Stefania D’Amico is a senior financial economist in the economic research department at the Federal Reserve Bank of Chicago. D’Amico's research focuses on fixed-income securities modeling and pricing, financial markets impact of large-scale asset purchase programs, monetary policy response to financial shocks and inflation uncertainty and risk premiums.
Before joining the Chicago Fed in 2013, D’Amico was a senior economist at the Board of Governors of the Federal Reserve System in Washington, DC.
D’Amico’s research has been published in the Journal of Financial Economics, the Economic Journal and the Journal of Business and Economic Statistics.
D’Amico received a B.A. from Tor Vergata University (Rome, Italy) and a Ph.D. in economics from Columbia University.
“The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors” (with Roger Fan and Yuriy Kitsul), forthcoming, Journal of Financial and Quantitative Analysis.
“Tips from TIPS: the Information Content of Treasury Inflation-Protected Security Prices” (with Don Kim and Min Wei), forthcoming, Journal of Financial and Quantitative Analysis.
“Flow and Stock Effects of Large-Scale Treasury Purchases: Evidence on the Importance of Local Supply” (with Thomas King), Journal of Financial Economics, 2013, vol. 108, issue 2, pp. 425-48.
“The Federal Reserve’s Large-Scale Asset Purchase Programs: Rationale and Effects” (with William English, David López-Salido, and Edward Nelson), Economic Journal, vol. 122, no. 564, pp. 415-46, November 2012.
“The Fed and the Stock Market: An Identification Based on Intraday Futures Data” (with Mira Farka), Journal of Business and Economic Statistics, vol. 29, January 2011, pp. 126-137.