games

9.

Primary Dealers During the 2007-08 Crisis: Assessing Risks and Vulnerabilities

Number of pages: 46 Posted: 28 Oct 2018 Last Revised: 31 Jan 2019
Rajkamal Iyer and Marco Macchiavelli
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Board of Governors of the Federal Reserve System
Downloads 21 (508,816)

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Financial Intermediation, Primary Dealers, Financial Crisis, Repos

10.

Emergency Collateral Upgrades and the Broker of Last Resort

Number of pages: 40 Posted: 28 Aug 2018
Mark A. Carlson and Marco Macchiavelli
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 20 (514,459)

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Financial Crisis, Lender of Last Resort, Repo, Collateral, Dealers

11.

Emergency Collateral Upgrades

FEDS Working Paper No. 2018-078
Number of pages: 41 Posted: 27 Nov 2018 Last Revised: 21 Feb 2019
Mark A. Carlson and Marco Macchiavelli
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 16 (537,543)

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Financial crisis, Lender of last resort, Collateral, Dealers, Repo