Gabriele La Spada
Personal Details
First Name: | Gabriele |
Middle Name: | |
Last Name: | La Spada |
Suffix: | |
RePEc Short-ID: | pla987 |
[This author has chosen not to make the email address public] | |
https://www.newyorkfed.org/research/economists/laspada | |
Affiliation
Federal Reserve Bank of New York
New York City, New York (United States)http://www.newyorkfed.org/
RePEc:edi:frbnyus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Marco Cipriani & Daniel Fricke & Stefan Greppmair & Gabriele La Spada & Karol Paludkiewicz, 2024. "Monetary Policy and Money Market Funds in Europe," Liberty Street Economics 20240411, Federal Reserve Bank of New York.
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2024. "Stablecoins and Crypto Shocks," Liberty Street Economics 20240308, Federal Reserve Bank of New York.
- Gara Afonso & Kevin Clark & Brian Gowen & Gabriele La Spada & JC Martinez & Jason Miu & Will Riordan, 2024. "A New Set of Indicators of Reserve Ampleness," Liberty Street Economics 20240814, Federal Reserve Bank of New York.
- Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams, 2024. "When Are Central Bank Reserves Ample?," Liberty Street Economics 20240813, Federal Reserve Bank of New York.
- Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams, 2024. "Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity," Liberty Street Economics 20241017, Federal Reserve Bank of New York.
- Gara Afonso & Gabriele La Spada & Thomas M. Mertens & John C. Williams, 2023.
"The Optimal Supply of Central Bank Reserves under Uncertainty,"
Working Paper Series
2023-34, Federal Reserve Bank of San Francisco.
- Gara Afonso & Gabriele La Spada & Thomas M. Mertens & John C. Williams, 2023. "The Optimal Supply of Central Bank Reserves under Uncertainty," Staff Reports 1077, Federal Reserve Bank of New York.
- Gara Afonso & Marco Cipriani & Gabriele La Spada & Peter Prastakos, 2023. "The Federal Reserve’s Two Key Rates: Similar but Not the Same?," Liberty Street Economics 20230814, Federal Reserve Bank of New York.
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023.
"Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?,"
Staff Reports
1073, Federal Reserve Bank of New York.
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023. "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Working Papers 23-11, Federal Reserve Bank of Boston.
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023. "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Supervisory Research and Analysis Working Papers SRA 23-02, Federal Reserve Bank of Boston, revised 26 Mar 2024.
- Gara Afonso & Catherine Huang & Marco Cipriani & Gabriele La Spada, 2023. "Banks’ Balance-Sheet Costs and ON RRP Investment," Liberty Street Economics 20230518, Federal Reserve Bank of New York.
- Gara Afonso & Marco Cipriani & Gabriele La Spada, 2023. "Dropping Like a Stone: ON RRP Take-up in the Second Half of 2023," Liberty Street Economics 20231219, Federal Reserve Bank of New York.
- Gara Afonso & Catherine Huang & Marco Cipriani & Abduelwahab Hussein & Gabriele La Spada, 2023. "Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update," Liberty Street Economics 20230403, Federal Reserve Bank of New York.
- Gara Afonso & Catherine Huang & Marco Cipriani & Gabriele La Spada & Sergio Olivas, 2023. "Treasury Bill Supply and ON RRP Investment," Liberty Street Economics 20231129, Federal Reserve Bank of New York.
- Marco Cipriani & Linda S. Goldberg & Gabriele La Spada, 2023.
"Financial Sanctions, SWIFT, and the Architecture of the International Payments System,"
Staff Reports
1047, Federal Reserve Bank of New York.
- Marco Cipriani & Linda S. Goldberg & Gabriele La Spada, 2023. "Financial Sanctions, SWIFT, and the Architecture of the International Payment System," Journal of Economic Perspectives, American Economic Association, vol. 37(1), pages 31-52, Winter.
- Cipriani, Marco & Goldberg, Linda S. & La Spada, Gabriele, 2023. "Financial Sanctions, SWIFT, and the Architecture of the International Payment System," CEPR Discussion Papers 17825, C.E.P.R. Discussion Papers.
- Gara Afonso & Marco Cipriani & Gabriele La Spada, 2022. "Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP," Staff Reports 1041, Federal Reserve Bank of New York.
- Nicola Cetorelli & Gabriele La Spada & João A. C. Santos, 2022. "Monetary Policy, Investor Flows, and Loan Fund Fragility," Staff Reports 1008, Federal Reserve Bank of New York.
- Anadu, Kenechukwu & Cipriani, Marco & La Spada, Gabriele, 2022.
"The Money Market Mutual Fund Liquidity Facility,"
CEPR Discussion Papers
17161, C.E.P.R. Discussion Papers.
- Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada, 2022. "The Money Market Mutual Fund Liquidity Facility," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.
- Gara Afonso & Gabriele La Spada & John C. Williams, 2022. "Measuring the Ampleness of Reserves," Liberty Street Economics 20221005, Federal Reserve Bank of New York.
- Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams, 2022. "Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve," Staff Reports 1019, Federal Reserve Bank of New York.
- Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada, 2021. "COVID Response: The Money Market Mutual Fund Facility," Staff Reports 980, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada, 2021. "Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry," Liberty Street Economics 20211122, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada, 2021.
