6
H index
2
i10 index
67
Citations
Federal Reserve Bank of New York | 6 H index 2 i10 index 67 Citations RESEARCH PRODUCTION: 5 Articles 26 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriele La Spada. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 2 |
Economic Policy Review | 2 |
Working Papers Series with more than one paper published | # docs |
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Liberty Street Economics / Federal Reserve Bank of New York | 12 |
Staff Reports / Federal Reserve Bank of New York | 9 |
Papers / arXiv.org | 3 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document |
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2021 | The Bank Liquidity Channel of Financial (In)stability. (2021). Bosshardt, Joshua ; Saidi, Farzad ; Kakhbod, Ali. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:108. Full description at Econpapers || Download paper |
2021 | Investor size, liquidity and prime money market fund stress. (2021). Avalos, Fernando ; Xia, Dora. In: BIS Quarterly Review. RePEc:bis:bisqtr:2103b. Full description at Econpapers || Download paper |
2021 | Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972. Full description at Econpapers || Download paper |
2021 | Investor monitoring, money-likeness and stability of money market funds. (2021). Paavola, Aleksi ; Jarvenpaa, Maija. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_002. Full description at Econpapers || Download paper |
2021 | Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking. (2021). Mayer, Simon ; Li, YE. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9260. Full description at Econpapers || Download paper |
2021 | A Model of QE, Reserve Demand and the Money Multiplier. (2021). Whelan, Karl ; Ryan, Ellen. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15882. Full description at Econpapers || Download paper |
2022 | Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil. (2022). , Christianweistroffer ; Weistroffer, Christian ; Schmitz, Niklas ; Vivar, Luis Molestina ; Grill, Michael ; Capot, Laura-Dona. In: Working Paper Series. RePEc:ecb:ecbwps:20222737. Full description at Econpapers || Download paper |
2022 | Corporate diversification and stock risk: Evidence from a global shock. (2022). Mascia, Danilo V ; Onali, Enrico. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002728. Full description at Econpapers || Download paper |
2023 | The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858. Full description at Econpapers || Download paper |
2022 | Price impact, strategic interaction and portfolio choice. (2022). Curatola, Giuliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001959. Full description at Econpapers || Download paper |
2021 | Money, privacy, anonymity: What do experiments tell us?. (2021). masciandaro, donato ; Cillo, Alessandra ; Caselli, Stefano ; Borgonovo, Emanuele ; Rabitti, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000930. Full description at Econpapers || Download paper |
2022 | COVID-19, lockdowns, and the municipal bond market. (2022). Uzmanoglu, Cihan ; Tran, Nhu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001868. Full description at Econpapers || Download paper |
2023 | Reprint of: COVID-19, lockdowns, and the municipal bond market. (2023). Uzmanoglu, Cihan ; Tran, Nhu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662300002x. Full description at Econpapers || Download paper |
2021 | Reciprocal lending relationships in shadow banking. (2021). Li, YI. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:600-619. Full description at Econpapers || Download paper |
2023 | Cost of monitoring and risk taking in the money market funds industry. (2023). Lugo, Stefano. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000699. Full description at Econpapers || Download paper |
2023 | How the new fed municipal bond facility capped municipal-treasury yield spreads in the Covid-19 recession. (2023). Duca, John ; Bordo, Michael D. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:67:y:2023:i:c:s0889158322000545. Full description at Econpapers || Download paper |
2021 | Bank Supervisory Goals versus Monetary Policy Implementation. (2021). Wall, Larry. In: Policy Hub. RePEc:fip:a00001:90557. Full description at Econpapers || Download paper |
2021 | Bank Supervisory Goals versus Monetary Policy Implementation. (2021). Wall, Larry. In: Policy Hub. RePEc:fip:a00001:91177. Full description at Econpapers || Download paper |
2021 | Municipal Markets and the Municipal Liquidity Facility. (2021). Nee, Shawn ; Fritsch, Nicholas ; Bagley, John. In: Working Papers. RePEc:fip:fedcwq:90365. Full description at Econpapers || Download paper |
2021 | Are Repo Markets Fragile? Evidence from September 2019. (2021). Senyuz, Zeynep ; Anderson, Alyssa G ; Anbil, Sriya. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-28. Full description at Econpapers || Download paper |
2021 | Arbitrage Capital of Global Banks. (2021). Schlusche, Bernd ; Du, Wenxin ; Anderson, Alyssa G. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-32. Full description at Econpapers || Download paper |
2021 | The Impact of Covid-19 Related Policy Responses on Municipal Debt Markets. (2021). D'Amico, Stefania ; Bernhardt, Robert ; Sordo, Santiago I. In: Working Paper Series. RePEc:fip:fedhwp:93028. Full description at Econpapers || Download paper |
