Cecilia Parlatore
Personal Details
First Name: | Cecilia |
Middle Name: | |
Last Name: | Parlatore |
Suffix: | |
RePEc Short-ID: | ppa1555 |
[This author has chosen not to make the email address public] | |
http://ceciliaparlatore.com/ | |
Terminal Degree: | 2014 Stern School of Business; New York University (NYU) (from RePEc Genealogy) |
Affiliation
(5%) Centre for Economic Policy Research (CEPR)
London, United Kingdomhttp://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)
(90%) Department of Economics
New York University (NYU)
New York City, New York (United States)http://econ.as.nyu.edu
RePEc:edi:denyuus (more details at EDIRC)
(5%) National Bureau of Economic Research (NBER)
Cambridge, Massachusetts (United States)http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Acharya, Viral & Parlatore Siritto, Cecilia & Sundaresan, Suresh, 2022.
"Financing Infrastructure in the Shadow of Expropriation,"
CEPR Discussion Papers
15288, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Cecilia Parlatore & Suresh Sundaresan, 2022. "Financing Infrastructure in the Shadow of Expropriation," NBER Working Papers 30131, National Bureau of Economic Research, Inc.
- Parlatore Siritto, Cecilia & Philippon, Thomas, 2022.
"Designing Stress Scenarios,"
CEPR Discussion Papers
17145, C.E.P.R. Discussion Papers.
- Cecilia Parlatore, 2018. "Designing Stress Scenarios," 2018 Meeting Papers 1090, Society for Economic Dynamics.
- Cecilia Parlatore & Thomas Philippon, 2022. "Designing Stress Scenarios," NBER Working Papers 29901, National Bureau of Economic Research, Inc.
- Dávila, Eduardo & Graves, Daniel & Parlatore Siritto, Cecilia, 2022.
"The Value of Arbitrage,"
CEPR Discussion Papers
17016, C.E.P.R. Discussion Papers.
- Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2024. "The Value of Arbitrage," Journal of Political Economy, University of Chicago Press, vol. 132(6), pages 1947-1993.
- Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2022. "The Value of Arbitrage," Cowles Foundation Discussion Papers 2322, Cowles Foundation for Research in Economics, Yale University.
- Eduardo Dávila & Daniel D. Graves & Cecilia Parlatore, 2022. "The Value of Arbitrage," NBER Working Papers 29744, National Bureau of Economic Research, Inc.
- Kristian S. Blickle & Cecilia Parlatore & Anthony Saunders, 2021.
"Specialization in Banking,"
Staff Reports
967, Federal Reserve Bank of New York.
- Kristian Blickle & Cecilia Parlatore & Anthony Saunders, 2023. "Specialization in Banking," NBER Working Papers 31077, National Bureau of Economic Research, Inc.
- Eduardo Dávila & Cecilia Parlatore, 2019.
"Volatility and Informativeness,"
NBER Working Papers
25433, National Bureau of Economic Research, Inc.
- Dávila, Eduardo & Parlatore, Cecilia, 2023. "Volatility and informativeness," Journal of Financial Economics, Elsevier, vol. 147(3), pages 550-572.
- Eduardo Dávila & Cecilia Parlatore, 2019.
"Trading Costs and Informational Efficiency,"
NBER Working Papers
25662, National Bureau of Economic Research, Inc.
- Eduardo Dávila & Cecilia Parlatore, 2021. "Trading Costs and Informational Efficiency," Journal of Finance, American Finance Association, vol. 76(3), pages 1471-1539, June.
- Cecilia Parlatore & Eduardo Davila, 2016. "Trading Costs and Informational Efficiency," 2016 Meeting Papers 494, Society for Economic Dynamics.
- Eduardo Dávila & Cecilia Parlatore, 2018. "Identifying Price Informativeness," NBER Working Papers 25210, National Bureau of Economic Research, Inc.
- Cecilia Parlatore & Eduardo Davila, 2017. "Price Informativeness and Price Volatility," 2017 Meeting Papers 1401, Society for Economic Dynamics.
- Babus, Ana & Parlatore Siritto, Cecilia, 2016.
"Strategic Fragmented Markets,"
CEPR Discussion Papers
11591, C.E.P.R. Discussion Papers.
- Babus, Ana & Parlatore, Cecilia, 2022. "Strategic fragmented markets," Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
- Cecilia Parlatore & Ana Babus, 2016. "Strategic Fragmented Markets," 2016 Meeting Papers 1582, Society for Economic Dynamics.
- Ana Babus & Cecilia Parlatore, 2021. "Strategic Fragmented Markets," NBER Working Papers 28729, National Bureau of Economic Research, Inc.