"Sophisticated and Unsophisticated Runs,"
Liberty Street Economics
20210602, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada, 2020. "Sophisticated and Unsophisticated Runs," Staff Reports 956, Federal Reserve Bank of New York.
- Marco Cipriani & Andrew F. Haughwout & Benjamin Hyman & Anna Kovner & Gabriele La Spada & Matthew Lieber & Shawn Nee, 2020. "Municipal Debt Markets and the COVID-19 Pandemic," Liberty Street Economics 20200629, Federal Reserve Bank of New York.
- Gara Afonso & Marco Cipriani & Steph Clampitt & Haitham Jendoubi & Gabriele La Spada & Will Riordan, 2020. "How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too," Liberty Street Economics 20201124, Federal Reserve Bank of New York.
- Nicola Cetorelli & Gabriele La Spada & João A. C. Santos, 2020. "Outflows from Bank-Loan Funds during COVID-19," Liberty Street Economics 20200616a, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada & Reed Orchinik & Aaron Plesset, 2020. "The Money Market Fund Liquidity Facility," Liberty Street Economics 20200508, Federal Reserve Bank of New York.
- Cipriani, Marco & La Spada, Gabriele, 2020.
"Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform,"
CEPR Discussion Papers
14375, C.E.P.R. Discussion Papers.
- Cipriani, Marco & La Spada, Gabriele, 2021. "Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform," Journal of Financial Economics, Elsevier, vol. 140(1), pages 250-269.
- Cipriani, Marco & Afonso, Gara & Copeland, Adam & Kovner, Anna & La Spada, Gabriele & Martin, Antoine, 2020.
"The market events of mid-September 2019,"
CEPR Discussion Papers
14467, C.E.P.R. Discussion Papers.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2021. "The Market Events of Mid-September 2019," Economic Policy Review, Federal Reserve Bank of New York, vol. 27(2), pages 1-26, August.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2020. "The Market Events of Mid-September 2019," Staff Reports 918, Federal Reserve Bank of New York.
- Gara Afonso & Marco Cipriani & Gabriele La Spada & Will Riordan, 2020. "A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet," Liberty Street Economics 20200707a, Federal Reserve Bank of New York.
- Marco Cipriani & Jeff Gortmaker & Gabriele La Spada, 2019. "The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors," Liberty Street Economics 20190904, Federal Reserve Bank of New York.
- Gabriele La Spada, 2018. "Do Low Rates Encourage Yield Seeking by Money Market Funds?," Liberty Street Economics 20180307, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada, 2018. "The Premium for Money-Like Assets," Liberty Street Economics 20180718, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada, 2017. "Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform," Staff Reports 816, Federal Reserve Bank of New York.
- Catherine Chen & Marco Cipriani & Gabriele La Spada & Philip Mulder & Neha Shah, 2017. "Money Market Funds and the New SEC Regulation," Liberty Street Economics 20170320, Federal Reserve Bank of New York.
- Gabriele La Spada, 2015.
"Competition, reach for yield, and money market funds,"
Staff Reports
753, Federal Reserve Bank of New York.
- La Spada, Gabriele, 2018. "Competition, reach for yield, and money market funds," Journal of Financial Economics, Elsevier, vol. 129(1), pages 87-110.
- Gabriele La Spada & Fabrizio Lillo, 2011.
"The effect of round-off error on long memory processes,"
Papers
1107.4476, arXiv.org, revised Mar 2013.
- La Spada Gabriele & Lillo Fabrizio, 2014. "The effect of round-off error on long memory processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 445-482, September.
- Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo, 2010. "Tick size and price diffusion," Papers 1009.2329, arXiv.org, revised Oct 2010.
- Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo, 2007.
"The non-random walk of stock prices: The long-term correlation between signs and sizes,"
Papers
0711.4596, arXiv.org, revised May 2008.
- G. Spada & J. Farmer & F. Lillo, 2008. "The non-random walk of stock prices: the long-term correlation between signs and sizes," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 64(3), pages 607-614, August.
Articles
- Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada, 2022.
"The Money Market Mutual Fund Liquidity Facility,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.
- Anadu, Kenechukwu & Cipriani, Marco & La Spada, Gabriele, 2022. "The Money Market Mutual Fund Liquidity Facility," CEPR Discussion Papers 17161, C.E.P.R. Discussion Papers.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2021.
"The Market Events of Mid-September 2019,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 27(2), pages 1-26, August.
- Cipriani, Marco & Afonso, Gara & Copeland, Adam & Kovner, Anna & La Spada, Gabriele & Martin, Antoine, 2020. "The market events of mid-September 2019," CEPR Discussion Papers 14467, C.E.P.R. Discussion Papers.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2020. "The Market Events of Mid-September 2019," Staff Reports 918, Federal Reserve Bank of New York.
- Cipriani, Marco & La Spada, Gabriele, 2021.
"Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 250-269.
- Cipriani, Marco & La Spada, Gabriele, 2020. "Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform," CEPR Discussion Papers 14375, C.E.P.R. Discussion Papers.
- La Spada, Gabriele, 2018.
"Competition, reach for yield, and money market funds,"
Journal of Financial Economics, Elsevier, vol. 129(1), pages 87-110.
