Gabriele La Spada

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Contact

Affiliations

• Federal Reserve Bank of New York
  • EDIRC entry
  • location:

Research profile

author of:

• The non-random walk of stock prices: The long-term correlation between signs and sizes
  Papers, arXiv.org (2007)
  by Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo
  (ReDIF-paper, arx:papers:0711.4596)
• Tick size and price diffusion
  Papers, arXiv.org (2010)
  by Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo
  (ReDIF-paper, arx:papers:1009.2329)
• The effect of round-off error on long memory processes
  Papers, arXiv.org (2011)
  by Gabriele La Spada & Fabrizio Lillo
  (ReDIF-paper, arx:papers:1107.4476)
• The effect of round-off error on long memory processes
  Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2014)
  by La Spada Gabriele & Lillo Fabrizio
  (ReDIF-article, bpj:sndecm:v:18:y:2014:i:4:p:38:n:5)
• Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
  by Cipriani, Marco & La Spada, Gabriele
  (ReDIF-paper, cpr:ceprdp:14375)
• The market events of mid-September 2019
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
  by Cipriani, Marco & Afonso, Gara & Copeland, Adam & Kovner, Anna & La Spada, Gabriele & Martin, Antoine
  (ReDIF-paper, cpr:ceprdp:14467)
• The Money Market Mutual Fund Liquidity Facility
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
  by Anadu, Kenechukwu & Cipriani, Marco & La Spada, Gabriele
  (ReDIF-paper, cpr:ceprdp:17161)
• Competition, reach for yield, and money market funds
  Journal of Financial Economics, Elsevier (2018)
  by La Spada, Gabriele
  (ReDIF-article, eee:jfinec:v:129:y:2018:i:1:p:87-110)
• Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform
  Journal of Financial Economics, Elsevier (2021)
  by Cipriani, Marco & La Spada, Gabriele
  (ReDIF-article, eee:jfinec:v:140:y:2021:i:1:p:250-269)
• The Optimal Supply of Central Bank Reserves under Uncertainty
  Working Paper Series, Federal Reserve Bank of San Francisco (2023)
  by Gara Afonso & Gabriele La Spada & Thomas M. Mertens & John C. Williams
  (ReDIF-paper, fip:fedfwp:97340)
• The Market Events of Mid-September 2019
  Economic Policy Review, Federal Reserve Bank of New York (2021)
  by Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin
  (ReDIF-article, fip:fednep:93004)
• The Money Market Mutual Fund Liquidity Facility
  Economic Policy Review, Federal Reserve Bank of New York (2022)
  by Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada
  (ReDIF-article, fip:fednep:94436)
• Money Market Funds and the New SEC Regulation
  Liberty Street Economics, Federal Reserve Bank of New York (2017)
  by Catherine Chen & Marco Cipriani & Gabriele La Spada & Philip Mulder & Neha Shah
  (ReDIF-paper, fip:fednls:87183)
• Do Low Rates Encourage Yield Seeking by Money Market Funds?
  Liberty Street Economics, Federal Reserve Bank of New York (2018)
  by Gabriele La Spada
  (ReDIF-paper, fip:fednls:87246)
• The Premium for Money-Like Assets
  Liberty Street Economics, Federal Reserve Bank of New York (2018)
  by Marco Cipriani & Gabriele La Spada
  (ReDIF-paper, fip:fednls:87266)
• The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors
  Liberty Street Economics, Federal Reserve Bank of New York (2019)
  by Marco Cipriani & Jeff Gortmaker & Gabriele La Spada
  (ReDIF-paper, fip:fednls:87350)
• The Money Market Fund Liquidity Facility
  Liberty Street Economics, Federal Reserve Bank of New York (2020)
  by Marco Cipriani & Gabriele La Spada & Reed Orchinik & Aaron Plesset
  (ReDIF-paper, fip:fednls:87925)
• Outflows from Bank-Loan Funds during COVID-19
  Liberty Street Economics, Federal Reserve Bank of New York (2020)
  by Nicola Cetorelli & Gabriele La Spada & João A. C. Santos
  (ReDIF-paper, fip:fednls:88157)
• Municipal Debt Markets and the COVID-19 Pandemic
  Liberty Street Economics, Federal Reserve Bank of New York (2020)
  by Marco Cipriani & Andrew F. Haughwout & Benjamin Hyman & Anna Kovner & Gabriele La Spada & Matthew Lieber & Shawn Nee
  (ReDIF-paper, fip:fednls:88240)
• A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet
  Liberty Street Economics, Federal Reserve Bank of New York (2020)
  by Gara Afonso & Marco Cipriani & Gabriele La Spada & Will Riordan
  (ReDIF-paper, fip:fednls:88313)
• How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too
  Liberty Street Economics, Federal Reserve Bank of New York (2020)
  by Gara Afonso & Marco Cipriani & Steph Clampitt & Haitham Jendoubi & Gabriele La Spada & Will Riordan
  (ReDIF-paper, fip:fednls:89064)
• Sophisticated and Unsophisticated Runs
  Liberty Street Economics, Federal Reserve Bank of New York (2021)
  by Marco Cipriani & Gabriele La Spada
  (ReDIF-paper, fip:fednls:92279)
• Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry
  Liberty Street Economics, Federal Reserve Bank of New York (2021)
  by Marco Cipriani & Gabriele La Spada
  (ReDIF-paper, fip:fednls:93386)
