Details about Matteo Aquilina

Access statistics for papers by Matteo Aquilina.

Last updated 2025-03-18. Update your information in the RePEc Author Service.

Short-id: paq7

Working Papers

2024

1. Central clearing in government bond markets: keeping the "safe asset" safe?
   BIS Bulletins, Bank for International Settlements
2. Decentralised dealers? examining liquidity provision in decentralised exchanges
   BIS Working Papers, Bank for International Settlements
3. Regulation, information asymmetries and the funding of new ventures
   BIS Working Papers, Bank for International Settlements
4. The market turbulence and carry trade unwind of August 2024
   BIS Bulletins, Bank for International Settlements
5. Through stormy seas: how fragile is liquidity across asset classes and time?
   BIS Working Papers, Bank for International Settlements

2023

6. Addressing the risks in crypto: laying out the options
   BIS Bulletins, Bank for International Settlements
7. Decentralised finance (DeFi): a functional approach
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Decentralized Finance (DeFi): A Functional Approach, Journal of Financial Regulation, Oxford University Press (2024) View citations (1) (2024)
8. Sharks in the dark: quantifying HFT dark pool latency arbitrage
   BIS Working Papers, Bank for International Settlements
   See also Journal Article Sharks in the dark: Quantifying HFT dark pool latency arbitrage, Journal of Economic Dynamics and Control, Elsevier (2024) View citations (3) (2024)

2021

9. Quantifying the High-Frequency Trading "Arms Race"
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   Also in BIS Working Papers, Bank for International Settlements (2021) View citations (5)
   See also Journal Article Quantifying the High-Frequency Trading “Arms Race”, The Quarterly Journal of Economics, President and Fellows of Harvard College (2022) View citations (5) (2022)

2020

10. Quantifying the High-Frequency Trading "Arms Race": A Simple New Methodology and Estimates
    Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State View citations (2)
11. Quantifying the High-Frequency Trading “Arms Raceâ€: A Simple New Methodology and Estimates
    Working Papers, Becker Friedman Institute for Research In Economics View citations (13)

Journal Articles

2025

1. Commonality under pressure: banks and funds
   BIS Quarterly Review, 2025

2024

2. Decentralized Finance (DeFi): A Functional Approach
   Journal of Financial Regulation, 2024, 10, (1), 1-27 View citations (1)
   See also Working Paper Decentralised finance (DeFi): a functional approach, CEPR Discussion Papers (2023) (2023)
3. Sharks in the dark: Quantifying HFT dark pool latency arbitrage
   Journal of Economic Dynamics and Control, 2024, 158, (C) View citations (3)
   See also Working Paper Sharks in the dark: quantifying HFT dark pool latency arbitrage, BIS Working Papers (2023) (2023)
4. Tackling the risks in crypto: Choosing among bans, containment and regulation
   Journal of the Japanese and International Economies, 2024, 71, (C)

2023

5. Authorised participants as shock absorbers in fixed-income ETFs
   Finance Research Letters, 2023, 55, (PA)
6. CP and CDs markets: a primer
   BIS Quarterly Review, 2023

2022

7. Quantifying the High-Frequency Trading “Arms Race”
   The Quarterly Journal of Economics, 2022, 137, (1), 493-564 View citations (5)
   See also Working Paper Quantifying the High-Frequency Trading "Arms Race", NBER Working Papers (2021) View citations (5) (2021)
8. The visible hand: benchmarks, regulation, and liquidity
   Journal of Financial Markets, 2022, 61, (C) View citations (1)

2021

9. City goes dark: Dark trading and adverse selection in aggregate markets
   Journal of Empirical Finance, 2021, 64, (C), 1-22 View citations (5)

2020

10. Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress
    Economics Letters, 2020, 193, (C) View citations (1)
11. The effects of regulating benchmarks
    Economics Letters, 2020, 186, (C) View citations (3)

2017

12. The Money’s Worth of annuities in the UK between 2006 and 2014
    The Journal of the Economics of Ageing, 2017, 9, (C), 208-218 View citations (1)

2011

13. Quantity De-restriction in the Taxi Market Results from English Case Studies
    Journal of Transport Economics and Policy, 2011, 45, (2), 179-195 View citations (1)

2006

14. Factor Substitution, Average Firm Size and Economic Growth
    Small Business Economics, 2006, 26, (3), 203-214 View citations (19)

2004

15. An empirical study of the determinants of self-employment in developing countries
    Journal of International Development, 2004, 16, (6), 803-820 View citations (20)