- Gabriele La Spada, 2015. "Competition, reach for yield, and money market funds," Staff Reports 753, Federal Reserve Bank of New York.
- La Spada Gabriele & Lillo Fabrizio, 2014.
"The effect of round-off error on long memory processes,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 445-482, September.
- Gabriele La Spada & Fabrizio Lillo, 2011. "The effect of round-off error on long memory processes," Papers 1107.4476, arXiv.org, revised Mar 2013.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Marco Cipriani & Linda S. Goldberg & Gabriele La Spada, 2023.
"Financial Sanctions, SWIFT, and the Architecture of the International Payments System,"
Staff Reports
1047, Federal Reserve Bank of New York.
- Marco Cipriani & Linda S. Goldberg & Gabriele La Spada, 2023. "Financial Sanctions, SWIFT, and the Architecture of the International Payment System," Journal of Economic Perspectives, American Economic Association, vol. 37(1), pages 31-52, Winter.
- Cipriani, Marco & Goldberg, Linda S. & La Spada, Gabriele, 2023. "Financial Sanctions, SWIFT, and the Architecture of the International Payment System," CEPR Discussion Papers 17825, C.E.P.R. Discussion Papers.
Cited by:
- Mikhail Mamonov & Anna Pestova & Steven Ongena, 2023.
"“Crime and Punishment”? How Banks Anticipate and Propagate Global Financial Sanctions,"
CERGE-EI Working Papers
wp753, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Mikhail Mamonov & Anna Pestova & Steven Ongena, 2023. "'Crime and Punishment'? How Banks Anticipate and Propagate Global Financial Sanctions," Swiss Finance Institute Research Paper Series 23-59, Swiss Finance Institute.
- Steven Rosefielde, 2024. "Impairing Globalization: The Russo-Ukrainian War, Western Economic Sanctions and Asset Seizures," JRFM, MDPI, vol. 17(9), pages 1-11, September.
- Charles Needham & Maria Needham, 2023. "The Global Financial Crisis During the Years 2008 and 2009," Journal of Business Administration Research, Journal of Business Administration Research, Sciedu Press, vol. 12(2), pages 45-53, October.
- Gara Afonso & Marco Cipriani & Gabriele La Spada, 2022.
"Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP,"
Staff Reports
1041, Federal Reserve Bank of New York.
Cited by:
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022.
"Monetary policy transmission in segmented markets,"
Working Paper Series
2706, European Central Bank.
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2024. "Monetary policy transmission in segmented markets," Journal of Financial Economics, Elsevier, vol. 151(C).
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022.
"Monetary policy transmission in segmented markets,"
Working Paper Series
2706, European Central Bank.
- Nicola Cetorelli & Gabriele La Spada & João A. C. Santos, 2022.
"Monetary Policy, Investor Flows, and Loan Fund Fragility,"
Staff Reports
1008, Federal Reserve Bank of New York.
Cited by:
- Antoine Baena & Thomas Garcia, 2023. "Swing Pricing et dynamique des flux au regard de la crise Covid-19," Working papers 914, Banque de France.
- Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada, 2021.
"COVID Response: The Money Market Mutual Fund Facility,"
Staff Reports
980, Federal Reserve Bank of New York.
Cited by:
- Aramonte, Sirio & Schrimpf, Andreas & Shin, Hyun Song, 2022.
"Non-bank Financial Intermediaries and Financial Stability,"
CEPR Discussion Papers
16962, C.E.P.R. Discussion Papers.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023. "Non-bank financial intermediaries and financial stability," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 7, pages 147-170, Edward Elgar Publishing.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
- Allen, Kyle D. & Baig, Ahmed & Winters, Drew B., 2023. "The response of money market funds to the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 54(C).
- Aramonte, Sirio & Schrimpf, Andreas & Shin, Hyun Song, 2022.
"Non-bank Financial Intermediaries and Financial Stability,"
CEPR Discussion Papers
16962, C.E.P.R. Discussion Papers.
- Marco Cipriani & Gabriele La Spada, 2021.
"Sophisticated and Unsophisticated Runs,"
Liberty Street Economics
20210602, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada, 2020. "Sophisticated and Unsophisticated Runs," Staff Reports 956, Federal Reserve Bank of New York.
Cited by:
- Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2022. "Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil," Working Paper Series 2737, European Central Bank.
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023.
"Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?,"
Staff Reports
1073, Federal Reserve Bank of New York.
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023. "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Working Papers 23-11, Federal Reserve Bank of Boston.
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023. "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Supervisory Research and Analysis Working Papers SRA 23-02, Federal Reserve Bank of Boston, revised 26 Mar 2024.
- Lugo, Stefano, 2023. "Cost of monitoring and risk taking in the money market funds industry," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada, 2021. "COVID Response: The Money Market Mutual Fund Facility," Staff Reports 980, Federal Reserve Bank of New York.
- Fernando Avalos & Dora Xia, 2021. "Investor size, liquidity and prime money market fund stress," BIS Quarterly Review, Bank for International Settlements, March.
- Xiaole Tong & Jingfei Wang, 2023. "Does the Development of Money Market Funds in China Increase the Bank Liquidity Risk?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(1), pages 1-7.
