Cecilia Caglio

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 27,729

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13

CROSSREF CITATIONS

19

Scholarly Papers (11)

1.
Downloads 681 ( 45,846)
Citation 8

Going Public Abroad

Number of pages: 48 Posted: 19 Mar 2010 Last Revised: 19 Jun 2013
Board of Governors of the Federal Reserve System, Lehigh University - College of Business and U.S. Securities and Exchange Commission
Downloads 565 (57,671)
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
Board of Governors of the Federal Reserve System, Lehigh University - College of Business and U.S. Securities and Exchange Commission
Downloads 116 (286,218)
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 449 (77,468)
Citation 3

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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
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 139 (248,751)
Citation 6

Abstract:

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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 81 (359,601)
Citation 1

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Equity market, Exchange revenue, Trade size

5.
Downloads 70 (390,465)
Citation 2

A Pilot Survey of Agent Securities Lending Activity

OFR WP 16-08
Number of pages: 19 Posted: 25 Aug 2016
Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York and Iowa State University
Downloads 41 (507,790)
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
Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York and Securities and Exchange Commission
Downloads 29 (572,936)

Abstract:

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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. 2018-047
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 50 (459,453)
Citation 3

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Bank lending, Credit default swaps, Risk management

7.

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

FEDS Working Paper No. 2016-041
Number of pages: 41 Posted: 09 May 2016
Board of Governors of the Federal Reserve System, Lehigh University - College of Business and U.S. Securities and Exchange Commission
Downloads 39 (506,634)

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IPO, globalization, proceeds, underwriter

8.

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 36 (520,728)

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

9.

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

NBER Working Paper No. w28685
Number of pages: 57 Posted: 19 Apr 2021 Last Revised: 24 Apr 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of Maryland
Downloads 3 (741,743)
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10.

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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11.

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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