Stefania D'Amico

Names

Identifer

Contact

Affiliations

• Federal Reserve Bank of Chicago / Economic Research Department
  • EDIRC entry
  • location:

Research profile

author of:

• The Fed and the Stock Market: An Identification Based on Intraday Futures Data
  Journal of Business & Economic Statistics, American Statistical Association (2011)
  by D’Amico, Stefania & Farka, Mira
  (ReDIF-article, bes:jnlbes:v:29:i:1:y:2011:p:126-137)
• Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices
  BIS Working Papers, Bank for International Settlements (2008)
  by Stefania D'Amico & Don H Kim & Min Wei
  (ReDIF-paper, bis:biswps:248)
• The Federal Reserve?s Large-Scale Asset Purchase Programs: Rationale and Effects
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
  by López-Salido, J David & Nelson, Edward & English, William & D'Amico, Stefania
  (ReDIF-paper, cpr:ceprdp:9145)
• The Fed and Stock Market: A Proxy and Instrumental Variable Identification
  Royal Economic Society Annual Conference 2003, Royal Economic Society (2003)
  by d'Amico, Stefania & Mira Farka
  (ReDIF-paper, ecj:ac2003:52)
• The Federal Reserve's Large‐scale Asset Purchase Programmes: Rationale and Effects
  Economic Journal, Royal Economic Society (2012)
  by Stefania D’Amico & William English & David López‐Salido & Edward Nelson
  (ReDIF-article, ecj:econjl:v:122:y:2012:i:564:p:f415-f446)
• Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply
  Journal of Financial Economics, Elsevier (2013)
  by D’Amico, Stefania & King, Thomas B.
  (ReDIF-article, eee:jfinec:v:108:y:2013:i:2:p:425-448)
• Density selection and combination under model ambiguity: an application to stock returns
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by Stefania D'Amico
  (ReDIF-paper, fip:fedgfe:2005-09)
• Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2008)
  by Stefania D'Amico & Don H. Kim & Min Wei
  (ReDIF-paper, fip:fedgfe:2008-30)
• Uncertainty and disagreement in economic forecasting
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2008)
  by Stefania D'Amico & Athanasios Orphanides
  (ReDIF-paper, fip:fedgfe:2008-56)
• Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2010)
  by Stefania D'Amico & Don H. Kim & Min Wei
  (ReDIF-paper, fip:fedgfe:2010-19)
• Flow and stock effects of large-scale Treasury purchases
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2010)
  by Stefania D'Amico & Thomas B. King
  (ReDIF-paper, fip:fedgfe:2010-52)
• Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012)
  by Stefania D'Amico & Thomas B. King
  (ReDIF-paper, fip:fedgfe:2012-44)
• The Federal Reserve's large-scale asset purchase programs: rationale and effects
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012)
  by Stefania D'Amico & William B. English & J. David López-Salido & Edward Nelson
  (ReDIF-paper, fip:fedgfe:2012-85)
• Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2013)
  by Michael E. Cahill & Stefania D'Amico & Canlin Li & John S. Sears
  (ReDIF-paper, fip:fedgfe:2013-35)
• Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014)
  by Stefania D'Amico & Don H. Kim & Min Wei
  (ReDIF-paper, fip:fedgfe:2014-24)
• The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014)
  by Stefania D'Amico & Roger Fan & Yuriy Kitsul
  (ReDIF-paper, fip:fedgfe:2014-60)
• Issues in the Use of the Balance Sheet Tool
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020)
  by Mark A. Carlson & Stefania D'Amico & Cristina Fuentes-Albero & Bernd Schlusche & Paul R. Wood
  (ReDIF-paper, fip:fedgfe:2020-71)
• Macroeconomic Sources of Recent Interest Rate Fluctuations
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2016)
  by Thomas B. King & Min Wei
  (ReDIF-paper, fip:fedgfn:2016-06-02)
• The Overnight Money Market
  Economic Perspectives, Federal Reserve Bank of Chicago (2015)
  by Benjamin Chabot & Stefania D'Amico
  (ReDIF-article, fip:fedhep:00014)
• Macroeconomic Sources of Recent Interest Rate Fluctuations
  Chicago Fed Letter, Federal Reserve Bank of Chicago (2016)
  by Stefania D'Amico & Thomas B. King & Min Wei