- Voellmy, Lukas, 2024. "Preventing runs under sequential revelation of liquidity needs," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Dunne, Peter G. & Giuliana, Raffaele, 2021. "Do liquidity limits amplify money market fund redemptions during the COVID crisis?," ESRB Working Paper Series 127, European Systemic Risk Board.
- Marco Cipriani & Andrew F. Haughwout & Benjamin Hyman & Anna Kovner & Gabriele La Spada & Matthew Lieber & Shawn Nee, 2020.
"Municipal Debt Markets and the COVID-19 Pandemic,"
Liberty Street Economics
20200629, Federal Reserve Bank of New York.
Cited by:
- Marco Cipriani & Gabriele La Spada, 2021.
"Sophisticated and Unsophisticated Runs,"
Liberty Street Economics
20210602, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada, 2020. "Sophisticated and Unsophisticated Runs," Staff Reports 956, Federal Reserve Bank of New York.
- Huixin Bi & W. Blake Marsh, 2020. "Flight to Liquidity or Safety? Recent Evidence from the Municipal Bond Market," Research Working Paper RWP 20-19, Federal Reserve Bank of Kansas City.
- Tracy Gordon & Lucy Dadayan & Kim Rueben, 2020. "State and Local Government Finances in the COVID-19 Era," National Tax Journal, National Tax Association;National Tax Journal, vol. 73(3), pages 733-758, September.
- Tran, Nhu & Uzmanoglu, Cihan, 2023. "Reprint of: COVID-19, lockdowns, and the municipal bond market," Journal of Banking & Finance, Elsevier, vol. 147(C).
- Robert Bernhardt & Stefania D'Amico & Santiago I. Sordo Palacios, 2021. "The Impact of Covid-19 Related Policy Responses on Municipal Debt Markets," Working Paper Series WP-2021-14, Federal Reserve Bank of Chicago.
- Tran, Nhu & Uzmanoglu, Cihan, 2022. "COVID-19, lockdowns, and the municipal bond market," Journal of Banking & Finance, Elsevier, vol. 143(C).
- Bordo, Michael D. & Duca, John V., 2023. "How the new fed municipal bond facility capped municipal-treasury yield spreads in the Covid-19 recession," Journal of the Japanese and International Economies, Elsevier, vol. 67(C).
- Andrew F. Haughwout & Benjamin Hyman & Or Shachar, 2021. "The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19," Staff Reports 988, Federal Reserve Bank of New York.
- John Bagley & Nicholas Fritsch & Shawn Nee, 2021. "Municipal Markets and the Municipal Liquidity Facility," Working Papers 21-07, Federal Reserve Bank of Cleveland.
- Marco Cipriani & Gabriele La Spada, 2021.
"Sophisticated and Unsophisticated Runs,"
Liberty Street Economics
20210602, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada & Reed Orchinik & Aaron Plesset, 2020.
"The Money Market Fund Liquidity Facility,"
Liberty Street Economics
20200508, Federal Reserve Bank of New York.
Cited by:
- Marco Cipriani & Gabriele La Spada, 2021.
"Sophisticated and Unsophisticated Runs,"
Liberty Street Economics
20210602, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada, 2020. "Sophisticated and Unsophisticated Runs," Staff Reports 956, Federal Reserve Bank of New York.
- Andrew F. Haughwout & Benjamin Hyman & Or Shachar, 2021. "The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19," Staff Reports 988, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada, 2021.
"Sophisticated and Unsophisticated Runs,"
Liberty Street Economics
20210602, Federal Reserve Bank of New York.
- Cipriani, Marco & La Spada, Gabriele, 2020.
"Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform,"
CEPR Discussion Papers
14375, C.E.P.R. Discussion Papers.
- Cipriani, Marco & La Spada, Gabriele, 2021. "Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform," Journal of Financial Economics, Elsevier, vol. 140(1), pages 250-269.
Cited by:
- Casavecchia, Lorenzo & Tiwari, Ashish, 2024. "Fund flow diversification: Implications for asset stability, fee-setting and performance," International Review of Financial Analysis, Elsevier, vol. 95(PA).
- Alyssa G. Anderson & Wenxin Du & Bernd Schlusche, 2021. "Arbitrage Capital of Global Banks," Finance and Economics Discussion Series 2021-032, Board of Governors of the Federal Reserve System (U.S.).
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023.
"Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?,"
Staff Reports
1073, Federal Reserve Bank of New York.
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023. "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Working Papers 23-11, Federal Reserve Bank of Boston.
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023. "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Supervisory Research and Analysis Working Papers SRA 23-02, Federal Reserve Bank of Boston, revised 26 Mar 2024.
- Jiang, Bo, 2024. "The real effect of shadow banking regulation: Evidence from China," Emerging Markets Review, Elsevier, vol. 59(C).
- Lugo, Stefano, 2023. "Cost of monitoring and risk taking in the money market funds industry," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada, 2021. "COVID Response: The Money Market Mutual Fund Facility," Staff Reports 980, Federal Reserve Bank of New York.
- Borgonovo, Emanuele & Caselli, Stefano & Cillo, Alessandra & Masciandaro, Donato & Rabitti, Giovanni, 2021. "Money, privacy, anonymity: What do experiments tell us?," Journal of Financial Stability, Elsevier, vol. 56(C).
