Access Statistics for Stefania D'Amico

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices 0 0 0 53 0 1 1 75
Density Estimation and Combination under Model Ambiguity 0 0 0 87 0 1 1 455
Density selection and combination under model ambiguity: an application to stock returns 0 0 0 76 0 0 0 327
Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements 1 1 6 104 1 4 15 333
Estimating the Deep Parameters of RBC Model with Learning 0 0 0 1 2 3 5 300
Flow and stock effects of large-scale Treasury purchases 1 2 7 76 1 4 16 334
Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply 0 0 1 47 0 1 4 215
Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX 0 0 1 7 1 1 9 14
Inflation Uncertainty and Disagreement in Bond Risk Premia 0 0 1 58 0 1 2 103
Issues in the Use of the Balance Sheet Tool 0 1 6 30 1 3 9 52
Learning, Expectations and the Business Cycle 0 0 0 0 0 0 0 116
Macroeconomic Sources of Recent Interest Rate Fluctuations 0 0 0 31 0 0 0 48
Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium 0 0 1 30 0 0 1 30
TIPS: Taking Inflation Premium Seriously 0 0 1 199 0 1 5 660
The Fed and Stock Market: A Proxy and Instrumental Variable Identification 0 1 6 381 2 6 18 1,009
The Federal Reserve's large-scale asset purchase programs: rationale and effects 0 2 6 266 1 8 17 710
The Federal Reserve’s Large-Scale Asset Purchase Programs: Rationale and Effects 0 0 0 147 1 3 15 432
The Impact of Covid-19 Related Policy Responses on Municipal Debt Markets 0 1 3 14 1 2 7 13
The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors 0 0 2 21 0 0 4 123
The Term Structure and Inflation Uncertainty 0 0 0 58 0 1 4 122
The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors 0 0 0 54 1 1 2 156
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices 0 0 1 110 0 0 2 283
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices 0 1 5 173 2 4 13 739
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices 0 1 8 99 2 5 22 185
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices 0 0 0 82 0 1 1 450
Uncertainty and disagreement in economic forecasting 1 2 4 206 1 6 20 594
Unexpected Supply Effects of Quantitative Easing and Tightening 1 1 7 23 5 11 26 37
What Does Anticipated Monetary Policy Do? 0 0 2 345 1 3 14 286
Total Working Papers 4 13 68 2,778 23 71 233 8,201

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Risk-Premium Adjustment to the Policy Rate Path 0 0 0 2 0 0 0 15
Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply 4 7 50 909 7 20 120 2,654
Macroeconomic Sources of Recent Interest Rate Fluctuations 0 0 0 12 0 0 1 172
The Fed and the Stock Market: An Identification Based on Intraday Futures Data 0 0 1 85 0 0 2 251
The Fed and the Stock Market: An Identification Based on Intraday Futures Data 1 2 3 40 2 3 6 104
The Federal Reserve's Large‐scale Asset Purchase Programmes: Rationale and Effects 1 2 8 148 4 13 45 669
The Overnight Money Market 0 0 0 0 3 7 13 102
The impact of the pandemic and the Fed’s muni program on Illinois muni yields 0 0 1 1 0 0 4 13
Total Journal Articles 6 11 63 1,197 16 43 191 3,980

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Statistics updated 2023-01-04