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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
7892013
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
5592012
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
4872018
Flow and stock effects of large-scale treasury purchases
S D'Amico
DIANE Publishing, 2011
2522011
Uncertainty and disagreement in economic forecasting
S D'Amico, A Orphanides
1452008
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
1052011
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
982018
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
822013
What does anticipated monetary policy do?
S D'Amico, TB King
SSRN, 2017
682017
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
632020
Flow and stock effect of large scale treasury purchases
S D’Amico, TB King
Federal Reserve Board Finance and Economics Discussion Series, 2011
372011
Inflation uncertainty and disagreement in bond risk premia
S D'Amico, A Orphanides
FRB of Chicago Working Paper, 2014
302014
The term structure and inflation uncertainty
T Breach, S D’Amico, A Orphanides
Journal of Financial Economics 138 (2), 388-414, 2020
282020
Credit easing versus quantitative easing: Evidence from corporate and government bond purchase programs
S D'Amico, I Kaminska
Bank of England Working Paper, 2019
282019
The Fed and Stock Market: A Proxy and Instrumental Variable Identification
S d'Amico, M Farka
SSRN, 2003
252003
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
202020
Unexpected supply effects of quantitative easing and tightening
S D’Amico, T Seida
The Economic Journal 134 (658), 579-613, 2024
152024
Special repo rates and the cross-section of bond prices: The role of the special collateral risk premium
S D’Amico, NA Pancost
Review of Finance 26 (1), 117-162, 2022
13*2022
The benchmark greenium
S D'Amico, J Klausmann, NA Pancost
Available at SSRN 4128109, 2023
92023
Special repo rates and the cross-section of bond prices
S D'Amico, NA Pancost
Paris December 2018 Finance Meeting EUROFIDAI-AFFI, 2018
72018
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Artikelen 1–20