Gabriele La Spada

Senior Economist
Money and Payments Studies Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

gabriele.laspada@ny.frb.org

   
The Market Events of Mid-September 2019
With Gara Afonso, Marco Cipriani, Adam Copeland, Anna Kovner, and Antoine Martin
Federal Reserve Bank of New York Economic Policy Review, Volume 27 Number 2, August 2021

Investors’ Appetite for Money-Like Assets: The Money Market Fund Industry after the 2014 Regulatory Reform
with Marco Cipriani
Journal of Financial Economics, 2017, Forthcoming
See also >> Federal Reserve Bank of New York Staff Reports, Number 816, June 2017, Revised June 2018

Competition, Reach for Yield, and Money Market Funds
Journal of Financial Economics, 129(1), 87-110
See also >> Federal Reserve Bank of New York Staff Reports, Number 753, December 2015, Revised January 2017

The Effect of Round-off Error on Long Memory Processes
With Fabrizio Lillo
Studies in Nonlinear Dynamics and Econometrics, 18 (4), 445-482, 2014

Tick Size and Price Diffusion
With J. Doyne Farmer and Fabrizio Lillo
Econophysics of Order-Driven Markets, in F. Abergel, B.K. Chakrabarti, A. Chakraborti, and M. Mitra (eds.), Springer, 2011

The Non-Random Walk of Stock Prices: The Long-Term Correlation between Signs and Sizes
With J. Doyne Farmer and Fabrizio Lillo
European Physical Journal B, 64, 607-614, 2008


The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.
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