Mattia Landoni

Federal Reserve Banks - Federal Reserve Bank of Boston

600 Atlantic Avenue

Boston, MA 02210

United States

SCHOLARLY PAPERS

11

DOWNLOADS

1,312

SSRN CITATIONS

11

CROSSREF CITATIONS

1

Scholarly Papers (11)

1.

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 237 (144,259)

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

2.

Loan Terms and Collateral: Evidence from the Bilateral Repo Market

Number of pages: 48 Posted: 28 Nov 2015 Last Revised: 30 Sep 2017
Jun Kyung Auh and Mattia Landoni
Georgetown University - Department of Finance and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 226 (151,039)
Citation 2

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Secured lending, Collateral, Margin, Interest rate, Repo

3.

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 201 (168,551)
Citation 7

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

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 Business School - Finance and Economics
Downloads 197 (171,655)

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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
Mattia Landoni and Stephen P. Zeldes
Federal Reserve Banks - Federal Reserve Bank of Boston and Columbia Business School - Finance and Economics
Downloads 3 (729,317)
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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, You Suk Kim and Mattia Landoni
Georgetown University - Department of Finance, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 106 (284,563)

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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, You Suk Kim and Mattia Landoni
Georgetown University - Department of Finance, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 84 (331,533)
Citation 1

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Bond Underwriting, Dealer Market, Corporate Bonds, Price Support

6.

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 98 (298,135)

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

7.

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 91 (312,694)

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debt management, debt maturity, refinancing risk, quantitative easing

8.

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 26 (539,410)

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

9.

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 24 (551,703)

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

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 14 (617,107)

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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 5 (681,941)

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Debt Management, Debt Maturity, Refinancing Risk, Government Debt

Other Papers (3)

Total Downloads: 107
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 66

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 31 (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: 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 Business School - Finance and Economics
Downloads 10

Abstract:

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mutual fund fees, taxes, retirement savings