- Onali, Enrico & Mascia, Danilo V., 2022. "Corporate diversification and stock risk: Evidence from a global shock," Journal of Corporate Finance, Elsevier, vol. 72(C).
- Kim Ristolainen, 2024.
"Narrative triggers of information sensitivity,"
Quantitative Finance, Taylor & Francis Journals, vol. 24(3-4), pages 499-520, April.
- Kim Ristolainen, 2022. "Narrative Triggers of Information Sensitivity," Discussion Papers 156, Aboa Centre for Economics.
- Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol, 2024. "You can’t always get what you want (where you want it): Cross-border effects of the US money market fund reform," Journal of International Economics, Elsevier, vol. 147(C).
- Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol, 2022. "You can't always get what you want (where you want it): Cross-border effects of the US money market fund reform," Discussion Papers 03/2022, Deutsche Bundesbank.
- Thomas M. Eisenbach & Gregory Phelan, 2022. "Fragility of Safe Asset Markets," Staff Reports 1026, Federal Reserve Bank of New York.
- Wang, Wei & Li, Lin, 2024. "Digital payment, money market fund and investment behavior," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
- Aramonte, Sirio & Schrimpf, Andreas & Shin, Hyun Song, 2022.
"Non-bank Financial Intermediaries and Financial Stability,"
CEPR Discussion Papers
16962, C.E.P.R. Discussion Papers.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023. "Non-bank financial intermediaries and financial stability," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 7, pages 147-170, Edward Elgar Publishing.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
- Allen, Kyle & Saha, Pritam & Whitledge, Matthew & Winters, Drew, 2023. "Money market reforms:The effect on the commercial paper market," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Cipriani, Marco & Afonso, Gara & Copeland, Adam & Kovner, Anna & La Spada, Gabriele & Martin, Antoine, 2020.
"The market events of mid-September 2019,"
CEPR Discussion Papers
14467, C.E.P.R. Discussion Papers.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2021. "The Market Events of Mid-September 2019," Economic Policy Review, Federal Reserve Bank of New York, vol. 27(2), pages 1-26, August.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2020. "The Market Events of Mid-September 2019," Staff Reports 918, Federal Reserve Bank of New York.
Cited by:
- Copeland, Adam & Duffie, Darrell & Yang, Yilin (David), 2021.
"Reserves Were Not So Ample after All,"
Research Papers
3974, Stanford University, Graduate School of Business.
- Adam Copeland & Darrell Duffie & Yilin Yang, 2021. "Reserves Were Not So Ample After All," NBER Working Papers 29090, National Bureau of Economic Research, Inc.
- Adam Copeland & Darrell Duffie & Yilin Yang, 2021. "Reserves Were Not So Ample After All," Staff Reports 974, Federal Reserve Bank of New York.
- Smith, A. Lee & Valcarcel, Victor J., 2023.
"The financial market effects of unwinding the Federal Reserve’s balance sheet,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Andrew Lee Smith & Victor J. Valcarcel, 2021. "The Financial Market Effects of Unwinding the Federal Reserve’s Balance Sheet," Research Working Paper RWP 20-23, Federal Reserve Bank of Kansas City.
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022.
"Monetary policy transmission in segmented markets,"
Working Paper Series
2706, European Central Bank.
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2024. "Monetary policy transmission in segmented markets," Journal of Financial Economics, Elsevier, vol. 151(C).
- Ellen Ryan & Karl Whelan, 2021.
"A Model of QE, Reserve Demand and the Money Multiplier,"
Working Papers
202107, School of Economics, University College Dublin.
- Whelan, Karl & Ryan, Ellen, 2021. "A Model of QE, Reserve Demand and the Money Multiplier," CEPR Discussion Papers 15882, C.E.P.R. Discussion Papers.
- Ellen Ryan & Karl Whelan, 2023. "A Model of QE, Reserve Demand, and the Money Multiplier," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 407-439, March.
- Bank for International Settlements, 2020. "US dollar funding: an international perspective," CGFS Papers, Bank for International Settlements, number 65, december.
- Sundaresan, Suresh & Xiao, Kairong, 2024. "Liquidity regulation and banks: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 151(C).
- Bosshardt, Joshua & Kakhbod, Ali & Saidi, Farzad, 2022.
"The Bank Liquidity Channel of Financial (In)stability,"
CEPR Discussion Papers
16438, C.E.P.R. Discussion Papers.
- Joshua Bosshardt & Ali Kakhbod & Farzad Saidi, 2021. "The Bank Liquidity Channel of Financial (In)stability," ECONtribute Discussion Papers Series 108, University of Bonn and University of Cologne, Germany.
- Sriya Anbil & Alyssa G. Anderson & Zeynep Senyuz, 2021. "Are Repo Markets Fragile? Evidence from September 2019," Finance and Economics Discussion Series 2021-028, Board of Governors of the Federal Reserve System (U.S.).
- Gabriele La Spada, 2018.
"Do Low Rates Encourage Yield Seeking by Money Market Funds?,"
Liberty Street Economics
20180307, Federal Reserve Bank of New York.