  (ReDIF-article, fip:fedhle:00051)
• A Risk-Premium Adjustment to the Policy Rate Path
  Chicago Fed Letter, Federal Reserve Bank of Chicago (2020)
  by Stefania D'Amico & Vamsi Kurakula & Santiago I. Sordo Palacios
  (ReDIF-article, fip:fedhle:87670)
• The impact of the pandemic and the Fed’s muni program on Illinois muni yields
  Chicago Fed Letter, Federal Reserve Bank of Chicago (2020)
  by Robert Bernhardt & Stefania D'Amico & Santiago I. Sordo Palacios
  (ReDIF-article, fip:fedhle:92322)
• Past and Future Effects of the Recent Monetary Policy Tightening
  Chicago Fed Letter, Federal Reserve Bank of Chicago (2023)
  by Stefania D'Amico & Thomas B. King
  (ReDIF-article, fip:fedhle:96800)
• Unexpected Supply Effects of Quantitative Easing and Tightening
  Working Paper Series, Federal Reserve Bank of Chicago (2020)
  by Stefania D'Amico & Tim Seida
  (ReDIF-paper, fip:fedhwp:92698)
• Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX
  Working Paper Series, Federal Reserve Bank of Chicago (2020)
  by Stefania D'Amico & Vamsi Kurakula & Stephen M. Lee
  (ReDIF-paper, fip:fedhwp:92703)
• The Impact of Covid-19 Related Policy Responses on Municipal Debt Markets
  Working Paper Series, Federal Reserve Bank of Chicago (2021)
  by Robert Bernhardt & Stefania D'Amico & Santiago I. Sordo Palacios
  (ReDIF-paper, fip:fedhwp:93028)
• One Asset Does Not Fit All: Inflation Hedging by Index and Horizon
  Working Paper Series, Federal Reserve Bank of Chicago (2023)
  by Stefania D'Amico & Thomas B. King
  (ReDIF-paper, fip:fedhwp:96038)
• Open-Ended Treasury Purchases: From Market Functioning to Financial Easing
  Working Paper Series, Federal Reserve Bank of Chicago (2024)
  by Stefania D'Amico & Max Gillet & Sam Schulhofer-Wohl & Tim Seida
  (ReDIF-paper, fip:fedhwp:98006)
• The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors
  Working Paper Series, Federal Reserve Bank of Chicago (2013)
  by Stefania D'Amico & Roger Fan & Yuriy Kitsul
  (ReDIF-paper, fip:fedhwp:wp-2013-22)
• Inflation Uncertainty and Disagreement in Bond Risk Premia
  Working Paper Series, Federal Reserve Bank of Chicago (2014)
  by Stefania D'Amico & Athanasios Orphanides
  (ReDIF-paper, fip:fedhwp:wp-2014-24)
• What Does Anticipated Monetary Policy Do?
  Working Paper Series, Federal Reserve Bank of Chicago (2015)
  by Stefania D'Amico & Thomas B. King
  (ReDIF-paper, fip:fedhwp:wp-2015-10)
• The Term Structure and Inflation Uncertainty
  Working Paper Series, Federal Reserve Bank of Chicago (2016)
  by Tomas Breach & Stefania D'Amico & Athanasios Orphanides
  (ReDIF-paper, fip:fedhwp:wp-2016-22)
• A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices
  Working Paper Series, Federal Reserve Bank of Chicago (2017)
  by Dominic Anene & Stefania D'Amico
  (ReDIF-paper, fip:fedhwp:wp-2017-26)
• Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium
  Working Paper Series, Federal Reserve Bank of Chicago (2018)
  by Stefania D'Amico & N. Aaron Pancost
  (ReDIF-paper, fip:fedhwp:wp-2018-21)
• Learning, Expectations and the Business Cycle
  2006 Meeting Papers, Society for Economic Dynamics (2006)
  by Stefano Eusepi & Stefania D'Amico
  (ReDIF-paper, red:sed006:771)
• Density Estimation and Combination under Model Ambiguity
  Computing in Economics and Finance 2004, Society for Computational Economics (2004)
  by Stefania D'Amico
  (ReDIF-paper, sce:scecf4:273)
• TIPS: Taking Inflation Premium Seriously
  Computing in Economics and Finance 2005, Society for Computational Economics (2005)
  by Min Wei & Stefania D'Amico & Don H. Kim
  (ReDIF-paper, sce:scecf5:363)
• Estimating the Deep Parameters of RBC Model with Learning
  Computing in Economics and Finance 2005, Society for Computational Economics (2005)
  by Stefano Eusepi & Stefania D'Amico
  (ReDIF-paper, sce:scecf5:404)
• The Fed and the Stock Market: An Identification Based on Intraday Futures Data
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2011)
  by Stefania D'Amico & Mira Farka
  (ReDIF-article, taf:jnlbes:v:29:y:2011:i:1:p:126-137)