Working Papers
Partial Identification of Treatment Response under Complementarity and Substitutability, with T. Arduini
"Pay Me Enough and I Will Pay Attention: Currency Demand at Zero Interest Rates" [old version SUERF blog page]
"Connecting the Dots: The Network Nature of Shocks Propagation in Credit Markets", with S. Pietrosanti
Pubblications in peer reviewed journals
"CBDC and the Banking System", Journal of Economics and Statistics, forthcoming
"Reservation Rates in Interbank Money Markets", Journal of Money, Credit and Banking, forthcoming
"Real-time Identification and High Frequency Analysis of Deposits Outflows", Journal of Financial Econometrics, 2024, 22 (4), 868-907.
"The Role of Banks' Technology Adoption in Credit Markets during the Pandemic" (with N. Branzoli and I. Supino) , Journal of Financial Stability, 2024, 71 [VOX blog page]
"Tax Evasion Policies and the Demand for Cash", Journal of Macroeconomics, 2023, 76
"Endogenous Social Interactions with Unobserved Networks", The Review of Economic Studies, 2022, 89(4), 1694–1747, with M. Battaglini and E. Patacchini
"Treatment Effects with Heterogeneous Externalities", Journal of Business & Economic Statistics, 2020, 38, 826-838, with E. Patacchini and T. Arduini
"Estimating spillover effects with Bilateral Outcomes", Advances in Econometrics, 2020, 42, 293-314
"The Network Nature of Over-the-counter Interest Rates", Journal of Financial Markets, 2020, 47, 100525
"Identification and Estimation of Network models with Heterogeneous Interactions", Advances in Econometrics, 2020, 42, 3-25, with E. Patacchini and T. Arduini
"Estimating Money Market Micro-structure with Negative and Zero Interest Rates", Quantitative Finance, 2020, 20, 207-234, with F. Vacirca [code]
"A Social Network Model with Sampled Data", The Econometrics Journal, 2017, 20(3), S103–S125 with E. Patacchini and X. Liu
"Social Ties and the Demand for Financial Services", Journal of Financial Services Research, 2017, 52, 35-88, with E. Patacchini
"Heterogeneous Peer Effects in Education", Journal of Economic Behavior and Organization, 2017, 134, 190-227, with E. Patacchini and Y. Zenou
Chapters
"Price Transmission in the Unsecured Money Market" IFC bulletins chapters, 2015, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39 Bank for International Settlements.
"Inequality and Network Effects", Meridiana, 2011, 71-72
Occasional Papers
"CBDC and the Banking System" Banca d'Italia Occasional Paper Series 829, 2023
"Stress-Testing of Liquidity Risk in TARGET2" ECB Occasional Paper Series 183 2/17, 2017
Old Working Papers
"Parametric and Semiparametric IV Estimation of Network Models with Selectivity" (with E. Patacchini and T. Arduini)
"Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities" (with E. Patacchini and T. Arduini)
"The Word on Banking: Social Ties, Trust, and the Adoption of Financial Products" (with E. Patacchini)