Cited by:
- Ryan, Ellen, 2024. "Are fund managers rewarded for taking cyclical risks?," Journal of Financial Markets, Elsevier, vol. 68(C).
- Marco Cipriani & Gabriele La Spada, 2017.
"Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform,"
Staff Reports
816, Federal Reserve Bank of New York.
Cited by:
- Giannetti, Mariassunta & Baghai, Ramin & Jager, Ivika, 2018.
"Liability Structure and Risk-Taking: Evidence from the Money Market Fund Industry,"
CEPR Discussion Papers
13151, C.E.P.R. Discussion Papers.
- Baghai, Ramin P. & Giannetti, Mariassunta & Jäger, Ivika, 2022. "Liability Structure and Risk Taking: Evidence from the Money Market Fund Industry," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 57(5), pages 1771-1804, August.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2021.
"The Market Events of Mid-September 2019,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 27(2), pages 1-26, August.
- Cipriani, Marco & Afonso, Gara & Copeland, Adam & Kovner, Anna & La Spada, Gabriele & Martin, Antoine, 2020. "The market events of mid-September 2019," CEPR Discussion Papers 14467, C.E.P.R. Discussion Papers.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2020. "The Market Events of Mid-September 2019," Staff Reports 918, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada, 2021.
"Sophisticated and Unsophisticated Runs,"
Liberty Street Economics
20210602, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada, 2020. "Sophisticated and Unsophisticated Runs," Staff Reports 956, Federal Reserve Bank of New York.
- Tri Vi Dang & Gary Gorton & Bengt Holmström, 2020.
"The Information View of Financial Crises,"
Annual Review of Financial Economics, Annual Reviews, vol. 12(1), pages 39-65, December.
- Tri Vi Dang & Gary B. Gorton & Bengt R. Holmstrom, 2019. "The Information View of Financial Crises," NBER Working Papers 26074, National Bureau of Economic Research, Inc.
- David B. Cashin & Erin E. Syron Ferris & Elizabeth C. Klee, 2020. "Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Recent Debt Limit Impasses," Finance and Economics Discussion Series 2020-008, Board of Governors of the Federal Reserve System (U.S.).
- Allen, Kyle D. & Winters, Drew B., 2020. "Crisis regulations: The unexpected consequences of floating NAV for money market funds," Journal of Banking & Finance, Elsevier, vol. 117(C).
- Marco Macchiavelli & Xing (Alex) Zhou, 2022. "Funding Liquidity and Market Liquidity: The Broker-Dealer Perspective," Management Science, INFORMS, vol. 68(5), pages 3379-3398, May.
- Giannetti, Mariassunta & Baghai, Ramin & Jager, Ivika, 2018.
"Liability Structure and Risk-Taking: Evidence from the Money Market Fund Industry,"
CEPR Discussion Papers
13151, C.E.P.R. Discussion Papers.
- Catherine Chen & Marco Cipriani & Gabriele La Spada & Philip Mulder & Neha Shah, 2017.
"Money Market Funds and the New SEC Regulation,"
Liberty Street Economics
20170320, Federal Reserve Bank of New York.
Cited by:
- Benigno, Pierpaolo & Robatto, Roberto, 2018.
"Private Money Creation, Liquidity Crises, and Government Intervention,"
CEPR Discussion Papers
13091, C.E.P.R. Discussion Papers.
- Benigno, Pierpaolo & Robatto, Roberto, 2019. "Private money creation, liquidity crises, and government interventions," Journal of Monetary Economics, Elsevier, vol. 106(C), pages 42-58.
- Andreas Schrimpf & Vladyslav Sushko, 2019. "Beyond LIBOR: a primer on the new benchmark rates," BIS Quarterly Review, Bank for International Settlements, March.
- Benigno, Pierpaolo & Robatto, Roberto, 2018.
"Private Money Creation, Liquidity Crises, and Government Intervention,"
CEPR Discussion Papers
13091, C.E.P.R. Discussion Papers.
- Gabriele La Spada, 2015.
"Competition, reach for yield, and money market funds,"
Staff Reports
753, Federal Reserve Bank of New York.
- La Spada, Gabriele, 2018. "Competition, reach for yield, and money market funds," Journal of Financial Economics, Elsevier, vol. 129(1), pages 87-110.
Cited by:
- Curatola, Giuliano, 2022. "Price impact, strategic interaction and portfolio choice," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Li, Yi, 2021. "Reciprocal lending relationships in shadow banking," Journal of Financial Economics, Elsevier, vol. 141(2), pages 600-619.
- Huberto M. Ennis & Jeffrey M. Lacker & John A. Weinberg, 2022.
"Money Market Fund Reform: Dealing with the Fundamental Problem,"
Working Paper
22-08, Federal Reserve Bank of Richmond.
- Huberto M. Ennis & Jeffrey M. Lacker & John A. Weinberg, 2023. "Money Market Fund Reform: Dealing with the Fundamental Problem," JRFM, MDPI, vol. 16(1), pages 1-14, January.
- Cipriani, Marco & La Spada, Gabriele, 2020.
"Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform,"
CEPR Discussion Papers
14375, C.E.P.R. Discussion Papers.
- Cipriani, Marco & La Spada, Gabriele, 2021. "Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform," Journal of Financial Economics, Elsevier, vol. 140(1), pages 250-269.
