Gabriele La Spada
Personal Details
First Name: | Gabriele |
Middle Name: | |
Last Name: | La Spada |
Suffix: | |
RePEc Short-ID: | pla987 |
| |
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 & 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.
- 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 and the Run Risk of Loan Funds," 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 & 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.
- Marco Cipriani & Gabriele La Spada, 2020.
"Sophisticated and Unsophisticated Runs,"
Staff Reports
956, 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.
- 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.
- 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 & 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.
- Afonso, Gara & Cipriani, Marco & 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.
- 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.
- 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 1-38, 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.
- Afonso, Gara & Cipriani, Marco & 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 1-38, 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
- 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, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
- 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 & 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.
- Tran, Nhu & Uzmanoglu, Cihan, 2022. "COVID-19, lockdowns, and the municipal bond market," Journal of Banking & Finance, Elsevier, vol. 143(C).
- 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.
- 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.
- 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, 2020.
"Sophisticated and Unsophisticated Runs,"
Staff Reports
956, 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.
Cited by:
- Fernando Avalos & Dora Xia, 2021. "Investor size, liquidity and prime money market fund stress," BIS Quarterly Review, Bank for International Settlements, March.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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 & 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.
- Afonso, Gara & Cipriani, Marco & 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.
Cited by:
- Ellen Ryan & Karl Whelan, 2021.
"A Model of QE, Reserve Demand and the Money Multiplier,"
Working Papers
202107, School of Economics, University College Dublin.
- Ryan, Ellen & Whelan, Karl, 2021. "A Model of QE, Reserve Demand and the Money Multiplier," CEPR Discussion Papers 15882, C.E.P.R. Discussion Papers.
- Larry D. Wall, 2021.
"Bank Supervisory Goals versus Monetary Policy Implementation,"
Policy Hub
2021-03, Federal Reserve Bank of Atlanta.
- Larry D. Wall, 2021. "Bank Supervisory Goals versus Monetary Policy Implementation," Policy Hub 2021-03, Federal Reserve Bank of Atlanta.
- Bank for International Settlements, 2020. "US dollar funding: an international perspective," CGFS Papers, Bank for International Settlements, number 65.
- Adam Copeland & Darrell Duffie & Yilin Yang, 2021.
"Reserves Were Not So Ample After All,"
Staff Reports
974, Federal Reserve Bank of New York.
- 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.
- Bosshardt, Joshua & Kakhbod, Ali & Saidi, Farzad, 2021.
"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.).
- 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:
- 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).
- 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.
- 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.
- 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, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
- Kim Ristolainen, 2022. "Narrative Triggers of Information Sensitivity," Discussion Papers 156, Aboa Centre for Economics.
- Onali, Enrico & Mascia, Danilo V., 2022. "Corporate diversification and stock risk: Evidence from a global shock," Journal of Corporate Finance, Elsevier, vol. 72(C).
- 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.).
- Thomas M. Eisenbach & Gregory Phelan, 2022. "Fragility of Safe Asset Markets," Staff Reports 1026, 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.
Cited by:
- Baghai, Ramin P. & Giannetti, Mariassunta & 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.
- Afonso, Gara & Cipriani, Marco & 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.
- 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).
- 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.).
- 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.
- Baghai, Ramin P. & Giannetti, Mariassunta & 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).
- 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.
- Baghai, Ramin P. & Giannetti, Mariassunta & 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.
- Afonso, Gara & Cipriani, Marco & 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.
- 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.
- Li, Yi, 2021. "Reciprocal lending relationships in shadow banking," Journal of Financial Economics, Elsevier, vol. 141(2), pages 600-619.
- 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.
- 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.
- Nicola Cetorelli & Gabriele La Spada & João A. C. Santos, 2022. "Monetary Policy and the Run Risk of Loan Funds," 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, 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 1-38, September.
Cited by:
- 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.
- 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.
- Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo, 2010.
"Tick size and price diffusion,"
Papers
1009.2329, arXiv.org, revised Oct 2010.
Cited by:
- 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 1-38, September.
- 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.
- 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:
- 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.
- 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.
- 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.
- 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).
- 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.
- 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.
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.
- Afonso, Gara & Cipriani, Marco & 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 1-38, 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
Research fields, statistics, top rankings, if available.Statistics
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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 20 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 (16) 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. Author is listed
- NEP-CBA: Central Banking (5) 2020-08-31 2021-10-04 2022-04-11 2022-06-20 2023-01-16. Author is listed
- NEP-BAN: Banking (4) 2021-10-04 2022-04-11 2022-10-31 2023-01-16
- 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-PAY: Payment Systems & Financial Technology (2) 2020-05-25 2023-02-06
- NEP-CIS: Confederation of Independent States (1) 2023-02-06
- NEP-ECM: Econometrics (1) 2011-08-02
- NEP-ETS: Econometric Time Series (1) 2011-08-02
- NEP-MST: Market Microstructure (1) 2010-09-25
- NEP-TRA: Transition Economics (1) 2023-02-06
- NEP-URE: Urban & Real Estate Economics (1) 2020-08-31
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