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
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Working Papers
2024
- A New Set of Indicators of Reserve Ampleness
Liberty Street Economics, Federal Reserve Bank of New York
- Monetary Policy and Money Market Funds in Europe
Liberty Street Economics, Federal Reserve Bank of New York
- Stablecoins and Crypto Shocks
Liberty Street Economics, Federal Reserve Bank of New York
- Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity
Liberty Street Economics, Federal Reserve Bank of New York
- When Are Central Bank Reserves Ample?
Liberty Street Economics, Federal Reserve Bank of New York
2023
- Banks’ Balance-Sheet Costs and ON RRP Investment
Liberty Street Economics, Federal Reserve Bank of New York
- Dropping Like a Stone: ON RRP Take-up in the Second Half of 2023
Liberty Street Economics, Federal Reserve Bank of New York
- Financial Sanctions, SWIFT, and the Architecture of the International Payments System
Staff Reports, Federal Reserve Bank of New York View citations (1)
- Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update
Liberty Street Economics, Federal Reserve Bank of New York
- Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?
Staff Reports, Federal Reserve Bank of New York View citations (1)
- The Federal Reserve’s Two Key Rates: Similar but Not the Same?
Liberty Street Economics, Federal Reserve Bank of New York
- The Optimal Supply of Central Bank Reserves under Uncertainty
Staff Reports, Federal Reserve Bank of New York 
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2023)
- Treasury Bill Supply and ON RRP Investment
Liberty Street Economics, Federal Reserve Bank of New York
2022
- Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP
Staff Reports, Federal Reserve Bank of New York View citations (1)
- Measuring the Ampleness of Reserves
Liberty Street Economics, Federal Reserve Bank of New York
- Monetary Policy, Investor Flows, and Loan Fund Fragility
Staff Reports, Federal Reserve Bank of New York View citations (1)
- Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve
Staff Reports, Federal Reserve Bank of New York
- 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
- COVID Response: The Money Market Mutual Fund Facility
Staff Reports, Federal Reserve Bank of New York View citations (2)
- Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry
Liberty Street Economics, Federal Reserve Bank of New York
- 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
- A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet
Liberty Street Economics, Federal Reserve Bank of New York
- How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too
Liberty Street Economics, Federal Reserve Bank of New York
- 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)
- Municipal Debt Markets and the COVID-19 Pandemic
Liberty Street Economics, Federal Reserve Bank of New York View citations (9)
- Outflows from Bank-Loan Funds during COVID-19
Liberty Street Economics, Federal Reserve Bank of New York
- 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)
- The Money Market Fund Liquidity Facility
Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
2019
- The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors
Liberty Street Economics, Federal Reserve Bank of New York
2018
- Do Low Rates Encourage Yield Seeking by Money Market Funds?
Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
- The Premium for Money-Like Assets
Liberty Street Economics, Federal Reserve Bank of New York
2017
- 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)
- Money Market Funds and the New SEC Regulation
Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
2015
- 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
- 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
- Tick size and price diffusion
Papers, arXiv.org View citations (2)
2008
- The non-random walk of stock prices: The long-term correlation between signs and sizes
Papers, arXiv.org View citations (8)
Journal Articles
2022
- 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
- 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)
- 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
- 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
- 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)
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