Details about Gabriele La Spada

Access statistics for papers by Gabriele La Spada.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pla987

Working Papers

2024

1. A New Set of Indicators of Reserve Ampleness
   Liberty Street Economics, Federal Reserve Bank of New York
2. Monetary Policy and Money Market Funds in Europe
   Liberty Street Economics, Federal Reserve Bank of New York
3. Stablecoins and Crypto Shocks
   Liberty Street Economics, Federal Reserve Bank of New York
4. Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity
   Liberty Street Economics, Federal Reserve Bank of New York
5. When Are Central Bank Reserves Ample?
   Liberty Street Economics, Federal Reserve Bank of New York

2023

6. Banks’ Balance-Sheet Costs and ON RRP Investment
   Liberty Street Economics, Federal Reserve Bank of New York
7. Dropping Like a Stone: ON RRP Take-up in the Second Half of 2023
   Liberty Street Economics, Federal Reserve Bank of New York
8. Financial Sanctions, SWIFT, and the Architecture of the International Payments System
   Staff Reports, Federal Reserve Bank of New York View citations (2)
9. Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update
   Liberty Street Economics, Federal Reserve Bank of New York
10. Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?
    Staff Reports, Federal Reserve Bank of New York View citations (1)
11. The Federal Reserve’s Two Key Rates: Similar but Not the Same?
    Liberty Street Economics, Federal Reserve Bank of New York
12. The Optimal Supply of Central Bank Reserves under Uncertainty
    Working Paper Series, Federal Reserve Bank of San Francisco
    Also in Staff Reports, Federal Reserve Bank of New York (2023)
13. Treasury Bill Supply and ON RRP Investment
    Liberty Street Economics, Federal Reserve Bank of New York

2022

14. Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP
    Staff Reports, Federal Reserve Bank of New York View citations (1)
15. Measuring the Ampleness of Reserves
    Liberty Street Economics, Federal Reserve Bank of New York
16. Monetary Policy, Investor Flows, and Loan Fund Fragility
    Staff Reports, Federal Reserve Bank of New York View citations (1)
17. Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve
    Staff Reports, Federal Reserve Bank of New York
18. The Money Market Mutual Fund Liquidity Facility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article The Money Market Mutual Fund Liquidity Facility, Economic Policy Review, Federal Reserve Bank of New York (2022) (2022)

2021

19. COVID Response: The Money Market Mutual Fund Facility
    Staff Reports, Federal Reserve Bank of New York View citations (2)
20. Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry
    Liberty Street Economics, Federal Reserve Bank of New York
21. Sophisticated and Unsophisticated Runs
    Liberty Street Economics, Federal Reserve Bank of New York View citations (4)
    Also in Staff Reports, Federal Reserve Bank of New York (2020) View citations (8)

2020

22. A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet
    Liberty Street Economics, Federal Reserve Bank of New York
23. How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too
    Liberty Street Economics, Federal Reserve Bank of New York
24. Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    See also Journal Article Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform, Journal of Financial Economics, Elsevier (2021) View citations (17) (2021)
25. Municipal Debt Markets and the COVID-19 Pandemic
    Liberty Street Economics, Federal Reserve Bank of New York View citations (9)
26. Outflows from Bank-Loan Funds during COVID-19
    Liberty Street Economics, Federal Reserve Bank of New York
27. The Market Events of Mid-September 2019
    Staff Reports, Federal Reserve Bank of New York View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (12)
    See also Journal Article The Market Events of Mid-September 2019, Economic Policy Review, Federal Reserve Bank of New York (2021) View citations (2) (2021)
28. The Money Market Fund Liquidity Facility
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)

2019

29. The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors
    Liberty Street Economics, Federal Reserve Bank of New York

2018

30. Do Low Rates Encourage Yield Seeking by Money Market Funds?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
31. The Premium for Money-Like Assets
    Liberty Street Economics, Federal Reserve Bank of New York

2017

32. Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform
    Staff Reports, Federal Reserve Bank of New York View citations (7)
33. Money Market Funds and the New SEC Regulation
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)

2015

34. Competition, reach for yield, and money market funds
    Staff Reports, Federal Reserve Bank of New York
    See also Journal Article Competition, reach for yield, and money market funds, Journal of Financial Economics, Elsevier (2018) View citations (23) (2018)

2013

35. The effect of round-off error on long memory processes
    Papers, arXiv.org View citations (3)
    See also Journal Article The effect of round-off error on long memory processes, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2014) View citations (3) (2014)

2010

36. Tick size and price diffusion
    Papers, arXiv.org View citations (2)

2008

37. The non-random walk of stock prices: The long-term correlation between signs and sizes
    Papers, arXiv.org View citations (8)

Journal Articles

2022

1. The Money Market Mutual Fund Liquidity Facility
   Economic Policy Review, 2022, 28, (1)
   See also Working Paper The Money Market Mutual Fund Liquidity Facility, CEPR Discussion Papers (2022) (2022)

2021

2. Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform
   Journal of Financial Economics, 2021, 140, (1), 250-269 View citations (17)
   See also Working Paper Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform, CEPR Discussion Papers (2020) View citations (5) (2020)
3. The Market Events of Mid-September 2019
   Economic Policy Review, 2021, 27, (2), 26 View citations (2)
   See also Working Paper The Market Events of Mid-September 2019, Staff Reports (2020) View citations (9) (2020)

2018

4. Competition, reach for yield, and money market funds
   Journal of Financial Economics, 2018, 129, (1), 87-110 View citations (23)
   See also Working Paper Competition, reach for yield, and money market funds, Staff Reports (2015) (2015)

2014

5. The effect of round-off error on long memory processes
   Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (4), 445-482 View citations (3)
   See also Working Paper The effect of round-off error on long memory processes, Papers (2013) View citations (3) (2013)