Marco Cipriani

Federal Reserve Bank of New York

Senior Economics

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

12

DOWNLOADS
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SSRN RANKINGS

Top 22,673

in Total Papers Downloads

2,103

SSRN CITATIONS
Rank 3,542

SSRN RANKINGS

Top 3,542

in Total Papers Citations

120

CROSSREF CITATIONS

174

Scholarly Papers (12)

1.

Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals

IMF Working Paper No. 08/141
Number of pages: 30 Posted: 01 Jul 2008
Antonio Guarino and Marco Cipriani
University College London - Centre for Economic Learning and Social Evolution (ELSE) and Federal Reserve Bank of New York
Downloads 499 (56,057)
Citation 4

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Working Paper

Estimating a Structural Model of Herd Behavior in Financial Markets

FRB of New York Staff Report No. 561
Number of pages: 40 Posted: 09 Jun 2012
Marco Cipriani and Antonio Guarino
Federal Reserve Bank of New York and University College London - Centre for Economic Learning and Social Evolution (ELSE)
Downloads 235 (130,758)
Citation 1

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herd behavior, market microstructure, structural estimation

Estimating a Structural Model of Herd Behavior in Financial Markets

IMF Working Paper No. 10/288
Number of pages: 34 Posted: 01 Feb 2011
Antonio Guarino and Marco Cipriani
University College London - Centre for Economic Learning and Social Evolution (ELSE) and Federal Reserve Bank of New York
Downloads 186 (163,647)

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Asset prices, Capital markets, Economic models, Public information, Stock markets

Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence

ECB Working Paper No. 736
Number of pages: 53 Posted: 31 Mar 2007
Marco Cipriani and Antonio Guarino
Federal Reserve Bank of New York and University College London - Centre for Economic Learning and Social Evolution (ELSE)
Downloads 155 (192,207)

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Informational Cascades, Herd Behavior, Trade Costs, Tobin Tax

Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence

World Economy & Finance Research Programme Working Paper No. 0008
Number of pages: 38 Posted: 01 Nov 2006
Marco Cipriani and Antonio Guarino
Federal Reserve Bank of New York and University College London - Centre for Economic Learning and Social Evolution (ELSE)
Downloads 94 (280,523)
Citation 6

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Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children

IZA Discussion Paper No. 2768
Number of pages: 28 Posted: 07 May 2007
Marco Cipriani, Paola Giuliano and Olivier Jeanne
Federal Reserve Bank of New York, University of California, Los Angeles (UCLA) - Anderson School of Management and International Monetary Fund (IMF) - Research Department
Downloads 177 (171,214)

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culture, intergenerational transmission, public good games

Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children

CEPR Discussion Paper No. DP6305
Number of pages: 29 Posted: 23 May 2008
Marco Cipriani, Paola Giuliano and Olivier Jeanne
Federal Reserve Bank of New York, University of California, Los Angeles (UCLA) - Anderson School of Management and International Monetary Fund (IMF) - Research Department
Downloads 6 (640,985)
Citation 1
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culture, public goods game, values

5.

The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements

FRB of NY Staff Report No. 758
Number of pages: 58 Posted: 14 Jan 2016 Last Revised: 26 Oct 2017
Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 133 (217,368)

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repo, securities lending, adverse selection, haircut

Volatility in International Financial Market Issuance: The Role of the Financial Center

HKIMR Working Paper No. 21/2007, Open Economies Review, Vol. 18, No. 2, pp. 157-176, 2007
Number of pages: 27 Posted: 12 Feb 2008
Marco Cipriani and Graciela Kaminsky
Federal Reserve Bank of New York and National Bureau of Economic Research (NBER)
Downloads 94 (280,523)

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Volatility, Issuance, International Financial Markets

Volatility in International Financial Market Issuance: The Role of the Financial Center

NBER Working Paper No. w12587
Number of pages: 31 Posted: 17 Oct 2006 Last Revised: 21 Feb 2007
Marco Cipriani and Graciela Kaminsky
Federal Reserve Bank of New York and National Bureau of Economic Research (NBER)
Downloads 23 (525,270)

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7.
Downloads 116 (241,058)
Citation 1

