Stefania D'Amico
Names
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Stefania |
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D'Amico |
Identifer
Contact
Affiliations
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Federal Reserve Bank of Chicago
/ Economic Research Department
Research profile
author of:
- The Fed and the Stock Market: An Identification Based on Intraday Futures Data (RePEc:bes:jnlbes:v:29:i:1:y:2011:p:126-137)
by D’Amico, Stefania & Farka, Mira - Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices (RePEc:bis:biswps:248)
by Stefania D'Amico & Don H Kim & Min Wei - The Federal Reserve?s Large-Scale Asset Purchase Programs: Rationale and Effects (RePEc:cpr:ceprdp:9145)
by López-Salido, J David & Nelson, Edward & English, William & D'Amico, Stefania - The Fed and Stock Market: A Proxy and Instrumental Variable Identification (RePEc:ecj:ac2003:52)
by d'Amico, Stefania & Mira Farka - The Federal Reserve's Large‐scale Asset Purchase Programmes: Rationale and Effects (RePEc:ecj:econjl:v:122:y:2012:i:564:p:f415-f446)
by Stefania D’Amico & William English & David López‐Salido & Edward Nelson - Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (RePEc:eee:jfinec:v:108:y:2013:i:2:p:425-448)
by D’Amico, Stefania & King, Thomas B. - Density selection and combination under model ambiguity: an application to stock returns (RePEc:fip:fedgfe:2005-09)
by Stefania D'Amico - Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices (RePEc:fip:fedgfe:2008-30)
by Stefania D'Amico & Don H. Kim & Min Wei - Uncertainty and disagreement in economic forecasting (RePEc:fip:fedgfe:2008-56)
by Stefania D'Amico & Athanasios Orphanides - Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices (RePEc:fip:fedgfe:2010-19)
by Stefania D'Amico & Don H. Kim & Min Wei - Flow and stock effects of large-scale Treasury purchases (RePEc:fip:fedgfe:2010-52)
by Stefania D'Amico & Thomas B. King - Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply (RePEc:fip:fedgfe:2012-44)
by Stefania D'Amico & Thomas B. King - The Federal Reserve's large-scale asset purchase programs: rationale and effects (RePEc:fip:fedgfe:2012-85)
by Stefania D'Amico & William B. English & J. David López-Salido & Edward Nelson - Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements (RePEc:fip:fedgfe:2013-35)
by Michael E. Cahill & Stefania D'Amico & Canlin Li & John S. Sears - Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices (RePEc:fip:fedgfe:2014-24)
by Stefania D'Amico & Don H. Kim & Min Wei - The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors (RePEc:fip:fedgfe:2014-60)
by Stefania D'Amico & Roger Fan & Yuriy Kitsul - Issues in the Use of the Balance Sheet Tool (RePEc:fip:fedgfe:2020-71)
by Mark A. Carlson & Stefania D'Amico & Cristina Fuentes-Albero & Bernd Schlusche & Paul R. Wood - Macroeconomic Sources of Recent Interest Rate Fluctuations (RePEc:fip:fedgfn:2016-06-02)
by Thomas B. King & Min Wei - The Overnight Money Market (RePEc:fip:fedhep:00014)
by Benjamin Chabot & Stefania D'Amico - Macroeconomic Sources of Recent Interest Rate Fluctuations (RePEc:fip:fedhle:00051)
by Stefania D'Amico & Thomas B. King & Min Wei - A Risk-Premium Adjustment to the Policy Rate Path (RePEc:fip:fedhle:87670)
by Stefania D'Amico & Vamsi Kurakula & Santiago I. Sordo Palacios - The impact of the pandemic and the Fed’s muni program on Illinois muni yields (RePEc:fip:fedhle:92322)
by Robert Bernhardt & Stefania D'Amico & Santiago I. Sordo Palacios - Past and Future Effects of the Recent Monetary Policy Tightening (RePEc:fip:fedhle:96800)
by Stefania D'Amico & Thomas B. King - Unexpected Supply Effects of Quantitative Easing and Tightening (RePEc:fip:fedhwp:92698)
by Stefania D'Amico & Tim Seida - Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX (RePEc:fip:fedhwp:92703)
by Stefania D'Amico & Vamsi Kurakula & Stephen M. Lee - The Impact of Covid-19 Related Policy Responses on Municipal Debt Markets (RePEc:fip:fedhwp:93028)
by Robert Bernhardt & Stefania D'Amico & Santiago I. Sordo Palacios - One Asset Does Not Fit All: Inflation Hedging by Index and Horizon (RePEc:fip:fedhwp:96038)
by Stefania D'Amico & Thomas B. King - Open-Ended Treasury Purchases: From Market Functioning to Financial Easing (RePEc:fip:fedhwp:98006)
by Stefania D'Amico & Max Gillet & Sam Schulhofer-Wohl & Tim Seida - Balance Sheet Policy Uncertainty and Its Aggregate Implications (RePEc:fip:fedhwp:98724)
by Stefania D'Amico & Corey Feldman - The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors (RePEc:fip:fedhwp:wp-2013-22)
by Stefania D'Amico & Roger Fan & Yuriy Kitsul - Inflation Uncertainty and Disagreement in Bond Risk Premia (RePEc:fip:fedhwp:wp-2014-24)
by Stefania D'Amico & Athanasios Orphanides - What Does Anticipated Monetary Policy Do? (RePEc:fip:fedhwp:wp-2015-10)
by Stefania D'Amico & Thomas B. King - The Term Structure and Inflation Uncertainty (RePEc:fip:fedhwp:wp-2016-22)
by Tomas Breach & Stefania D'Amico & Athanasios Orphanides - A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices (RePEc:fip:fedhwp:wp-2017-26)
by Dominic Anene & Stefania D'Amico - Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium (RePEc:fip:fedhwp:wp-2018-21)
by Stefania D'Amico & N. Aaron Pancost - Open-Ended Treasury Purchases: From Market Functioning to Financial Easing (RePEc:fip:fednsr:102814)
by Stefania D'Amico & Max Gillet & Sam Schulhofer-Wohl & Tim Seida - Learning, Expectations and the Business Cycle (RePEc:red:sed006:771)
by Stefano Eusepi & Stefania D'Amico - Density Estimation and Combination under Model Ambiguity (RePEc:sce:scecf4:273)
by Stefania D'Amico - TIPS: Taking Inflation Premium Seriously (RePEc:sce:scecf5:363)
by Min Wei & Stefania D'Amico & Don H. Kim - Estimating the Deep Parameters of RBC Model with Learning (RePEc:sce:scecf5:404)
by Stefano Eusepi & Stefania D'Amico - The Fed and the Stock Market: An Identification Based on Intraday Futures Data (RePEc:taf:jnlbes:v:29:y:2011:i:1:p:126-137)
by Stefania D'Amico & Mira Farka