- Parlatore, Cecilia, 2015.
"Fragility in money marketfunds: sponsor support and regulation,"
Working Paper Series
1772, European Central Bank.
- Parlatore, Cecilia, 2016. "Fragility in money market funds: Sponsor support and regulation," Journal of Financial Economics, Elsevier, vol. 121(3), pages 595-623.
- Cecilia Parlatore & Ana Babus, 2015. "Information Asymmetry and Market Fragmentation," 2015 Meeting Papers 1306, Society for Economic Dynamics.
- Cecilia Parlatore Siritto, 2014. "Transparency and Bank runs," 2014 Meeting Papers 1251, Society for Economic Dynamics.
- Cecilia Parlatore Siritto & Ana Babus, 2014. "Where to Trade: OTC vs Exchanges," 2014 Meeting Papers 1100, Society for Economic Dynamics.
- Cecilia Parlatore Siritto, 2013. "The Regulation of Money Market Funds: Adding Discipline to the Policy Debate," 2013 Meeting Papers 102, Society for Economic Dynamics.
- Cecilia Parlatore Siritto, 2012. "Equilibrium Collateral Constraints," 2012 Meeting Papers 492, Society for Economic Dynamics.
- Martin Besfamille & Cecilia Parlatore Siritto, 2009.
"Modernization of Tax Administrations and Optimal Fiscal Policies,"
Department of Economics Working Papers
2009-07, Universidad Torcuato Di Tella.
- Martin Besfamille & Cecilia Parlatore Siritto, 2009. "Modernization of Tax Administrations and Optimal Fiscal Policies," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 11(6), pages 897-926, December.
Articles
- Dávila, Eduardo & Parlatore, Cecilia, 2023.
"Volatility and informativeness,"
Journal of Financial Economics, Elsevier, vol. 147(3), pages 550-572.
- Eduardo Dávila & Cecilia Parlatore, 2019. "Volatility and Informativeness," NBER Working Papers 25433, National Bureau of Economic Research, Inc.
- Babus, Ana & Parlatore, Cecilia, 2022.
"Strategic fragmented markets,"
Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
- Cecilia Parlatore & Ana Babus, 2016. "Strategic Fragmented Markets," 2016 Meeting Papers 1582, Society for Economic Dynamics.
- Ana Babus & Cecilia Parlatore, 2021. "Strategic Fragmented Markets," NBER Working Papers 28729, National Bureau of Economic Research, Inc.
- Babus, Ana & Parlatore Siritto, Cecilia, 2016. "Strategic Fragmented Markets," CEPR Discussion Papers 11591, C.E.P.R. Discussion Papers.
- Eduardo Dávila & Cecilia Parlatore, 2021.
"Trading Costs and Informational Efficiency,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1471-1539, June.
- Eduardo Dávila & Cecilia Parlatore, 2019. "Trading Costs and Informational Efficiency," NBER Working Papers 25662, National Bureau of Economic Research, Inc.
- Cecilia Parlatore & Eduardo Davila, 2016. "Trading Costs and Informational Efficiency," 2016 Meeting Papers 494, Society for Economic Dynamics.
- Parlatore, Cecilia, 2019. "Collateralizing liquidity," Journal of Financial Economics, Elsevier, vol. 131(2), pages 299-322.
- Parlatore, Cecilia, 2016.
"Fragility in money market funds: Sponsor support and regulation,"
Journal of Financial Economics, Elsevier, vol. 121(3), pages 595-623.
- Parlatore, Cecilia, 2015. "Fragility in money marketfunds: sponsor support and regulation," Working Paper Series 1772, European Central Bank.
- Martin Besfamille & Cecilia Parlatore Siritto, 2009.
"Modernization of Tax Administrations and Optimal Fiscal Policies,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 11(6), pages 897-926, December.
- Martin Besfamille & Cecilia Parlatore Siritto, 2009. "Modernization of Tax Administrations and Optimal Fiscal Policies," Department of Economics Working Papers 2009-07, Universidad Torcuato Di Tella.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Parlatore Siritto, Cecilia & Philippon, Thomas, 2022.
"Designing Stress Scenarios,"
CEPR Discussion Papers
17145, C.E.P.R. Discussion Papers.
- Cecilia Parlatore, 2018. "Designing Stress Scenarios," 2018 Meeting Papers 1090, Society for Economic Dynamics.
- Cecilia Parlatore & Thomas Philippon, 2022. "Designing Stress Scenarios," NBER Working Papers 29901, National Bureau of Economic Research, Inc.
