Mattia Landoni

Federal Reserve Banks - Federal Reserve Bank of Boston

600 Atlantic Avenue

Boston, MA 02210

United States

SCHOLARLY PAPERS

15

DOWNLOADS

3,634

SSRN CITATIONS

14

CROSSREF CITATIONS

9

Scholarly Papers (15)

1.

Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?

FRB of New York Staff Report No. 1073, https://doi.org/10.59576/sr.1073
Number of pages: 49 Posted: 25 Sep 2023 Last Revised: 26 Sep 2023
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, Isenberg School of Management, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston
Downloads 715 (65,608)

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stablecoins, money market mutual funds, financial stability, crypto assets, runs, liquidity transformation

2.

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 681 (69,828)
Citation 3

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Secured lending, Collateral, Margin, Interest rate, Repo

3.

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 312 (175,365)
Citation 1

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

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 152 (345,552)
Citation 2

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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 139 (371,624)
Citation 3

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Bond Underwriting, Dealer Market, Corporate Bonds, Price Support

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

Number of pages: 67 Posted: 02 Oct 2017 Last Revised: 07 Dec 2023
Mattia Landoni and Stephen P. Zeldes
Federal Reserve Banks - Federal Reserve Bank of Boston and Columbia University - Columbia Business School, Finance
Downloads 266 (205,675)
Citation 1

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asset management, 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 2023
Mattia Landoni and Stephen P. Zeldes
Federal Reserve Banks - Federal Reserve Bank of Boston and Columbia University - Columbia Business School, Finance
Downloads 16 (998,298)

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6.

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 272 (202,228)
Citation 12

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

7.

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 262 (209,988)

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

8.

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 209 (260,952)
Citation 2

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

Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?

FRB of Boston Working Paper No. 23-11
Number of pages: 48 Posted: 09 Oct 2023
Federal Reserve Banks - Federal Reserve Bank of Boston, Massachusetts Institute of Technology, Sloan School of Management, Students, Independent, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Boston, Isenberg School of Management, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston
Downloads 90 (512,253)

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stablecoins, money market mutual funds, financial stability, crypto assets, runs, liquidity transformation

Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?

FRB of Boston Supervisory Research & Analysis Unit Working Paper No. SRA 23-02
Number of pages: 50 Posted: 06 Oct 2023
Federal Reserve Banks - Federal Reserve Bank of Boston, Massachusetts Institute of Technology, Sloan School of Management, Students, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Harvard University, Harvard Faculty of Arts and Sciences, Department of Economics, Students, Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, Isenberg School of Management, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston
Downloads 80 (551,950)

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stablecoins, money market mutual funds, financial stability, crypto assets, runs, liquidity transformation

10.

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 157 (336,099)

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debt management, debt maturity, refinancing risk, quantitative easing

Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities

FRB of New York Staff Report No. 1057, 2023
Number of pages: 39 Posted: 13 Mar 2023
Nicola Cetorelli, Mattia Landoni and Lina Lu
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 112 (439,015)

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fire sales, network externalities, financial stability, nonbanks, monitoring

Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities

FRB of Boston Supervisory Research & Analysis Unit Working Paper No. SRA 23-01
Number of pages: 39 Posted: 06 Oct 2023
Nicola Cetorelli, Mattia Landoni and Lina Lu
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 31 (850,930)

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fire sales, network externalities, financial stability, nonbanks, monitoring

12.

Capital Gains Taxes and Trading Incentives

Number of pages: 55 Posted: 10 Jan 2020 Last Revised: 11 Jan 2024
Mattia Landoni
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 68 (596,881)

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

13.

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 44 (730,220)

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

14.

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 28 (851,208)

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Debt Management, Debt Maturity, Refinancing Risk, Government Debt

15.

Runs on Stablecoins

Liberty Street Economics
Posted: 12 Jul 2023
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, Isenberg School of Management, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston

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E42

Other Papers (3)

Total Downloads: 195
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 105

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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 59 (515,735)

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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: 47 Posted: 14 Mar 2018 Last Revised: 07 Dec 2023
Mattia Landoni and Stephen P. Zeldes
Federal Reserve Banks - Federal Reserve Bank of Boston and Columbia University - Columbia Business School, Finance
Downloads 31

Abstract:

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asset management, fees, taxes, retirement savings