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

4

DOWNLOADS

433

CITATIONS

4

Scholarly Papers (4)

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 281 (106,693)
Citation 3

Abstract:

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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 73 (317,565)

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 50 (383,086)
Citation 4

Abstract:

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reach for yield, money market funds

4.

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 (465,771)

Abstract:

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