Cited by:
- Paul Glasserman & Mike Li, 2022. "Should Bank Stress Tests Be Fair?," Papers 2207.13319, arXiv.org, revised May 2023.
- Kristian S. Blickle & Cecilia Parlatore & Anthony Saunders, 2021.
"Specialization in Banking,"
Staff Reports
967, Federal Reserve Bank of New York.
- Kristian Blickle & Cecilia Parlatore & Anthony Saunders, 2023. "Specialization in Banking," NBER Working Papers 31077, National Bureau of Economic Research, Inc.
Cited by:
- Aldasoro, Inaki & Doerr, Sebastian & Zhou, Haonan, 2024.
"Non-bank lending during crises,"
CEPR Discussion Papers
18989, C.E.P.R. Discussion Papers.
- Iñaki Aldasoro & Sebastian Doerr & Haonan Zhou, 2023. "Non-bank lending during crises," BIS Working Papers 1074, Bank for International Settlements.
- Hyeyoon Jung & João A. C. Santos & Lee Seltzer, 2023. "U.S. Banks’ Exposures to Climate Transition Risks," Staff Reports 1058, Federal Reserve Bank of New York.
- Goedde-Menke, Michael & Ingermann, Peter-Hendrik, 2024. "Loan officer specialization and credit defaults," Journal of Banking & Finance, Elsevier, vol. 161(C).
- Di, Wenhua & Pattison, Nathaniel, 2023. "Industry Specialization and Small Business Lending," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Bednarek, Peter & Dinger, Valeriya & Schultz, Alison & von Westernhagen, Natalja, 2023. "Banks of a feather: The informational advantage of being alike," Discussion Papers 09/2023, Deutsche Bundesbank.
- Bernardo P. Marques & Carlos F. Alves, 2024. "Heterogeneity of business models and banking sector resilience," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(3), pages 256-271, September.
- Müller, Isabella & Nguyen, Huyen & Nguyen, Trang, 2024. "Carbon transition risk and corporate loan securitization," IWH Discussion Papers 22/2022, Halle Institute for Economic Research (IWH), revised 2024.
- Camelia Minoiu & Rebecca Zarutskie & Andrei Zlate, 2021. "Motivating Banks to Lend? Credit Spillover Effects of the Main Street Lending Program," Finance and Economics Discussion Series 2021-078, Board of Governors of the Federal Reserve System (U.S.).
- Eduardo Dávila & Cecilia Parlatore, 2019.
"Volatility and Informativeness,"
NBER Working Papers
25433, National Bureau of Economic Research, Inc.
- Dávila, Eduardo & Parlatore, Cecilia, 2023. "Volatility and informativeness," Journal of Financial Economics, Elsevier, vol. 147(3), pages 550-572.
Cited by:
- Pérez-Rodríguez, Jorge V. & Gómez-Déniz, Emilio & Sosvilla-Rivero, Simón, 2021. "Testing unobserved market heterogeneity in financial markets: The case of Banco Popular," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 151-160.
- Jorge Pérez-Rodríguez & Emilio Gómez-Déniza & Simón Sosvilla-Rivero, 2019. "“Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular”," IREA Working Papers 201907, University of Barcelona, Research Institute of Applied Economics, revised Apr 2019.
- Dammak, Wael & Hamad, Salah Ben & de Peretti, Christian & Eleuch, Hichem, 2023. "Pricing of European currency options considering the dynamic information costs," Global Finance Journal, Elsevier, vol. 58(C).
- Zhou, Dong-hai & Liu, Xiao-xing, 2023. "Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Eduardo Dávila & Cecilia Parlatore, 2019.
"Trading Costs and Informational Efficiency,"
NBER Working Papers
25662, National Bureau of Economic Research, Inc.
- Eduardo Dávila & Cecilia Parlatore, 2021. "Trading Costs and Informational Efficiency," Journal of Finance, American Finance Association, vol. 76(3), pages 1471-1539, June.
- Cecilia Parlatore & Eduardo Davila, 2016. "Trading Costs and Informational Efficiency," 2016 Meeting Papers 494, Society for Economic Dynamics.
Cited by:
- Ana Babus & Cecilia Parlatore, 2021.
"Strategic Fragmented Markets,"
NBER Working Papers
28729, National Bureau of Economic Research, Inc.
- Cecilia Parlatore & Ana Babus, 2016. "Strategic Fragmented Markets," 2016 Meeting Papers 1582, Society for Economic Dynamics.
- Babus, Ana & Parlatore, Cecilia, 2022. "Strategic fragmented markets," Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
- Babus, Ana & Parlatore Siritto, Cecilia, 2016. "Strategic Fragmented Markets," CEPR Discussion Papers 11591, C.E.P.R. Discussion Papers.
- Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2021.
"Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation,"
Staff Reports
993, Federal Reserve Bank of New York.
- Antonio Guarino & Andreas Uthemann & Marco Cipriani, 2015. "Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation," 2015 Meeting Papers 1165, Society for Economic Dynamics.
- Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," CEPR Discussion Papers 17238, C.E.P.R. Discussion Papers.
- Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2019. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," CeMMAP working papers CWP07/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial transaction taxes and the informational efficiency of financial markets: A structural estimation," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1044-1072.
- Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2019. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," LSE Research Online Documents on Economics 118905, London School of Economics and Political Science, LSE Library.
- Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," LSE Research Online Documents on Economics 115664, London School of Economics and Political Science, LSE Library.
- Eduardo Dávila, 2020.
"Optimal Financial Transaction Taxes,"
NBER Working Papers
27826, National Bureau of Economic Research, Inc.
- Eduardo Davila, 2014. "Optimal Financial Transaction Taxes," 2014 Meeting Papers 114, Society for Economic Dynamics.
- Eduardo Dávila, 2023. "Optimal Financial Transaction Taxes," Journal of Finance, American Finance Association, vol. 78(1), pages 5-61, February.
- Sirnes Espen, 2022. "Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy," Review of Economics, De Gruyter, vol. 73(1), pages 57-77, April.
- Maryam Farboodi & Laura Veldkamp, 2017. "Long Run Growth of Financial Technology," NBER Working Papers 23457, National Bureau of Economic Research, Inc.
- Marc Baudry & Anouk Faure & Simon Quemin, 2020.
"Emissions Trading with Transaction Costs,"
Working Papers
2020.16, FAERE - French Association of Environmental and Resource Economists.
- Anouk Faure & Marc Baudry & Simon Quemin, 2020. "Emissions Trading with Transaction Costs," Working Papers hal-04159716, HAL.
- Marc Baudry & Anouk Faure & Simon Quemin, 2020. "Emissions Trading with Transaction Costs," Working Papers 2007, Chaire Economie du climat.
- Marc Baudry & Anouk Faure & Simon Quemin, 2021. "Emissions trading with transaction costs," Post-Print hal-03210325, HAL.
- Baudry, Marc & Faure, Anouk & Quemin, Simon, 2021. "Emissions trading with transaction costs," LSE Research Online Documents on Economics 114321, London School of Economics and Political Science, LSE Library.
- Baudry, Marc & Faure, Anouk & Quemin, Simon, 2021. "Emissions trading with transaction costs," Journal of Environmental Economics and Management, Elsevier, vol. 108(C).
- Anouk Faure & Marc Baudry & Simon Quemin, 2020. "Emissions Trading with Transaction Costs," EconomiX Working Papers 2020-19, University of Paris Nanterre, EconomiX.
- Tobias Dieler & Sonny Biswas & Giacomo Calzolari & Fabio Castiglionesi, 2023. "Asset Trade, Real Investment, and a Tilting Financial Transaction Tax," Management Science, INFORMS, vol. 69(4), pages 2401-2424, April.
- María Nieves López-García & Miguel Angel Sánchez-Granero & Juan Evangelista Trinidad-Segovia & Antonio Manuel Puertas & Francisco Javier De las Nieves, 2021. "Volatility Co-Movement in Stock Markets," Mathematics, MDPI, vol. 9(6), pages 1-19, March.
- Maogang Tang & Silu Cheng & Wenqing Guo & Weibiao Ma & Fengxia Hu, 2023. "Relationship between carbon emission trading schemes and companies’ total factor productivity: evidence from listed companies in China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 11735-11767, October.
- Zhao, Lu & Wang, Liang & Luo, Ronghua, 2024. "Mutual fund tournaments: State-dependent risk taking with transaction costs," Emerging Markets Review, Elsevier, vol. 59(C).
- Michael J. Fleming & Giang Nguyen & Francisco Ruela, 2019.
"Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market,"
Staff Reports
886, Federal Reserve Bank of New York.
- Michael Fleming & Giang Nguyen & Francisco Ruela, 2024. "Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market," Management Science, INFORMS, vol. 70(1), pages 332-354, January.
- Jordi Mondria & Xavier Vives & Liyan Yang, 2022.
"Costly Interpretation of Asset Prices,"
Management Science, INFORMS, vol. 68(1), pages 52-74, January.
- Vives, Xavier & Yang, Liyan & Mondria, Jordi, 2017. "Costly Interpretation of Asset Prices," CEPR Discussion Papers 12360, C.E.P.R. Discussion Papers.
- Dávila, Eduardo & Parlatore, Cecilia, 2023.