2021 | Reserves Were Not So Ample After All. (2021). Copeland, Adam ; Yang, Yilin ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:92866. Full description at Econpapers || Download paper |
2021 | The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19. (2021). Shachar, Or ; Hyman, Benjamin ; Haughwout, Andrew. In: Staff Reports. RePEc:fip:fednsr:93156. Full description at Econpapers || Download paper |
2022 | Fragility of Safe Asset Markets. (2022). Phelan, Gregory ; Eisenbach, Thomas M. In: Staff Reports. RePEc:fip:fednsr:94496. Full description at Econpapers || Download paper |
2022 | Money Market Fund Reform: Dealing with the Fundamental Problem. (2022). Lacker, Jeffrey M ; Ennis, Huberto M ; Weinberg, John A. In: Working Paper. RePEc:fip:fedrwp:94409. Full description at Econpapers || Download paper |
2023 | Money Market Fund Reform: Dealing with the Fundamental Problem. (2023). Weinberg, John A ; Lacker, Jeffrey M ; Ennis, Huberto M. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:42-:d:1029861. Full description at Econpapers || Download paper |
2023 | Does the Development of Money Market Funds in China Increase the Bank Liquidity Risk?. (2023). Wang, Jingfei ; Tong, Xiaole. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:1:f:13_1_7. Full description at Econpapers || Download paper |
2021 | Do liquidity limits amplify money market fund redemptions during the COVID crisis?. (2021). Giuliana, Raffaele ; Dunne, Peter G. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021127. Full description at Econpapers || Download paper |
2022 | Narrative Triggers of Information Sensitivity. (2022). Ristolainen, Kim. In: Discussion Papers. RePEc:tkk:dpaper:dp156. Full description at Econpapers || Download paper |
2021 | A Model of QE, Reserve Demand and the Money Multiplier. (2021). Whelan, Karl ; Ryan, Ellen. In: Working Papers. RePEc:ucn:wpaper:202107. Full description at Econpapers || Download paper |
2022 | You cant always get what you want (where you want it): Cross-border effects of the US money market fund reform. (2022). Paludkiewicz, Karol ; Greppmair, Stefan ; Fricke, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:032022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | The non-random walk of stock prices: The long-term correlation between signs and sizes In: Papers. [Full Text][Citation analysis] | paper | 10 |
2010 | Tick size and price diffusion In: Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | The effect of round-off error on long memory processes In: Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | The effect of round-off error on long memory processes.(2014) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2020 | Investors Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2021 | Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2020 | The market events of mid-September 2019 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2021 | The Market Events of Mid-September 2019.(2021) In: Economic Policy Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2020 | The Market Events of Mid-September 2019.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2018 | Competition, reach for yield, and money market funds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 12 |
2015 | Competition, reach for yield, and money market funds.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2022 | The Money Market Mutual Fund Liquidity Facility In: Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
2017 | Money Market Funds and the New SEC Regulation In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2018 | Do Low Rates Encourage Yield Seeking by Money Market Funds? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | The Premium for Money-Like Assets In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | The Money Market Fund Liquidity Facility In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2020 | Outflows from Bank-Loan Funds during COVID-19 In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Municipal Debt Markets and the COVID-19 Pandemic In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 8 |
2020 | A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too. In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | Sophisticated and Unsophisticated Runs In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 6 |
2020 | Sophisticated and Unsophisticated Runs.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2021 | Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | Measuring the Ampleness of Reserves In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform In: Staff Reports. [Full Text][Citation analysis] | paper | 4 |
2021 | COVID Response: The Money Market Mutual Fund Facility In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
2022 | Monetary Policy and the Run Risk of Loan Funds In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2022 | Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2022 | Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2023 | Financial Sanctions, SWIFT, and the Architecture of the International Payments System In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team