Professional Experience

• • Economist

    Board of Governors of the Federal Reserve System

  • 2012 - present

• • Financial Economist

    U.S. Securities and Exchange Commission

  • 2008 - 2012

• • Visiting Assistant Professor

    George Washington University - School of Business

  • 2007 - 2008

• • Visiting Assistant Professor

    American University - Kogod School of Business

  • 2006 - 2007

• • Financial Economist

    U.S. Securities and Exchange Commission

  • 2005 - 2006

• • Visiting Assistant Professor

    Universitat Pompeu Fabra

  • 2004 - 2005

• • Research Fellow

    Ente Luigi Einaudi

  • 2003 - 2004

Publications

• Caglio, Cecilia, and Andrea Pescatori (2013). "Competition among Exchanges and Enforcement Policy," IMF Working Paper WP/13/37. International Monetary Fund.
• Caglio, Cecilia, and Stewart Mayhew (2012). "Equity Trading and the Allocation of Market Data Revenue," Finance and Economics Discussion Series 2012-65. Board of Governors of the Federal Reserve System (U.S.).
• Caglio, Cecilia, G. Gabbi, and G. Zanotti (2008). "Short-Term Interest Rate Volatility and Liquidity Risk," in Lhabitant, François-Serge, Greg Gregoriou eds., Stock Market Liquidity: Implications for Market Microstructure and Assets Pricing. Wiley Finance.
• Caglio, Cecilia, and Kenneth A. Kavajecz (2006). "A Specialist's Quoted Depth as a Strategic Choice Variable: An Application to Spread Decomposition Models," Journal of Financial Research, vol. 29, no. 3, pp. 367-382.
• Caglio, Cecilia, A. Beber, and G. Gabbi (2002). "Banking Size and the Evolution of Settlement Systems (in Italian)," in Banche e Banchieri no. 3.
• Caglio, Cecilia (1999). "The Prudential Treatment of Credit Derivatives: Problems and Proposals (in Italian)," in Sironi, A., Ed Giuffre eds., Credit Derivatives.

Other Activities