Working Papers

Money Market Funds Intermediation, Bank Instability, and Contagion
With Antoine Martin and Bruno M. Parigi
Federal Reserve Bank of New York Staff Reports, 599,  February 2013

The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds
With Patrick E. McCabe, Michael Holscher, and Antoine Martin
Federal Reserve Bank of New York Staff Reports, 564,  July 2012

Estimating a Structural Model of Herd Behavior in Financial Markets
With Antonio Guarino
Federal Reserve Bank of New York Staff Reports, 561, May 2012

Leverage and Asset Prices: An Experiment
With Ana Fostel, and Daniel Hauser
Federal Reserve Bank of New York Staff Reports, 548, February 2012

Marco Cipriani's CV

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.