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

12

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1,204

SSRN CITATIONS
Rank 23,862

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Top 23,862

in Total Papers Citations

37

CROSSREF CITATIONS

3

Scholarly Papers (12)

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 Università di Bologna
Downloads 296 (151,081)
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 203 (218,086)
Citation 2

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

3.
Downloads 164 (262,335)
Citation 6

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 114 (348,674)
Citation 1

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

The Market Events of Mid-September 2019

Economic Policy Review, Vol. 27, No. 2
Number of pages: 26 Posted: 02 Sep 2021
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 50 (563,941)

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

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 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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Citation 2
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central bank reserves, Federal funds market, Monetary policy implementation, regulation, repo market

4.

COVID Response: The Money Market Mutual Fund Facility

FRB of New York Staff Report No. 980
Number of pages: 20 Posted: 29 Sep 2021
Kenechukwu Anadu, Marco Cipriani, Ryan Craver and Gabriele La Spada
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of New York, affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 131 (313,636)

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COVID-19, money market funds, runs, Federal Reserve lending facilities

5.

Sophisticated and Unsophisticated Runs

FRB of New York Staff Report No. 956
Number of pages: 43 Posted: 05 Jan 2021
Marco Cipriani and Gabriele La Spada
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 98 (383,777)

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runs, COVID-19, money market funds, sophisticated investors, regulation

6.

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 86 (416,413)
Citation 11

Abstract:

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reach for yield, money market funds

7.

Monetary Policy and the Run Risk of Loan Funds

FRB of New York Staff Report No. 1008
Number of pages: 55 Posted: 07 Mar 2022
Nicola Cetorelli, Gabriele La Spada and João A. C. Santos
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 76 (447,303)

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mutual funds, monetary policy, leverage lending

8.

Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve

FRB of New York Staff Report No. 1019, 2022
Number of pages: 54 Posted: 31 May 2022
Federal Reserve Bank of New York, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 62 (497,736)

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demand for reserves, federal funds market, monetary policy

9.

The Money Market Mutual Fund Liquidity Facility

Number of pages: 27 Posted: 18 Nov 2021
Kenechukwu Anadu, Marco Cipriani, Ryan Craver and Gabriele La Spada
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of New York, affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 33 (640,366)

Abstract:

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COVID-19, money market funds, runs, Federal Reserve lending facilities

10.

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 Università di Bologna
Downloads 33 (646,722)

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

The Money Market Mutual Fund Liquidity Facility

Economic Policy Review, Vol. 28, No. 1, p. 139-160
Number of pages: 23 Posted: 07 Jul 2022
Kenechukwu Anadu, Marco Cipriani, Ryan Craver and Gabriele La Spada
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of New York, affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 22 (742,963)

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Federal Reserve, COVID-19, money market funds, runs, Federal Reserve lending facilities, Money Market Mutual Fund Liquidity Facility,

The Money Market Mutual Fund Liquidity Facility

CEPR Discussion Paper No. DP17161
Number of pages: 22 Posted: 31 May 2022
Kenechukwu Anadu, Marco Cipriani and Gabriele La Spada
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
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COVID-19, Federal Reserve lending facilities, Money market funds, Runs

12.

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 (951,284)
Citation 3
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information sensitivity, Money market funds, Money Market Funds Reform, Money-like Assets