Gabriele La Spada

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

Phone (212) 720-5164
gabriele.laspada@ny.frb.org

   



Competition, Reach for Yield, and Money Market Funds
Journal of Financial Economics, Forthcoming
See also >> Federal Reserve Bank of New York Staff Reports, Number 753, December 2015

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.