- Giannetti, Mariassunta & Baghai, Ramin & Jager, Ivika, 2018.
"Liability Structure and Risk-Taking: Evidence from the Money Market Fund Industry,"
CEPR Discussion Papers
13151, C.E.P.R. Discussion Papers.
- Baghai, Ramin P. & Giannetti, Mariassunta & Jäger, Ivika, 2022. "Liability Structure and Risk Taking: Evidence from the Money Market Fund Industry," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 57(5), pages 1771-1804, August.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2021.
"The Market Events of Mid-September 2019,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 27(2), pages 1-26, August.
- Cipriani, Marco & Afonso, Gara & Copeland, Adam & Kovner, Anna & La Spada, Gabriele & Martin, Antoine, 2020. "The market events of mid-September 2019," CEPR Discussion Papers 14467, C.E.P.R. Discussion Papers.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2020. "The Market Events of Mid-September 2019," Staff Reports 918, Federal Reserve Bank of New York.
- Lugo, Stefano, 2023. "Cost of monitoring and risk taking in the money market funds industry," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Marco Cipriani & Gabriele La Spada, 2021.
"Sophisticated and Unsophisticated Runs,"
Liberty Street Economics
20210602, Federal Reserve Bank of New York.
- Marco Cipriani & Gabriele La Spada, 2020. "Sophisticated and Unsophisticated Runs," Staff Reports 956, Federal Reserve Bank of New York.
- Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol, 2024. "You can’t always get what you want (where you want it): Cross-border effects of the US money market fund reform," Journal of International Economics, Elsevier, vol. 147(C).
- Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol, 2022. "You can't always get what you want (where you want it): Cross-border effects of the US money market fund reform," Discussion Papers 03/2022, Deutsche Bundesbank.
- Ye Li & Simon Mayer & Simon Mayer, 2021. "Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking," CESifo Working Paper Series 9260, CESifo.
- Nicola Cetorelli & Gabriele La Spada & João A. C. Santos, 2022. "Monetary Policy, Investor Flows, and Loan Fund Fragility," Staff Reports 1008, Federal Reserve Bank of New York.
- Aramonte, Sirio & Schrimpf, Andreas & Shin, Hyun Song, 2022.
"Non-bank Financial Intermediaries and Financial Stability,"
CEPR Discussion Papers
16962, C.E.P.R. Discussion Papers.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023. "Non-bank financial intermediaries and financial stability," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 7, pages 147-170, Edward Elgar Publishing.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
- Tim A Kroencke & Maik Schmeling & Andreas Schrimpf, 2015. "Global Asset Allocation Shifts," BIS Working Papers 497, Bank for International Settlements.
- Linus Wilson, 2020. "Broken bucks: money funds that took taxpayer guarantees in 2008," Journal of Asset Management, Palgrave Macmillan, vol. 21(5), pages 375-392, September.
- Gabriele La Spada & Fabrizio Lillo, 2011.
"The effect of round-off error on long memory processes,"
Papers
1107.4476, arXiv.org, revised Mar 2013.
- La Spada Gabriele & Lillo Fabrizio, 2014. "The effect of round-off error on long memory processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 445-482, September.
Cited by:
- Gianbiagio Curato & Fabrizio Lillo, 2013. "Modeling the coupled return-spread high frequency dynamics of large tick assets," Papers 1310.4539, arXiv.org.
- Martin D. Gould & Mason A. Porter & Stacy Williams & Mark McDonald & Daniel J. Fenn & Sam D. Howison, 2013. "Limit order books," Quantitative Finance, Taylor & Francis Journals, vol. 13(11), pages 1709-1742, November.
- Martin D. Gould & Mason A. Porter & Stacy Williams & Mark McDonald & Daniel J. Fenn & Sam D. Howison, 2010. "Limit Order Books," Papers 1012.0349, arXiv.org, revised Apr 2013.
- Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo, 2010.
"Tick size and price diffusion,"
Papers
1009.2329, arXiv.org, revised Oct 2010.
Cited by:
- Thanos Verousis & Pietro Perotti & Georgios Sermpinis, 2018. "One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 353-392, February.
- La Spada Gabriele & Lillo Fabrizio, 2014.
"The effect of round-off error on long memory processes,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 445-482, September.
- Gabriele La Spada & Fabrizio Lillo, 2011. "The effect of round-off error on long memory processes," Papers 1107.4476, arXiv.org, revised Mar 2013.
- Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo, 2007.
"The non-random walk of stock prices: The long-term correlation between signs and sizes,"
Papers
0711.4596, arXiv.org, revised May 2008.
- G. Spada & J. Farmer & F. Lillo, 2008. "The non-random walk of stock prices: the long-term correlation between signs and sizes," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 64(3), pages 607-614, August.
Cited by:
- Z. Sun & P. A. Hamill & Y. Li & Y. C. Yang & S. A. Vigne, 2019. "Did long-memory of liquidity signal the European sovereign debt crisis?," Annals of Operations Research, Springer, vol. 282(1), pages 355-377, November.
- Assaf Almog & Ferry Besamusca & Mel MacMahon & Diego Garlaschelli, 2015. "Mesoscopic Community Structure of Financial Markets Revealed by Price and Sign Fluctuations," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-16, July.
