Matteo Aquilina

Matteo Aquilina

Senior Economist

Bank for International Settlements

Biography

Welcome to my personal website. I am a senior financial economist who combines technical expertise with substantial policy and management experience. In this site you can find links to my published research and my working papers.

Interests

  • Financial Markets
  • Financial Stability
  • Regulation

Education

  • PhD in Economics, 2006

    Roma Tre University

  • MSc in Economics for Development, 2002

    University of Oxford

Publications

Matteo Aquilina, Gbenga Ibikunle, Vito Mollica, Tom Steffen
April 2022 Journal of Financial Markets

The visible hand: benchmarks, regulation, and liquidity

PDF DOI
Matteo Aquilina, Eric Budish, Peter O'Neill
February 2022 Quarterly Journal of Economics

Quantifying the high frequency trading 'arms race'

PDF DOI
Gbenga Ibikunle, Matteo Aquilina, Ivan Diaz Rainey, Yuxin Sun
December 2021 Journal of Empirical Finance

City goes dark: Dark trading and adverse selection in aggregate markets

PDF DOI
Matteo Aquilina, Karen Croxson, Gian Giacomo Valentini, Lachlan Vass
August 2020 Economics Letters

Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress

PDF DOI
Matteo Aquilina, Francesco Andrea Pirrone
January 2020 Economics Letters

The effects of regulating benchmarks

PDF DOI
Matteo Aquilina, Felix Suntheim
December 2017 The Journal of Fixed Income

Liquidity in the U.K. Corporate Bond Market: Evidence from Trade Data

PDF DOI
Matteo Aquilina, Robert Baker, Tommaso Majer
June 2017 The Journal of the Economics of Ageing

The Money’s Worth of annuities in the UK between 2006 and 2014

PDF DOI
Matteo Aquilina, Carla Ysusi
December 2016 Market Microstructure and Liquidity

Are High-Frequency Traders Anticipating the Order Flow? Cross-Venue Evidence from the UK Market

PDF DOI
May 2011 Journal of Transport Economics and Policy

Quantity De-restriction in the Taxi Market Results from English Case Studies

DOI
Matteo Aquilina, Rainer Klump, Carlo Pietrobelli
April 2006 Small Business Economics

Factor Substitution, Average Firm Size and Economic Growth

DOI
Carlo Pietrobelli, Roberta Rabellotti, Matteo Aquilina
August 2004 Journal of International Development

An Empirical Study of the Determinants of Self-employment in Developing Countries

DOI
January 2004 Annali della Fondazione Luigi Einaudi

A Study on Labour Standards, International Trade and Economic Performance

Working Papers

Matteo Aquilina, Jon Frost, Andreas Schrimpf
January 2023 CEPR Discussion Paper 17810

Decentralised Finance (DeFi): A functional approach

PDF
Matteo Aquilina, Karen Croxson, Gian Giacomo Valentini, Zhuowei Sun
January 2021 FCA Research Note

Fixed Income ETFs: secondary market participation and resilience during times of stress

PDF
Matteo Aquilina, Sean Foley, Peter O'Neill, Thomas Ruf
April 2016 FCA Occasional Paper 21

Asymmetries in Dark Pool Reference Prices

PDF

Contact