Gabriele La Spada

Federal Reserve Banks - Federal Reserve Bank of New York

Economist

33 Liberty Street

New York, NY 10045

United States

http://https://www.newyorkfed.org/research/economists/laspada

SCHOLARLY PAPERS

6

DOWNLOADS

551

SSRN CITATIONS
Rank 45,689

SSRN RANKINGS

Top 45,689

in Total Papers Citations

10

CROSSREF CITATIONS

3

Scholarly Papers (6)

1.

The Non-Random Walk of Stock Prices: The Long-Term Correlation between Signs and Sizes

Number of pages: 9 Posted: 29 Nov 2007 Last Revised: 16 Jun 2008
Gabriele La Spada, J. Doyne Farmer and Fabrizio Lillo
Federal Reserve Banks - Federal Reserve Bank of New York, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School and UniversitĂ  di Bologna
Downloads 286 (116,475)
Citation 3

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Econophysics, Brownian motion, Stochastic processes

2.

Investors’ Appetite for Money-Like Assets: The Money Market Fund Industry after the 2014 Regulatory Reform

FRB of NY Staff Report No. 816
Number of pages: 68 Posted: 20 Jun 2017
Marco Cipriani and Gabriele La Spada
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 124 (247,706)

Abstract:

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money-like assets, information sensitivity, money market funds, money market funds reform

3.

Competition, Reach for Yield, and Money Market Funds

FRB of NY Staff Report No. 753
Number of pages: 121 Posted: 10 Dec 2015 Last Revised: 30 Aug 2017
Gabriele La Spada
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 64 (375,149)
Citation 7

Abstract:

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reach for yield, money market funds

The Market Events of Mid-September 2019

FRB of New York Staff Report No. 918 (2020)
Number of pages: 30 Posted: 06 Mar 2020
Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York - Research and Statistics
Downloads 48 (436,594)

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federal funds market, repo market, central bank reserves, regulation, monetary policy

The Market Events of Mid-September 2019

CEPR Discussion Paper No. DP14467
Number of pages: 33 Posted: 25 Mar 2020
Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York - Research and Statistics
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central bank reserves, Federal funds market, Monetary policy implementation, regulation, repo market

5.

The Effect of Round-off Error on Long Memory Processes

Number of pages: 44 Posted: 23 Jul 2011 Last Revised: 17 Mar 2013
Gabriele La Spada and Fabrizio Lillo
Federal Reserve Banks - Federal Reserve Bank of New York and UniversitĂ  di Bologna
Downloads 29 (512,737)

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long-memory processes, round-off error, measurement error, log-periodogram regression, detrended fluctuation analysis, hermite polynomials

6.

Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform

CEPR Discussion Paper No. DP14375
Number of pages: 59 Posted: 11 Feb 2020
Marco Cipriani and Gabriele La Spada
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 0 (725,230)
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Abstract:

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information sensitivity, Money market funds, Money Market Funds Reform, Money-like Assets