"Volatility and informativeness,"
Journal of Financial Economics, Elsevier, vol. 147(3), pages 550-572.
- Eduardo Dávila & Cecilia Parlatore, 2019. "Volatility and Informativeness," NBER Working Papers 25433, National Bureau of Economic Research, Inc.
- Huang, Shiyang & Qiu, Zhigang & Yang, Liyan, 2020. "Institutionalization, delegation, and asset prices," Journal of Economic Theory, Elsevier, vol. 186(C).
- Veldkamp, Laura & Farboodi, Maryam, 2018. "Long Run Growth of Financial Data Technology," CEPR Discussion Papers 13278, C.E.P.R. Discussion Papers.
- Xu, Weijun & Pan, Shiliang & Ji, Yucheng & Zhao, Qi, 2023. "Public disclosure with information sharing in financial market," Finance Research Letters, Elsevier, vol. 53(C).
- Coles, Jeffrey L. & Heath, Davidson & Ringgenberg, Matthew C., 2022. "On index investing," Journal of Financial Economics, Elsevier, vol. 145(3), pages 665-683.
- Maryam Farboodi & Laura Veldkamp, 2018. "Long Run Growth of Financial Data Technology," Working Papers 18-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Eduardo Dávila & Cecilia Parlatore, 2018.
"Identifying Price Informativeness,"
NBER Working Papers
25210, National Bureau of Economic Research, Inc.
Cited by:
- Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2020. "Where Has All the Data Gone?," NBER Working Papers 26927, National Bureau of Economic Research, Inc.
- Gholampour, Vahid, 2022. "Exchange rates and information about future fundamentals," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Nicolae Gârleanu & Lasse Heje Pedersen, 2022. "Active and Passive Investing: Understanding Samuelson’s Dictum [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(2), pages 389-446.
- Eduardo Dávila & Cecilia Parlatore, 2019.
"Trading Costs and Informational Efficiency,"
NBER Working Papers
25662, National Bureau of Economic Research, Inc.
- Eduardo Dávila & Cecilia Parlatore, 2021. "Trading Costs and Informational Efficiency," Journal of Finance, American Finance Association, vol. 76(3), pages 1471-1539, June.
- Cecilia Parlatore & Eduardo Davila, 2016. "Trading Costs and Informational Efficiency," 2016 Meeting Papers 494, Society for Economic Dynamics.
- Dávila, Eduardo & Parlatore, Cecilia, 2023.
"Volatility and informativeness,"
Journal of Financial Economics, Elsevier, vol. 147(3), pages 550-572.
- Eduardo Dávila & Cecilia Parlatore, 2019. "Volatility and Informativeness," NBER Working Papers 25433, National Bureau of Economic Research, Inc.
- Deqiu Chen & Yujing Ma & Xiumin Martin & Roni Michaely, 2020.
"On the Fast Track: Information Acquisition Costs and Information Production,"
Swiss Finance Institute Research Paper Series
20-14, Swiss Finance Institute.
- Chen, Deqiu & Ma, Yujing & Martin, Xiumin & Michaely, Roni, 2022. "On the fast track: Information acquisition costs and information production," Journal of Financial Economics, Elsevier, vol. 143(2), pages 794-823.
- Laura Veldkamp, 2023. "Valuing Data as an Asset," Review of Finance, European Finance Association, vol. 27(5), pages 1545-1562.
- Babus, Ana & Parlatore Siritto, Cecilia, 2016.
"Strategic Fragmented Markets,"
CEPR Discussion Papers
11591, C.E.P.R. Discussion Papers.
- Babus, Ana & Parlatore, Cecilia, 2022. "Strategic fragmented markets," Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
- Cecilia Parlatore & Ana Babus, 2016. "Strategic Fragmented Markets," 2016 Meeting Papers 1582, Society for Economic Dynamics.
- Ana Babus & Cecilia Parlatore, 2021. "Strategic Fragmented Markets," NBER Working Papers 28729, National Bureau of Economic Research, Inc.
Cited by:
- Ana Babus & Kinda Cheryl Hachem, 2019.
"Markets for Financial Innovation,"
NBER Working Papers
25477, National Bureau of Economic Research, Inc.
- Babus, Ana & Hachem, Kinda, 2019. "Markets for Financial Innovation," CEPR Discussion Papers 13457, C.E.P.R. Discussion Papers.
- Babus, Ana & Hachem, Kinda, 2023. "Markets for financial innovation," Journal of Economic Theory, Elsevier, vol. 208(C).
- Ana Babus & Kinda Hachem, 2018. "Markets for Financial Innovation," 2018 Meeting Papers 355, Society for Economic Dynamics.
