Marco Cipriani

Marco Cipriani

Senior Economist
Money and Payments Studies Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone 212 720 6662
marco.cipriani@ny.frb.org


PUBLICATIONS

Portfolio Rebalancing and Financial Contagion: An Experimental Analysis
with G. Gardenal and A. Guarino
Journal of Banking and Finance, Forthcoming

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 forthcoming.

Estimating a Structural Model of Herd Behavior in Financial Markets
With A. Guarino
American Economic Review, Forthcoming

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, Forthcoming

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

Marco Cipriani's CVPDFThe 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.