Stefania Damico
Cited by
Cited by
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
FEDS Working Paper, 2016
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
Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, 2008
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
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
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
What does anticipated monetary policy do?
S D'Amico, TB King
The Fed and the stock market: A proxy and instrumental variable identification
S D’Amico, M Farka
Manuscript, Columbia University, 2003
Inflation uncertainty and disagreement in bond risk premia
S D'Amico, A Orphanides
FRB of Chicago Working Paper, 2014
Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply
S D'Amico, TB King
FEDS Working Paper, 2012
Discussion of “The Financial and Macroeconomic Effects of the OMT Announcements
S D’Amico
International Journal of Central Banking 12 (3), 59-68, 2016
Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs
S D'Amico, I Kaminska
Bank of England Working Paper, 2019
The term structure and inflation uncertainty
T Breach, S D’Amico, A Orphanides
Journal of Financial Economics, 2020
Special repo rates and the cross-section of bond prices
S D'Amico, NA Pancost
Paris December 2018 Finance Meeting EUROFIDAI-AFFI, 2018
The Term-Premium Effect of the Federal Reserve’s Asset Purchase Announcements
S D’Amico, C Li, J Sears, M Cahill
Chicago, IL: Federal Reserve Bank of Chicago, 2012
Density selection and combination under model ambiguity: an application to stock returns
S D'Amico
FEDS Working Paper, 2005
Macroeconomic sources of recent interest rate fluctuations
S D’Amico, TB King, M Wei
FEDS Notes. Washington: Board of Governors of the Federal Reserve System, 2016
Density estimation and combination under model ambiguity via a pilot nonparametric estimate: an application to stock returns
S D’Amico
Working paper, Department of Economics, Columbia University (http://www …, 2003
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