Social Ties and the Selection of China’s Political Elite (with Jing Shi, Yongxiang Wang, and Weixing Wu), American Economic Review, 2020.Tax-Exempt Lobbying: Corporate Philanthropy as a Tool for Political Influence (with Marianne Bertrand, Matilde Bombardini, and Francesco Trebbi), American Economic Review, 2020.Do Americans want to tax capital? Evidence from Online Surveys (with Keith Gladstone, Ilyana Kuziemko, and Suresh Naidu), Journal of Public Economics, 2020.Distributional Preferences in larger groups: Keeping up with the Joneses and keeping track of the tails (with Ilyana Kuziemko and Silvia Vannutelli), Journal of the European Economic Association, 2021.Hometown favoritism and the quality of government monitoring: Evidence from rotation of Chinese auditors (with J.Zhao), Journal of Public Economics, 2021. What motivates non-democratic leadership: Evidence from COVID-19 reopenings in China Journal of Public Economics (with C.Hall of Mirrors: Corporate Philanthropy and Strategic Advocacy (with Marianne Bertrand, Matilde Bombardini, Brad Hackinen, and Francesco Trebbi), Quarterly Journal of Economics, 2021.Gender and Bureaucratic Corruption: Evidence from Two Countries (with Francesco Decarolis, Paolo Pinotti, Silvia Vannutelli, and Yongxiang Wang), Journal of Law, Economics, and Organization, 2022.Political Beta (with April Knill, Sergey Mityakov, and Margarita Portnykh), Review of Finance, 2022.The impact of socioeconomic and cultural differences on online trade (with Dan Elfenbein and Brian McManus), forthcoming, Management Science.Superstition and risk-taking: Evidence from “zodiac year” beliefs in China (with Wei Huang, Bo Ning, Yue Pan, Jiaping Qiu, and Yongxiang Wang), forthcoming, Management Science.Corruption and Firm Growth: Evidence from Around the World (with Sergei Guriev, Carolin Ioramashvili, and Alexander Plekhanov), conditionally accepted, Economic Journal, 2023.Reference points and redistributive preferences: Experimental evidence (with Jimmy Charite, Ilyana Kuziemko, and Kewei Zhang), forthcoming, Journal of Public Economics, 2023.Rules, Discretion, and Corruption in Procurement: Evidence from Italian Government Contracting (with Francesco Decarolis, Paolo Pinotti, and Silvia Vannutelli), 2022.Financial disclosure and political selection: Evidence from India (with Florian Schulz and Vikrant Vig), under revision, Economic Journal, 2022.Investing in Influence: Investors, portfolio firms, and political giving (with Marianne Bertrand, Matilde Bombardini, Francesco Trebbi, and Eyub Yegen), 2022.He is a frequent speaker at practitioner seminars and conferences.
MATILDE BOMBARDINI SOFTWARE
He has extensive experience as a consultant for many Wall Street firms, mutual funds, hedge funds, commercial banks and other financial institutions, software developers and risk management firms, as well as in litigation support. Many of his valuation models have been used widely on Wall Street and throughout the global financial markets. He has published nearly 70 articles in academic and practitioner journals. Other recent papers provide upper bounds on the size of discounts for lack of liquidity that can be sustained in financial markets and also examine the risk/return relationship for hedge funds investing in pure arbitrage opportunities when there are margin constraints. Recent papers in the area of derivatives have focused on the valuation of American options by simulation and on the valuation of interest rate derivatives in string models of the term structure. Several of his recent term structure papers have focused on the expectations hypothesis. The role of arbitrage in financial markets. Liquidity and its effects on prices and markets Ħ. Derivative markets and valuation theory ĥ.
Fixed income markets and term structure theory Ģ. He has also worked in the research department of the Chicago Board of Trade and for Deloitte and Touche as a management consultant.ġ. From 1995 to 1998, Longstaff was head of fixed income derivative research at Salomon Brothers Inc. Longstaff is a certified public accountant (CPA) and a chartered financial analyst (CFA).
MATILDE BOMBARDINI DRIVERS
We test the implications of a number of recent safe-asset theories and find that illiquidity, intermediary balance-sheet costs, and the opportunity cost of holding money are important drivers of Treasury convenience premia.įrancis A. Since 2015, Treasuries have been priced at an aggregate discount of $100 to $300 billion below their fair values. Many Treasuries have repeatedly traded at substantial discounts to their intrinsic fair values for extended periods during the past 25 years. This paper presents a new approach for measuring the convenience premia in Treasury security prices, and documents their time-series and cross-sectional properties.
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