- Laura Veldkamp & David Lucca & Nina Boyarchenko, 2017.
"Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets,"
2017 Meeting Papers
808, Society for Economic Dynamics.
- Veldkamp, Laura & Boyarchenko, Nina & Lucca, David, 2016. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," CEPR Discussion Papers 11518, C.E.P.R. Discussion Papers.
- Nina Boyarchenko & David O. Lucca & Laura Veldkamp, 2016. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," NBER Working Papers 22461, National Bureau of Economic Research, Inc.
- Marzena Rostek & Ji Hee Yoon, 2021. "Exchange Design and Efficiency," Econometrica, Econometric Society, vol. 89(6), pages 2887-2928, November.
- Baldauf, Markus & Mollner, Joshua & Yueshen, Bart Zhou, 2024. "Siphoned apart: A portfolio perspective on order flow segmentation," Journal of Financial Economics, Elsevier, vol. 154(C).
- Sarah Draus, 2012. "Market Power on Exchanges: Linking Price Impact to Trading Fees," CSEF Working Papers 490, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Parlatore, Cecilia, 2015.
"Fragility in money marketfunds: sponsor support and regulation,"
Working Paper Series
1772, European Central Bank.
- Parlatore, Cecilia, 2016. "Fragility in money market funds: Sponsor support and regulation," Journal of Financial Economics, Elsevier, vol. 121(3), pages 595-623.
Cited by:
- König, Philipp J. & Pothier, David, 2018. "Safe but fragile: Information acquisition, sponsor support and shadow bank runs," Discussion Papers 15/2018, Deutsche Bundesbank.
- Gyoengyi Loranth & Anatoli Segura & Jing Zeng, 2022.
"Voluntary support and ring-fencing in cross-border banks,"
Temi di discussione (Economic working papers)
1373, Bank of Italy, Economic Research and International Relations Area.
- Loranth, Gyongyi & Segura, Anatoli & Zeng, Jing, 2022. "Voluntary Support and Ring-Fencing in Cross-border Banks," Working Paper Series 2688, European Central Bank.
- Ariah Klages-Mundt & Dominik Harz & Lewis Gudgeon & Jun-You Liu & Andreea Minca, 2020. "Stablecoins 2.0: Economic Foundations and Risk-based Models," Papers 2006.12388, arXiv.org, revised Oct 2020.
- Anatoli Segura, 2017. "Why did sponsor banks rescue their SIVs?," Temi di discussione (Economic working papers) 1100, Bank of Italy, Economic Research and International Relations Area.
- Koenig, Philipp J. & Pothier, David, 2022. "Safe but fragile: Information acquisition, liquidity support and redemption runs," Journal of Financial Intermediation, Elsevier, vol. 52(C).
- Haghani Rizi, Majid & Kishor, N. Kundan, 2017.
"The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market,"
MPRA Paper
83471, University Library of Munich, Germany.
- Majid Haghani Rizi & N. Kundan Kishor & Hardik A. Marfatia, 2019. "The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market," The European Journal of Finance, Taylor & Francis Journals, vol. 25(5), pages 395-414, March.
- Igor Kravchuk, 2019. "Management of Investment Funds Financial Fragility," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 15(4), pages 17-32.
- Lugo, Stefano, 2023. "Cost of monitoring and risk taking in the money market funds industry," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Gabriele La Spada, 2015.
"Competition, reach for yield, and money market funds,"
Staff Reports
753, Federal Reserve Bank of New York.
- La Spada, Gabriele, 2018. "Competition, reach for yield, and money market funds," Journal of Financial Economics, Elsevier, vol. 129(1), pages 87-110.
- Ariah Klages‐Mundt & Andreea Minca, 2022. "While stability lasts: A stochastic model of noncustodial stablecoins," Mathematical Finance, Wiley Blackwell, vol. 32(4), pages 943-981, October.
- Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022.
"Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms,"
Staff Reports
1002, Federal Reserve Bank of New York.
- Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022. "Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms," Finance and Economics Discussion Series 2022-005, Board of Governors of the Federal Reserve System (U.S.).
- Luck, Stephan & Schempp, Paul, 2023. "Inefficient liquidity creation," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Segura, Anatoli & Zeng, Jing, 2020. "Off-balance sheet funding, voluntary support and investment efficiency," Journal of Financial Economics, Elsevier, vol. 137(1), pages 90-107.
- Ye Li & Simon Mayer & Simon Mayer, 2021. "Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking," CESifo Working Paper Series 9260, CESifo.
