Cecilia Caglio

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

13

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18

Scholarly Papers (13)

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1.

Going Public Abroad

Downloads 688 ( 53,556)
Citation 8

Going Public Abroad

Number of pages: 48 Posted: 19 Mar 2010 Last Revised: 19 Jun 2013
Cecilia Caglio, Kathleen Weiss Hanley and Jennifer Marietta-Westberg
Board of Governors of the Federal Reserve System, Lehigh University - College of Business and U.S. Securities and Exchange Commission
Downloads 570 (67,324)
Citation 9

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IPO, competitiveness, foreign listing, cross-listing

Going Public Abroad

FEDS Working Paper No. 2013-68
Number of pages: 49 Posted: 06 Nov 2013
Cecilia Caglio, Kathleen Weiss Hanley and Jennifer Marietta-Westberg
Board of Governors of the Federal Reserve System, Lehigh University - College of Business and U.S. Securities and Exchange Commission
Downloads 118 (325,307)
Citation 4

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IPO, cross listing

2.

Order Submission Strategies and Information: Empirical Evidence from the NYSE

EFA 2003 Annual Conference Paper No. 875, FAME Research Paper No. 146
Number of pages: 57 Posted: 06 Aug 2003
Alessandro Beber and Cecilia Caglio
Cass Business School and Board of Governors of the Federal Reserve System
Downloads 463 (87,889)
Citation 1

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Order Aggressiveness, Informed Trading, Order Flow

3.

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
Viktoria Baklanova, Cecilia Caglio, Marco Cipriani and Adam M. Copeland
Securities and Exchange Commissions, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 157 (260,160)
Citation 6

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repo, securities lending, adverse selection, haircut

4.

Equity Trading and the Allocation of Market Data Revenue

FEDS Working Paper No. 2012-65
Number of pages: 47 Posted: 01 Jan 2013
Cecilia Caglio and Stewart Mayhew
Board of Governors of the Federal Reserve System and Cornerstone Research
Downloads 88 (392,333)
Citation 1

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Equity market, Exchange revenue, Trade size

5.

A Pilot Survey of Agent Securities Lending Activity

Downloads 84 (403,437)
Citation 1

A Pilot Survey of Agent Securities Lending Activity

OFR WP 16-08
Number of pages: 19 Posted: 25 Aug 2016
Viktoria Baklanova, Cecilia Caglio, Frank M. Keane and R. Burt Porter
Securities and Exchange Commissions, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York and Iowa State University
Downloads 49 (538,126)
Citation 2

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A Pilot Survey of Agent Securities Lending Activity

FRB of NY Staff Report No. 790
Number of pages: 19 Posted: 25 Aug 2016 Last Revised: 11 Nov 2017
Viktoria Baklanova, Cecilia Caglio, Frank M. Keane and Burt Porter
Securities and Exchange Commissions, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York and Securities and Exchange Commission
Downloads 35 (613,422)

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securities lending, repo, systemic risk

6.

Half-Full or Half-Empty? Financial Institutions, CDS Use, and Corporate Credit Risk

FEDS Working Paper No. 2018-47
Number of pages: 63 Posted: 23 Jul 2018 Last Revised: 21 Feb 2019
Cecilia Caglio, Matthew Darst and Eric Parolin
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Office of Financial Research
Downloads 54 (506,771)
Citation 3

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7.

The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis

FRB of New York Staff Report No. 969
Number of pages: 44 Posted: 26 May 2021
Cecilia Caglio, Adam M. Copeland and Antoine Martin
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Federal Reserve Bank of New York - Research and Statistics
Downloads 49 (528,532)

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broker-dealers, shadow banking, liquidity risk, repo market

8.

What Does it Take to List Abroad? The Role of Global Underwriters

FEDS Working Paper No. 2016-41
Number of pages: 41 Posted: 09 May 2016 Last Revised: 21 Sep 2016
Cecilia Caglio, Kathleen Weiss Hanley and Jennifer Marietta-Westberg
Board of Governors of the Federal Reserve System, Lehigh University - College of Business and U.S. Securities and Exchange Commission
Downloads 45 (547,087)

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9.

Competition Among Exchanges and Enforcement Policy

IMF Working Paper No. 13/37
Number of pages: 32 Posted: 22 Feb 2013
Andrea Pescatori and Cecilia Caglio
Federal Reserve Bank of Cleveland and Board of Governors of the Federal Reserve System
Downloads 38 (582,490)

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Enforcement Policy, Financial Regulation, Securities Industry, Self-Regulatory Organizations, Stock Exchanges, market surveillance

10.

Risk-Taking and Monetary Policy Transmission: Evidence from Loans to Smes and Large Firms

Downloads 6 (829,167)

Risk-Taking and Monetary Policy Transmission: Evidence from Loans to Smes and Large Firms

NBER Working Paper No. w28685
Number of pages: 56 Posted: 19 Apr 2021 Last Revised: 19 May 2022
Cecilia Caglio, Matthew Darst and Ṣebnem Kalemli-Özcan
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of Maryland
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Risk-Taking and Monetary Policy Transmission: Evidence from Loans to SMEs and Large Firms

CEPR Discussion Paper No. DP17175
Number of pages: 57 Posted: 27 May 2022
Cecilia Caglio, Matthew Darst and Ṣebnem Kalemli-Özcan
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of Maryland
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11.

Synthetic Etfs

FEDS Notes No. 2017-08-10
Posted: 09 Jul 2021
Sirio Aramonte, Cecilia Caglio and Erin Troland
affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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12.

Synthetic ETFs

FEDS Notes No. 2017-08-10 https://doi.org/10.17016/2380-7172.2028
Posted: 16 Oct 2017
Sirio Aramonte, Cecilia Caglio and Tugkan Tuzun
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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13.

A Look Under the Hood: How Banks Use Credit Default Swaps

FEDS Notes No. 2016-12-22-1 https://doi.org/10.17016/2380-7172.1865
Posted: 22 Oct 2016
Cecilia Caglio, R. Matthew Darst and Eric Parolin
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Office of Financial Research

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