Discussion paper DP18276 Large Orders in Small Markets: Execution with Endogenous Liquidity Supply Agostino Capponi Albert J. Menkveld Hongzhong Zhang 6 Jul 2023 Asset Pricing G10
VoxEU Column Bail-ins and bailouts: Incentives, connectivity, and systemic stability Agostino Capponi Joseph Stiglitz Benjamin Bernard 18 Oct 2017 Financial Markets Financial Regulation and Banking
Discussion paper DP12245 Intraday Market Making with Overnight Inventory Costs Tobias Adrian Agostino Capponi Erik Vogt 25 Aug 2017 Financial Economics G12 G17 G01
Paper Article The Effects of Mortgage Forbearance on Refinancing: Evidence from the COVID-19 Period Ruizhe Jia David Rios Agostino Capponi 17 May 2022