- Kim, Hugh Hoikwang, 2020. "Information spillover of bailouts," Journal of Financial Intermediation, Elsevier, vol. 43(C).
- Roy Havemann, 2018. "Can creditor bail-in trigger contagion? The experience of an emerging market," Working Papers 755, Economic Research Southern Africa.
- Stephen Morris & Hyun Song Shin, 2016.
"Risk Premium Shifts and Monetary Policy: A Coordination Approach,"
Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 5, pages 131-150,
Central Bank of Chile.
- Stephen Morris & Hyun Song Shin, 2015. "Risk Premium Shifts and Monetary Policy: A Coordination Approach," Working Papers 075_2016, Princeton University, Department of Economics, Econometric Research Program..
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016.
"Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises,"
International Finance Discussion Papers
1156, Board of Governors of the Federal Reserve System (U.S.).
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises," NBER Working Papers 21892, National Bureau of Economic Research, Inc.
- Gertler, M. & Kiyotaki, N. & Prestipino, A., 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1345-1425, Elsevier.
- Ivan, Miruna-Daniela & Banti, Chiara & Kellard, Neil, 2022. "Prime money market funds regulation, global liquidity, and the crude oil market," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Anatoli Segura, 2018. "Why Did Sponsor Banks Rescue Their SIVs? A Signaling Model of Rescues [Securitization without risk transfer]," Review of Finance, European Finance Association, vol. 22(2), pages 661-697.
- Linus Wilson, 2020. "Broken bucks: money funds that took taxpayer guarantees in 2008," Journal of Asset Management, Palgrave Macmillan, vol. 21(5), pages 375-392, September.
- Cecilia Parlatore Siritto, 2013.
"The Regulation of Money Market Funds: Adding Discipline to the Policy Debate,"
2013 Meeting Papers
102, Society for Economic Dynamics.
Cited by:
- Huberto M. Ennis, 2012. "Some theoretical considerations regarding net asset values for money market funds," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(4Q), pages 231-254.
- Martin Besfamille & Cecilia Parlatore Siritto, 2009.
"Modernization of Tax Administrations and Optimal Fiscal Policies,"
Department of Economics Working Papers
2009-07, Universidad Torcuato Di Tella.
- Martin Besfamille & Cecilia Parlatore Siritto, 2009. "Modernization of Tax Administrations and Optimal Fiscal Policies," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 11(6), pages 897-926, December.
Cited by:
- Maiti,Dibyendu & Khari,Bhavna, 2023. "Digitalisation, Governance and the Informal Sector," IDE Discussion Papers 898, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Martin Besfamille & Pablo Olmos, 2010. "Inspectors or Google Earth? Optimal fiscal policies under uncertain detection of evaders," Department of Economics Working Papers 2010-09, Universidad Torcuato Di Tella.
- Wrede, Matthias, 2013. "Rational choice of itemized deductions," FAU Discussion Papers in Economics 01/2013, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
Articles
- Dávila, Eduardo & Parlatore, Cecilia, 2023.
"Volatility and informativeness,"
Journal of Financial Economics, Elsevier, vol. 147(3), pages 550-572.
See citations under working paper version above.
- Eduardo Dávila & Cecilia Parlatore, 2019. "Volatility and Informativeness," NBER Working Papers 25433, National Bureau of Economic Research, Inc.
- Babus, Ana & Parlatore, Cecilia, 2022.
"Strategic fragmented markets,"
Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
See citations under working paper version above.
- Cecilia Parlatore & Ana Babus, 2016. "Strategic Fragmented Markets," 2016 Meeting Papers 1582, Society for Economic Dynamics.
- Ana Babus & Cecilia Parlatore, 2021. "Strategic Fragmented Markets," NBER Working Papers 28729, National Bureau of Economic Research, Inc.
- Babus, Ana & Parlatore Siritto, Cecilia, 2016. "Strategic Fragmented Markets," CEPR Discussion Papers 11591, C.E.P.R. Discussion Papers.
- Eduardo Dávila & Cecilia Parlatore, 2021.
"Trading Costs and Informational Efficiency,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1471-1539, June.
See citations under working paper version above.
- Eduardo Dávila & Cecilia Parlatore, 2019. "Trading Costs and Informational Efficiency," NBER Working Papers 25662, National Bureau of Economic Research, Inc.
- Cecilia Parlatore & Eduardo Davila, 2016. "Trading Costs and Informational Efficiency," 2016 Meeting Papers 494, Society for Economic Dynamics.
- Parlatore, Cecilia, 2019.
"Collateralizing liquidity,"
Journal of Financial Economics, Elsevier, vol. 131(2), pages 299-322.
