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 2 56 0 0 3 80
Density Estimation and Combination under Model Ambiguity 0 0 0 87 0 0 1 456
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 0 0 0 106 1 4 13 354
Estimating the Deep Parameters of RBC Model with Learning 0 0 0 1 1 2 6 308
Flow and stock effects of large-scale Treasury purchases 0 1 1 77 0 3 7 341
Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply 0 0 1 49 0 1 5 221
Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX 0 0 0 8 0 1 7 23
Inflation Uncertainty and Disagreement in Bond Risk Premia 0 0 2 60 0 2 5 109
Issues in the Use of the Balance Sheet Tool 0 0 0 31 0 1 1 54
Learning, Expectations and the Business Cycle 0 0 0 0 0 0 1 117
Macroeconomic Sources of Recent Interest Rate Fluctuations 0 0 2 33 0 0 3 52
One Asset Does Not Fit All: Inflation Hedging by Index and Horizon 0 1 27 27 1 3 13 13
Open-Ended Treasury Purchases: From Market Functioning to Financial Easing 0 0 0 0 1 1 1 1
Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium 0 0 0 30 0 0 1 31
TIPS: Taking Inflation Premium Seriously 0 0 0 200 0 0 1 663
The Fed and Stock Market: A Proxy and Instrumental Variable Identification 1 4 9 394 1 5 18 1,042
The Federal Reserve's large-scale asset purchase programs: rationale and effects 0 1 6 276 0 2 11 726
The Federal Reserve?s Large-Scale Asset Purchase Programs: Rationale and Effects 0 0 0 147 0 1 3 438
The Impact of Covid-19 Related Policy Responses on Municipal Debt Markets 0 0 0 15 0 0 2 16
The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors 0 0 0 22 0 0 1 129
The Term Structure and Inflation Uncertainty 0 0 2 61 0 2 5 129
The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors 0 0 1 57 0 0 2 165
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices 1 3 12 192 1 10 49 803
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices 0 1 1 83 0 2 4 454
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices 0 2 2 112 0 2 5 290
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices 1 2 14 117 2 7 34 227
Uncertainty and disagreement in economic forecasting 0 0 2 211 1 3 23 624
Unexpected Supply Effects of Quantitative Easing and Tightening 1 2 6 32 1 7 21 68
What Does Anticipated Monetary Policy Do? 0 0 3 350 0 1 9 303
Total Working Papers 4 17 93 2,910 10 60 255 8,564


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 1 1 1 3 1 2 3 19
Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply 0 5 24 944 3 9 72 2,758
Macroeconomic Sources of Recent Interest Rate Fluctuations 0 0 0 12 0 0 1 173
Past and Future Effects of the Recent Monetary Policy Tightening 0 1 4 4 0 2 16 16
The Fed and the Stock Market: An Identification Based on Intraday Futures Data 0 0 5 45 1 1 7 114
The Fed and the Stock Market: An Identification Based on Intraday Futures Data 0 0 1 86 0 0 3 256
The Federal Reserve's Large‐scale Asset Purchase Programmes: Rationale and Effects 0 1 4 154 0 6 19 699
The Overnight Money Market 0 0 0 0 1 1 5 108
The impact of the pandemic and the Fed’s muni program on Illinois muni yields 0 0 0 2 1 1 1 16
Total Journal Articles 1 8 39 1,250 7 22 127 4,159


Statistics updated 2024-05-04