Leverage and Asset Prices: An Experiment

GMU Working Paper in Economics No. 12-05
Number of pages: 38 Posted: 08 Feb 2012
Marco Cipriani, Ana Fostel and Daniel Houser
Federal Reserve Bank of New York, University of Virginia and George Mason University - Department of Economics
Downloads 78 (315,509)
Citation 2

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leverage, asset pricing, experimental economics

Leverage and Asset Prices: An Experiment

FRB of New York Staff Report No. 548
Number of pages: 38 Posted: 25 Feb 2012
Marco Cipriani, Ana Fostel and Daniel Houser
Federal Reserve Bank of New York, International Monetary Fund (IMF) and George Mason University - Department of Economics
Downloads 38 (445,980)
Citation 2

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leverage, asset pricing, experimental economics

8.

Investors’ Appetite for Money-Like Assets: The Money Market Fund Industry after the 2014 Regulatory Reform

FRB of NY Staff Report No. 816
Number of pages: 68 Posted: 20 Jun 2017
Marco Cipriani and Gabriele La Spada
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 90 (286,230)

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money-like assets, information sensitivity, money market funds, money market funds reform

9.

Money Market Funds Intermediation, Bank Instability, and Contagion

FRB of New York Staff Report No. #599
Number of pages: 31 Posted: 08 Feb 2013
Marco Cipriani, Antoine Martin and Bruno Maria Parigi
Federal Reserve Bank of New York, Federal Reserve Bank of New York - Research and Statistics and University of Padua - Department of Economics
Downloads 90 (286,230)

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money market funds, bank runs

The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds

Number of pages: 79 Posted: 20 Dec 2012
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Independent and Federal Reserve Bank of New York - Research and Statistics
Downloads 45 (416,907)
Citation 8

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money market funds, runs, redemption restrictions, systemic risk

The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds

FRB of New York Staff Report No. 564
Number of pages: 79 Posted: 09 Aug 2012
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Independent and Federal Reserve Bank of New York - Research and Statistics
Downloads 35 (459,329)
Citation 10

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money market funds, runs, redemption restrictions, systemic risk

11.
Downloads 70 (332,171)
Citation 53

Informational Contagion in the Laboratory

FRB of New York Staff Report No. 715
Number of pages: 62 Posted: 07 Mar 2015
Federal Reserve Bank of New York, University College London - Centre for Economic Learning and Social Evolution (ELSE), Bank of Italy, University College London and University of Newcastle - Economics
Downloads 33 (468,785)

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information contagion, laboratory experiment

Informational Contagion in the Laboratory

Bank of Italy Temi di Discussione (Working Paper) No. 1063
Number of pages: 75 Posted: 20 Oct 2016
Federal Reserve Bank of New York, University College London - Centre for Economic Learning and Social Evolution (ELSE), Bank of Italy, University College London and University of Newcastle - Economics
Downloads 23 (525,270)
Citation 53

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informational contagion, laboratory experiment

Informational Contagion in the Laboratory

FRB of New York Staff Report No. 715
Number of pages: 62 Posted: 18 Aug 2015
Federal Reserve Bank of New York, University College London - Centre for Economic Learning and Social Evolution (ELSE), Bank of Italy, University College London and University of Newcastle - Economics
Downloads 14 (584,501)

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information contagion, laboratory experiment

12.
Downloads 55 (375,312)
Citation 5

Gates, Fees, and Preemptive Runs

FRB of New York Staff Report No. 670
Number of pages: 18 Posted: 12 Apr 2014
Federal Reserve Bank of New York, Federal Reserve Bank of New York - Research and Statistics, Board of Governors of the Federal Reserve System and University of Padua - Department of Economics
Downloads 33 (468,785)
Citation 7

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runs, gates, fees, money market funds, banks

Gates, Fees, and Preemptive Runs

FEDS Working Paper No. 2014-30
Number of pages: 18 Posted: 09 May 2014
Federal Reserve Bank of New York, Federal Reserve Bank of New York - Research and Statistics, Board of Governors of the Federal Reserve System and University of Padua - Department of Economics
Downloads 22 (531,848)
Citation 7

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banks, money market funds, runs, preemptive runs, gates, fees