Stefania D’Amico
About
Stefania D’Amico was a senior economist and economic advisor at the Federal Reserve Bank of Chicago.
Bank Publications
Chicago Fed Letter
Economic Perspectives
Working papers
Working Papers
Selected External Publications
Journal Articles
With Tomas Breach and Athanasios Orphanides, 2019, “The Term Structure and Inflation Uncertainty,” Journal of Financial Economics, forthcoming.
With Roger Fan and Yuriy Kitsul, 2018, “The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Journal of Financial and Quantitative Analysis, vol. 53, issue 5, pp. 2103-2129.
With Don Kim and Min Wei, 2018, “Tips from TIPS: the Information Content of Treasury Inflation-Protected Security Prices,” Journal of Financial and Quantitative Analysis, vol. 53, issue 1, pp. 395-436.
With Thomas King, 2013, “Flow and Stock Effects of Large-Scale Treasury Purchases: Evidence on the Importance of Local Supply,” Journal of Financial Economics, Vol. 108, No. 2, pp. 425-448.
With William English, David López-Salido, and Edward Nelson, 2012, “The Federal Reserve’s Large-Scale Asset Purchase Programs: Rationale and Effects,” Economic Journal, Vol. 122, No. 564, pp. 415-446.
With Mira Farka, 2011, “The Fed and the Stock Market: An Identification Based on Intraday Futures Data,” Journal of Business and Economic Statistics, Vol. 29, January, pp. 126-137.