• Measuring the Ampleness of Reserves
  Liberty Street Economics, Federal Reserve Bank of New York (2022)
  by Gara Afonso & Gabriele La Spada & John C. Williams
  (ReDIF-paper, fip:fednls:94887)
• Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update
  Liberty Street Economics, Federal Reserve Bank of New York (2023)
  by Gara Afonso & Catherine Huang & Marco Cipriani & Abduelwahab Hussein & Gabriele La Spada
  (ReDIF-paper, fip:fednls:95914)
• Banks’ Balance-Sheet Costs and ON RRP Investment
  Liberty Street Economics, Federal Reserve Bank of New York (2023)
  by Gara Afonso & Catherine Huang & Marco Cipriani & Gabriele La Spada
  (ReDIF-paper, fip:fednls:96172)
• The Federal Reserve’s Two Key Rates: Similar but Not the Same?
  Liberty Street Economics, Federal Reserve Bank of New York (2023)
  by Gara Afonso & Marco Cipriani & Gabriele La Spada & Peter Prastakos
  (ReDIF-paper, fip:fednls:96559)
• Treasury Bill Supply and ON RRP Investment
  Liberty Street Economics, Federal Reserve Bank of New York (2023)
  by Gara Afonso & Catherine Huang & Marco Cipriani & Gabriele La Spada & Sergio Olivas
  (ReDIF-paper, fip:fednls:97392)
• Dropping Like a Stone: ON RRP Take-up in the Second Half of 2023
  Liberty Street Economics, Federal Reserve Bank of New York (2023)
  by Gara Afonso & Marco Cipriani & Gabriele La Spada
  (ReDIF-paper, fip:fednls:97490)
• Stablecoins and Crypto Shocks
  Liberty Street Economics, Federal Reserve Bank of New York (2024)
  by Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang
  (ReDIF-paper, fip:fednls:97932)
• Monetary Policy and Money Market Funds in Europe
  Liberty Street Economics, Federal Reserve Bank of New York (2024)
  by Marco Cipriani & Daniel Fricke & Stefan Greppmair & Gabriele La Spada & Karol Paludkiewicz
  (ReDIF-paper, fip:fednls:98056)
• When Are Central Bank Reserves Ample?
  Liberty Street Economics, Federal Reserve Bank of New York (2024)
  by Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams
  (ReDIF-paper, fip:fednls:98660)
• A New Set of Indicators of Reserve Ampleness
  Liberty Street Economics, Federal Reserve Bank of New York (2024)
  by Gara Afonso & Kevin Clark & Brian Gowen & Gabriele La Spada & JC Martinez & Jason Miu & Will Riordan
  (ReDIF-paper, fip:fednls:98685)
• Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity
  Liberty Street Economics, Federal Reserve Bank of New York (2024)
  by Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams
  (ReDIF-paper, fip:fednls:98984)
• Stablecoins and Crypto Shocks: An Update
  Liberty Street Economics, Federal Reserve Bank of New York (2025)
  by Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang
  (ReDIF-paper, fip:fednls:99893)
• Competition, reach for yield, and money market funds
  Staff Reports, Federal Reserve Bank of New York (2015)
  by Gabriele La Spada
  (ReDIF-paper, fip:fednsr:753)
• Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform
  Staff Reports, Federal Reserve Bank of New York (2017)
  by Marco Cipriani & Gabriele La Spada
  (ReDIF-paper, fip:fednsr:816)
• The Market Events of Mid-September 2019
  Staff Reports, Federal Reserve Bank of New York (2020)
  by Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin
  (ReDIF-paper, fip:fednsr:87585)
• Sophisticated and Unsophisticated Runs
  Staff Reports, Federal Reserve Bank of New York (2020)
  by Marco Cipriani & Gabriele La Spada
  (ReDIF-paper, fip:fednsr:89274)
• COVID Response: The Money Market Mutual Fund Facility
  Staff Reports, Federal Reserve Bank of New York (2021)
  by Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada
  (ReDIF-paper, fip:fednsr:93071)
• Monetary Policy, Investor Flows, and Loan Fund Fragility
  Staff Reports, Federal Reserve Bank of New York (2022)
  by Nicola Cetorelli & Gabriele La Spada & João A. C. Santos
  (ReDIF-paper, fip:fednsr:93796)
• Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve
  Staff Reports, Federal Reserve Bank of New York (2022)
  by Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams
  (ReDIF-paper, fip:fednsr:94278)
• Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP
  Staff Reports, Federal Reserve Bank of New York (2022)
  by Gara Afonso & Marco Cipriani & Gabriele La Spada
  (ReDIF-paper, fip:fednsr:95362)
• Financial Sanctions, SWIFT, and the Architecture of the International Payments System
  Staff Reports, Federal Reserve Bank of New York (2023)
  by Marco Cipriani & Linda S. Goldberg & Gabriele La Spada
  (ReDIF-paper, fip:fednsr:95525)
• Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?
  Staff Reports, Federal Reserve Bank of New York (2023)
  by Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang
  (ReDIF-paper, fip:fednsr:96880)
• The Optimal Supply of Central Bank Reserves under Uncertainty
  Staff Reports, Federal Reserve Bank of New York (2023)
  by Gara Afonso & Gabriele La Spada & Thomas M. Mertens & John C. Williams
  (ReDIF-paper, fip:fednsr:97290)