Mattia Landoni

Federal Reserve Banks - Federal Reserve Bank of Boston

600 Atlantic Avenue

Boston, MA 02210

United States

SCHOLARLY PAPERS

11

DOWNLOADS

2,064

SSRN CITATIONS

8

CROSSREF CITATIONS

8

Scholarly Papers (11)

1.

Loan Terms and Collateral: Evidence from the Bilateral Repo Market

Journal of Finance, Forthcoming
Number of pages: 83 Posted: 28 Nov 2015 Last Revised: 28 Aug 2022
Jun Kyung Auh, Jun Kyung Auh and Mattia Landoni
Georgetown University - Department of FinanceYonsei University - School of Business and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 509 (82,092)
Citation 3

Abstract:

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Secured lending, Collateral, Margin, Interest rate, Repo

2.

Quantifying Tail Risk in Hedge Funds

Columbia Business School Research Paper No. 13-35
Number of pages: 42 Posted: 16 May 2013 Last Revised: 23 Feb 2020
Mattia Landoni and Ravi Sastry
Federal Reserve Banks - Federal Reserve Bank of Boston and University of Melbourne - Department of Finance
Downloads 273 (164,294)

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hedge funds, tail risk, worst-case loss, extreme value theory

Should the Government Be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?

Number of pages: 60 Posted: 02 Oct 2017 Last Revised: 21 Jan 2020
Mattia Landoni and Stephen P. Zeldes
Federal Reserve Banks - Federal Reserve Bank of Boston and Columbia University - Columbia Business School, Finance
Downloads 230 (193,820)
Citation 1

Abstract:

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Mutual Fund Fees, Taxes, Retirement Savings

Should the Government Be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?

NBER Working Paper No. w26700
Number of pages: 61 Posted: 28 Jan 2020 Last Revised: 16 Jun 2022
Mattia Landoni and Stephen P. Zeldes
Federal Reserve Banks - Federal Reserve Bank of Boston and Columbia University - Columbia Business School, Finance
Downloads 7 (897,434)

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Tricks of the Trade? Pre-Issuance Price Maneuvers by Underwriter-Dealers

Georgetown McDonough School of Business Research Paper No. 3190476, SMU Cox School of Business Research Paper No. 18-25
Number of pages: 68 Posted: 04 Jun 2018 Last Revised: 11 Jul 2019
Jun Kyung Auh, Jun Kyung Auh, You Suk Kim and Mattia Landoni
Georgetown University - Department of FinanceYonsei University - School of Business, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 124 (328,385)
Citation 2

Abstract:

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Bond underwriting, Dealer market, Corporate bonds, Price support

Tricks of the Trade? Pre-Issuance Price Maneuvers by Underwriter-Dealers

Georgetown McDonough School of Business Research Paper No. 3132177, Finance Down Under 2019 Building on the Best from the Cellars of Finance, SMU Cox School of Business Research Paper No. 18-21
Number of pages: 68 Posted: 07 Mar 2018 Last Revised: 11 Jul 2019
Jun Kyung Auh, Jun Kyung Auh, You Suk Kim and Mattia Landoni
Georgetown University - Department of FinanceYonsei University - School of Business, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 112 (353,480)
Citation 2

Abstract:

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Bond Underwriting, Dealer Market, Corporate Bonds, Price Support

5.

Tax Distortions and Bond Issue Pricing

Number of pages: 33 Posted: 22 Feb 2016 Last Revised: 14 Mar 2018
Mattia Landoni
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 226 (197,579)
Citation 7

Abstract:

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municipal, bonds, tax-exempt, tax distortions, tax arbitrage, coupon, issue price

6.

Dilution and True Economic Gain from Cryptocurrency Block Rewards

168 Tax Notes 1189, 2020
Number of pages: 12 Posted: 25 Aug 2020
Mattia Landoni and Abraham Sutherland
Federal Reserve Banks - Federal Reserve Bank of Boston and University of Virginia School of Law
Downloads 198 (223,216)

Abstract:

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Tezos, Proof of Stake, Bitcoin, Cryptocurrency, Taxation, Income Tax, Dilution, Block Rewards, Implied Dilution, Depletion

7.

Taxing Blockchain Forks

SMU Cox School of Business Research Paper No. 19-18
Number of pages: 27 Posted: 08 Nov 2019
Mattia Landoni and Gina C. Pieters
Federal Reserve Banks - Federal Reserve Bank of Boston and University of Chicago - Department of Economics
Downloads 188 (233,574)
Citation 1

Abstract:

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taxation, cryptocurrency, fork, split, blockchain, distributed ledger

8.

Linking Policy to Outcomes: A Simple Framework for Debt Maturity Management

Number of pages: 44 Posted: 10 Jan 2019 Last Revised: 11 Jul 2019
Mattia Landoni, Winthrop Smith and Christopher Cameron
Federal Reserve Banks - Federal Reserve Bank of Boston, Wells Fargo and U.S. Department of the Treasury
Downloads 124 (328,964)

Abstract:

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debt management, debt maturity, refinancing risk, quantitative easing

9.

Capital Gains Taxes and Trading Incentives

Number of pages: 55 Posted: 10 Jan 2020 Last Revised: 16 Jan 2020
Mattia Landoni
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 40 (600,545)

Abstract:

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capital gains, taxes, tax deferral, lock-in effect, trading

10.

Does Fixed Point Iteration Converge to the Correct Asset Price in Dynamic Models with Taxes?

Number of pages: 19 Posted: 27 Nov 2017 Last Revised: 06 Apr 2018
Mattia Landoni and Diego Vega San Martin
Federal Reserve Banks - Federal Reserve Bank of Boston and Cornerstone Research
Downloads 22 (720,998)

Abstract:

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asset pricing, taxes, fixed point, contraction mapping, iteration

11.

Online Appendix to 'Linking Policy to Outcomes: A Simple Framework for Debt Maturity Management'

SMU Cox School of Business Research Paper No. 20-02
Number of pages: 15 Posted: 26 Mar 2020
Mattia Landoni, Winthrop Smith and Christopher Cameron
Federal Reserve Banks - Federal Reserve Bank of Boston, Wells Fargo and U.S. Department of the Treasury
Downloads 11 (821,162)

Abstract:

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Debt Management, Debt Maturity, Refinancing Risk, Government Debt

Other Papers (3)

Total Downloads: 130
1.

Capital Gains Taxes and Trading Incentives

Columbia Business School Research Paper No. 13-6
Number of pages: 64 Posted: 09 Feb 2013 Last Revised: 20 Dec 2019
Mattia Landoni
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 74

Abstract:

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Capital gains, taxes, lock-in, insurance, municipal, bonds

2.

Internet Appendix to 'Tax Distortions and Bond Issue Pricing'

SMU Cox School of Business Research Paper No. 18-7
Number of pages: 18 Posted: 28 Nov 2017
Mattia Landoni
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 41 (515,735)

Abstract:

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Municipal, Bonds, Security design, Tax arbitrage, Coupon rate, Issue price

3.

Internet Appendix to 'Should the Government Be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?'

Number of pages: 26 Posted: 14 Mar 2018 Last Revised: 21 Jan 2020
Mattia Landoni and Stephen P. Zeldes
Federal Reserve Banks - Federal Reserve Bank of Boston and Columbia University - Columbia Business School, Finance
Downloads 15

Abstract:

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mutual fund fees, taxes, retirement savings