Cited by:
- Kang, Kee-Youn, 2021. "Optimal contract for asset trades: Collateralizing or selling?," Journal of Financial Markets, Elsevier, vol. 56(C).
- Emre Ozdenoren & Kathy Yuan & Shengxing Zhang, 2023.
"Dynamic Asset-Backed Security Design,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 3282-3314.
- Ozdenoren, Emre & Yuan, Kathy & Zhang, Shengxing, 2022. "Dynamic asset-backed security design," LSE Research Online Documents on Economics 118859, London School of Economics and Political Science, LSE Library.
- Kazuya Suzuki & Kana Sasamoto, 2022. "Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets," Bank of Japan Working Paper Series 22-E-13, Bank of Japan.
- Tobias Dieler & Loriano Mancini & Norman Schürhoff, 2021.
"(In)efficient repo markets,"
Swiss Finance Institute Research Paper Series
21-10, Swiss Finance Institute.
- Schürhoff, Norman & Dieler, Tobias & Mancini, Loriano, 2021. "(In)efficient repo markets," CEPR Discussion Papers 15782, C.E.P.R. Discussion Papers.
- Dietrich, Diemo & Gehrig, Thomas, 2021.
"Speculative and precautionary demand for liquidity in competitive banking markets,"
LSE Research Online Documents on Economics
118869, London School of Economics and Political Science, LSE Library.
- Dietrich, Diemo & Gehrig, Thomas, 2021. "Speculative and Precautionary Demand for Liquidity in Competitive Banking Markets," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242347, Verein für Socialpolitik / German Economic Association.
- Dietrich, Diemo & Gehrig, Thomas, 2022. "Speculative and Precautionary Demand for Liquidity in Competitive Banking Markets," CEPR Discussion Papers 15827, C.E.P.R. Discussion Papers.
- Mathias Kruttli & Phillip Monin & Sumudu Watugala, 2019.
"The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks,"
Working Papers
19-03, Office of Financial Research, US Department of the Treasury.
- Kruttli, Mathias S. & Monin, Phillip J. & Watugala, Sumudu W., 2022. "The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks," Journal of Financial Economics, Elsevier, vol. 146(3), pages 965-988.
- Kazuhiro Takino, 2022. "The impact of non-cash collateralization on the over-the-counter derivatives markets," Review of Derivatives Research, Springer, vol. 25(2), pages 137-171, July.
- Parlatore, Cecilia, 2016.
"Fragility in money market funds: Sponsor support and regulation,"
Journal of Financial Economics, Elsevier, vol. 121(3), pages 595-623.
See citations under working paper version above.
- Parlatore, Cecilia, 2015. "Fragility in money marketfunds: sponsor support and regulation," Working Paper Series 1772, European Central Bank.
- Martin Besfamille & Cecilia Parlatore Siritto, 2009.
"Modernization of Tax Administrations and Optimal Fiscal Policies,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 11(6), pages 897-926, December.
See citations under working paper version above.
- Martin Besfamille & Cecilia Parlatore Siritto, 2009. "Modernization of Tax Administrations and Optimal Fiscal Policies," Department of Economics Working Papers 2009-07, Universidad Torcuato Di Tella.
More information
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This author is among the top 5% authors according to these criteria:- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MST: Market Microstructure (6) 2015-02-22 2015-11-21 2016-11-06 2016-12-04 2019-03-25 2021-05-10. Author is listed
- NEP-BAN: Banking (5) 2013-04-13 2021-05-24 2022-03-21 2022-05-02 2023-05-08. Author is listed
- NEP-CWA: Central and Western Asia (3) 2021-05-24 2022-02-28 2022-03-21
- NEP-MIC: Microeconomics (3) 2016-11-06 2016-12-04 2022-05-02
- NEP-CTA: Contract Theory and Applications (2) 2013-04-13 2022-07-18
- NEP-FMK: Financial Markets (2) 2019-01-28 2019-03-25
- NEP-PPM: Project, Program and Portfolio Management (2) 2021-05-24 2022-07-18
- NEP-RMG: Risk Management (2) 2018-10-01 2022-05-02
- NEP-ACC: Accounting and Auditing (1) 2009-09-26
- NEP-CFN: Corporate Finance (1) 2022-07-18
- NEP-DEM: Demographic Economics (1) 2022-07-18
- NEP-DGE: Dynamic General Equilibrium (1) 2013-04-13
- NEP-FDG: Financial Development and Growth (1) 2023-05-08
- NEP-GTH: Game Theory (1) 2021-05-10
- NEP-MON: Monetary Economics (1) 2015-06-05
- NEP-PBE: Public Economics (1) 2009-09-26
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