Gabriele La Spada : Citation Profile


Are you Gabriele La Spada?

Federal Reserve Bank of New York

6

H index

2

i10 index

67

Citations

RESEARCH PRODUCTION:

5

Articles

26

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 4
   Journals where Gabriele La Spada has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 9 (11.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla987
   Updated: 2023-05-27    RAS profile: 2022-05-31    
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Relations with other researchers


Works with:

Cipriani, Marco (19)

Afonso, Gara (7)

Kovner, Anna (4)

Copeland, Adam (3)

Martin, Antoine (3)

Williams, John (2)

Cetorelli, Nicola (2)

santos, joao (2)

Anadu, Kenechukwu (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriele La Spada.

Is cited by:

Schrimpf, Andreas (5)

Fernandez Bariviera, Aurelio (4)

Aramonte, Sirio (3)

Shin, Hyun Song (3)

Whelan, Karl (2)

Ennis, Huberto (2)

Shachar, Or (2)

Haughwout, Andrew (2)

Wall, Larry (2)

Fricke, Daniel (2)

Giannetti, Mariassunta (2)

Cites to:

Kacperczyk, Marcin (8)

Schnabl, Philipp (6)

Lester, Benjamin (5)

Hanson, Samuel (5)

Del Negro, Marco (4)

Cipriani, Marco (4)

Giannone, Domenico (3)

Sraer, David (3)

Farmer, J. (3)

Armenter, Roc (3)

Martin, Antoine (3)

Main data


Where Gabriele La Spada has published?


Journals with more than one article published# docs
Journal of Financial Economics2
Economic Policy Review2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York12
Staff Reports / Federal Reserve Bank of New York9
Papers / arXiv.org3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Gabriele La Spada (2023 and 2022)


YearTitle of citing document
2021The Bank Liquidity Channel of Financial (In)stability. (2021). Bosshardt, Joshua ; Saidi, Farzad ; Kakhbod, Ali. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:108.

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2021Investor size, liquidity and prime money market fund stress. (2021). Avalos, Fernando ; Xia, Dora. In: BIS Quarterly Review. RePEc:bis:bisqtr:2103b.

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2021Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972.

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2021Investor monitoring, money-likeness and stability of money market funds. (2021). Paavola, Aleksi ; Jarvenpaa, Maija. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_002.

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2021Money 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.

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2021A Model of QE, Reserve Demand and the Money Multiplier. (2021). Whelan, Karl ; Ryan, Ellen. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15882.

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2022Is 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.

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2022Corporate 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.

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2023The 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.

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2022Price 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.

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2021Money, 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.

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2022COVID-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.

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2023Reprint 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.

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2021Reciprocal 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.

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2023Cost 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.

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2023How 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.

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2021Bank Supervisory Goals versus Monetary Policy Implementation. (2021). Wall, Larry. In: Policy Hub. RePEc:fip:a00001:90557.

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2021Bank Supervisory Goals versus Monetary Policy Implementation. (2021). Wall, Larry. In: Policy Hub. RePEc:fip:a00001:91177.

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2021Municipal Markets and the Municipal Liquidity Facility. (2021). Nee, Shawn ; Fritsch, Nicholas ; Bagley, John. In: Working Papers. RePEc:fip:fedcwq:90365.

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2021Are 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.

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2021Arbitrage Capital of Global Banks. (2021). Schlusche, Bernd ; Du, Wenxin ; Anderson, Alyssa G. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-32.

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2021The 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.

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2021Reserves Were Not So Ample After All. (2021). Copeland, Adam ; Yang, Yilin ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:92866.

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2021The 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.

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2022Fragility of Safe Asset Markets. (2022). Phelan, Gregory ; Eisenbach, Thomas M. In: Staff Reports. RePEc:fip:fednsr:94496.

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2022Money 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.

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2023Money 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.

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2023Does 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.

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2021Do 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.

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2022Narrative Triggers of Information Sensitivity. (2022). Ristolainen, Kim. In: Discussion Papers. RePEc:tkk:dpaper:dp156.

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2021A Model of QE, Reserve Demand and the Money Multiplier. (2021). Whelan, Karl ; Ryan, Ellen. In: Working Papers. RePEc:ucn:wpaper:202107.

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2022You 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.

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Works by Gabriele La Spada:


YearTitleTypeCited
2008The non-random walk of stock prices: The long-term correlation between signs and sizes In: Papers.
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paper10
2010Tick size and price diffusion In: Papers.
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paper2
2013The effect of round-off error on long memory processes In: Papers.
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paper3
2014The effect of round-off error on long memory processes.(2014) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has another version. Agregated cites: 3
article
2020Investors Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform In: CEPR Discussion Papers.
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paper9
2021Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform.(2021) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 9
article
2020The market events of mid-September 2019 In: CEPR Discussion Papers.
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paper9
2021The Market Events of Mid-September 2019.(2021) In: Economic Policy Review.
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This paper has another version. Agregated cites: 9
article
2020The Market Events of Mid-September 2019.(2020) In: Staff Reports.
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This paper has another version. Agregated cites: 9
paper
2018Competition, reach for yield, and money market funds In: Journal of Financial Economics.
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article12
2015Competition, reach for yield, and money market funds.(2015) In: Staff Reports.
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This paper has another version. Agregated cites: 12
paper
2022The Money Market Mutual Fund Liquidity Facility In: Economic Policy Review.
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article0
2017Money Market Funds and the New SEC Regulation In: Liberty Street Economics.
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paper2
2018Do Low Rates Encourage Yield Seeking by Money Market Funds? In: Liberty Street Economics.
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paper0
2018The Premium for Money-Like Assets In: Liberty Street Economics.
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paper0
2019The Transmission of Monetary Policy and the Sophistication of Money Market Fund Investors In: Liberty Street Economics.
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paper0
2020The Money Market Fund Liquidity Facility In: Liberty Street Economics.
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paper1
2020Outflows from Bank-Loan Funds during COVID-19 In: Liberty Street Economics.
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paper0
2020Municipal Debt Markets and the COVID-19 Pandemic In: Liberty Street Economics.
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paper8
2020A New Reserves Regime? COVID-19 and the Federal Reserve Balance Sheet In: Liberty Street Economics.
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paper0
2020How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too. In: Liberty Street Economics.
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paper0
2021Sophisticated and Unsophisticated Runs In: Liberty Street Economics.
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paper6
2020Sophisticated and Unsophisticated Runs.(2020) In: Staff Reports.
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This paper has another version. Agregated cites: 6
paper
2021Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry In: Liberty Street Economics.
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paper0
2022Measuring the Ampleness of Reserves In: Liberty Street Economics.
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paper0
2017Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform In: Staff Reports.
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paper4
2021COVID Response: The Money Market Mutual Fund Facility In: Staff Reports.
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paper1
2022Monetary Policy and the Run Risk of Loan Funds In: Staff Reports.
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paper0
2022Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve In: Staff Reports.
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paper0
2022Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP In: Staff Reports.
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2023Financial Sanctions, SWIFT, and the Architecture of the International Payments System In: Staff Reports.
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