Stefania Damico
Stefania Damico
Geverifieerd e-mailadres voor chi.frb.org
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Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply
S D’Amico, TB King
Journal of Financial Economics 108 (2), 425-448, 2013
The Federal Reserve's large‐scale asset purchase programmes: rationale and effects
S d’Amico, W English, D López‐Salido, E Nelson
The Economic Journal 122 (564), F415-F446, 2012
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices
S d’Amico, DH Kim, M Wei
Journal of Financial and Quantitative Analysis 53 (1), 395-436, 2018
Flow and stock effects of large-scale treasury purchases
S D'Amico
DIANE Publishing, 2011
Uncertainty and disagreement in economic forecasting
S D'Amico, A Orphanides
The Fed and the stock market: An identification based on intraday futures data
S D’Amico, M Farka
Journal of Business & Economic Statistics 29 (1), 126-137, 2011
The scarcity value of treasury collateral: Repo-market effects of security-specific supply and demand factors
S D’Amico, R Fan, Y Kitsul
Journal of Financial and Quantitative Analysis 53 (5), 2103-2129, 2018
Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements
M Cahill, S D'Amico, C Li, J Sears
FEDS Working Paper, 2013
What does anticipated monetary policy do?
S D'Amico, TB King
FRB of Chicago Working Paper No. WP-2015-10, 2015
Impacts of the fed corporate credit facilities through the lenses of ETFs and CDX
S D'Amico, V Kurakula, S Lee
Available at SSRN 3604744, 2020
Inflation uncertainty and disagreement in bond risk premia
S D'Amico, A Orphanides
FRB of Chicago Working Paper, 2014
The Fed and the stock market: A proxy and instrumental variable identification
S D’Amico, M Farka
Manuscript, Columbia University, 2003
Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs
S D'Amico, I Kaminska
Bank of England Working Paper, 2019
Issues in the use of the balance sheet tool
MA Carlson, S D'Amico, C Fuentes-Albero, B Schlusche, PR Wood
FEDS Working Paper, 2020
The term structure and inflation uncertainty
T Breach, S D’Amico, A Orphanides
Journal of Financial Economics 138 (2), 388-414, 2020
Special repo rates and the cross-section of bond prices: the role of the special collateral risk premium
S D'Amico, NA Pancost
Available at SSRN 3301241, 2018
Unexpected Supply Effects of Quantitative Easing and Tightening
S D'Amico, T Seida
FRB of Chicago Working Paper, 2020
Special repo rates and the cross-section of bond prices
S D'Amico, NA Pancost
Paris December 2018 Finance Meeting EUROFIDAI-AFFI, 2018
Discussion of “The Financial and Macroeconomic Effects of the OMT Announcements
S D’Amico
International Journal of Central Banking 12 (3), 59-68, 2016
Policy expectations, term premia, and macroeconomic performance
S D’Amico, T King
Federal Reserve Bank of Chicago manuscript, 2015
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