- Aurelio F. Bariviera & Mar'ia Jos'e Basgall & Waldo Hasperu'e & Marcelo Naiouf, 2017.
"Some stylized facts of the Bitcoin market,"
Papers
1708.04532, arXiv.org.
- Bariviera, Aurelio F. & Basgall, María José & Hasperué, Waldo & Naiouf, Marcelo, 2017. "Some stylized facts of the Bitcoin market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 82-90.
- Lisana B. Martinez & M. Belén Guercio & Aurelio Fernandez Bariviera & Antonio Terceño, 2018.
"The impact of the financial crisis on the long-range memory of European corporate bond and stock markets,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(1), pages 1-15, February.
- Lisana B. Martinez & M. Belen Guercio & Aurelio F. Bariviera & Antonio Terce~no, 2016. "The impact of the financial crisis on the long-range memory of European corporate bond and stock markets," Papers 1605.06700, arXiv.org.
- Assaf Almog & Ferry Besamusca & Mel MacMahon & Diego Garlaschelli, 2015. "Mesoscopic Community Structure of Financial Markets Revealed by Price and Sign Fluctuations," Papers 1504.00590, arXiv.org.
- Kirchler, Michael & Huber, Jürgen, 2009. "An exploration of commonly observed stylized facts with data from experimental asset markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1631-1658.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2010.
"Complex stock trading network among investors,"
Papers
1003.2459, arXiv.org, revised May 2010.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2010. "Complex stock trading network among investors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4929-4941.
- Ji, Aiwen & Shang, Pengjian, 2019. "Analysis of financial time series through forbidden patterns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
Articles
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2021.
"The Market Events of Mid-September 2019,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 27(2), pages 1-26, August.
See citations under working paper version above.
- Cipriani, Marco & Afonso, Gara & Copeland, Adam & Kovner, Anna & La Spada, Gabriele & Martin, Antoine, 2020. "The market events of mid-September 2019," CEPR Discussion Papers 14467, C.E.P.R. Discussion Papers.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2020. "The Market Events of Mid-September 2019," Staff Reports 918, Federal Reserve Bank of New York.
- Cipriani, Marco & La Spada, Gabriele, 2021.
"Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 250-269.
See citations under working paper version above.
- Cipriani, Marco & La Spada, Gabriele, 2020. "Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform," CEPR Discussion Papers 14375, C.E.P.R. Discussion Papers.
- La Spada, Gabriele, 2018.
"Competition, reach for yield, and money market funds,"
Journal of Financial Economics, Elsevier, vol. 129(1), pages 87-110.
See citations under working paper version above.
- Gabriele La Spada, 2015. "Competition, reach for yield, and money market funds," Staff Reports 753, Federal Reserve Bank of New York.
- La Spada Gabriele & Lillo Fabrizio, 2014.
"The effect of round-off error on long memory processes,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 445-482, September.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Gabriele La Spada & Fabrizio Lillo, 2011. "The effect of round-off error on long memory processes," Papers 1107.4476, arXiv.org, revised Mar 2013.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 31 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MON: Monetary Economics (27) 2015-12-12 2020-02-10 2020-02-24 2020-03-16 2020-05-25 2020-07-13 2020-07-20 2020-08-31 2020-12-07 2021-06-14 2021-10-04 2021-12-13 2022-04-11 2022-06-20 2022-10-31 2023-01-16 2023-06-12 2023-06-26 2023-09-11 2023-10-09 2023-12-04 2024-01-01 2024-04-08 2024-05-06 2024-09-02 2024-09-02 2024-11-04. Author is listed
- NEP-BAN: Banking (11) 2021-10-04 2022-04-11 2022-10-31 2023-01-16 2023-06-12 2023-06-26 2023-10-09 2023-12-04 2024-01-01 2024-04-08 2024-05-06. Author is listed
- NEP-CBA: Central Banking (8) 2020-08-31 2021-10-04 2022-04-11 2022-06-20 2023-01-16 2023-12-04 2024-05-06 2024-11-04. Author is listed
- NEP-MAC: Macroeconomics (8) 2020-03-16 2020-07-13 2020-07-20 2020-08-31 2020-08-31 2022-04-11 2022-06-20 2024-05-06. Author is listed
- NEP-PAY: Payment Systems and Financial Technology (4) 2020-05-25 2023-02-06 2023-10-09 2024-04-08
- NEP-FMK: Financial Markets (3) 2010-09-25 2015-12-12 2020-08-31
- NEP-ORE: Operations Research (2) 2020-07-20 2021-06-14
- NEP-CIS: Confederation of Independent States (1) 2023-02-06
- NEP-ECM: Econometrics (1) 2011-08-02
- NEP-EEC: European Economics (1) 2024-05-06
- NEP-ETS: Econometric Time Series (1) 2011-08-02
- NEP-EUR: Microeconomic European Issues (1) 2024-05-06
- NEP-IFN: International Finance (1) 2024-09-02
- NEP-MST: Market Microstructure (1) 2010-09-25
- NEP-TRA: Transition Economics (1) 2023-02-06
- NEP-URE: Urban and Real Estate Economics (1) 2020-08-31
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