Stefania D'Amico : Citation Profile

Are you Stefania D'Amico?

Federal Reserve Bank of Chicago

10

H index

10

i10 index

877

Citations

RESEARCH PRODUCTION:

9

Articles

30

Papers

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 41
   Journals where Stefania D'Amico has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 8 (0.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda722
   Updated: 2024-04-18    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

King, Thomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefania D'Amico.

Is cited by:

Zakrajšek, Egon (16)

Gilchrist, Simon (16)

Trebesch, Christoph (13)

Zinna, Gabriele (9)

Joyce, Michael (9)

Gourio, Francois (9)

Swanson, Eric (9)

Orphanides, Athanasios (8)

Guidolin, Massimo (8)

Gambetti, Luca (8)

Pedio, Manuela (8)

Cites to:

Vayanos, Dimitri (44)

Swanson, Eric (24)

Bernanke, Ben (23)

KRISHNAMURTHY, ARVIND (20)

Gertler, Mark (18)

Vissing-Jorgensen, Annette (15)

Lopez-Salido, David (14)

Gürkaynak, Refet (14)

Nelson, Edward (13)

Wright, Jonathan (12)

Svensson, Lars (11)

Main data

Where Stefania D'Amico has published?

Journals with more than one article published# docs
Chicago Fed Letter4

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of Chicago11
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)11
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Stefania D'Amico (2024 and 2023)

YearTitle of citing document
2023Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638.

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2023Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

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2023.

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2023Central bank asset purchases in response to the Covid-19 crisis. (2023). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:68.

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2023The Yield and Market Function Effects of the Reserve Bank of Australias Bond Purchases. (2023). Xiang, Michelle ; Titkov, Dmitry ; Finlay, Richard. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:326:p:359-384.

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2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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2023The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045.

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2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

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2023Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Hoerova, Marie ; Xu, Nancy R. In: Working Paper Series. RePEc:ecb:ecbwps:20232879.

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2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

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2023The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858.

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2023The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528.

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2023A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465.

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2023Unconventional monetary policy measures and money markets: Estimating the impact of targeted repo operations on asset prices. (2023). Kamate, Vidya. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003665.

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2023The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025.

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2023State-dependent effects of the unconventional monetary policy in stock markets. (2023). Shirota, Toyoichiro. In: Japan and the World Economy. RePEc:eee:japwor:v:67:y:2023:i:c:s0922142523000348.

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2023A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667.

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2023The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941.

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2023Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001632.

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2023Central bank credibility during COVID-19: Evidence from Japan. (2023). Spiegel, Mark M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001917.

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2023The information in joint term structures of bond yields. (2023). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000293.

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2023What does anticipated monetary policy do?. (2023). King, Thomas B ; Damico, Stefania. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:123-139.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Pricing implications of intervention and debt management in the primary market of Japanese government bonds. (2023). Hosono, Kaoru ; Watanabe, Shuji ; Miyakawa, Daisuke. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x2200213x.

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2023Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:347-364.

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2023Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

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2023Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2023The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market. (2023). , Jens. In: Working Paper Series. RePEc:fip:fedfwp:95617.

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2023Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia. (2023). Zhang, Xin ; Mirkov, Nikola. In: Working Paper Series. RePEc:fip:fedfwp:96602.

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2023A Financial New Keynesian Model. (2023). Mertens, Thomas ; Zhang, Tony. In: Working Paper Series. RePEc:fip:fedfwp:97341.

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2023The Federal Reserves Review of Its Monetary Policy Strategy, Tools, and Communication Practices, a speech at The Bank of Finland Conference on Monetary Policy and Future of EMU [Economic and Monetary . (2019). Clarida, Richard H. In: Speech. RePEc:fip:fedgsq:1075.

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2023Term Premia in Norwegian Interest Rate Swaps. (2023). Westgaard, Sjur ; Semmen, Kristian ; Risstad, Morten ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:188-:d:1093268.

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2023The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA. (2023). Vereycken, Michiel ; Collage, Robbe ; Iania, Leonardo. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:189-:d:1093615.

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2023Central bank asset purchases: Insights from quantitative easing auctions of government bonds. (2023). Laseen, Stefan. In: Working Paper Series. RePEc:hhs:rbnkwp:0419.

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2023Perspectives on r-bar and r-star. (2023). Obstfeld, Maurice. In: IMES Discussion Paper Series. RePEc:ime:imedps:23-e-03.

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2023The Forward Guidance Trap. (2023). Orphanides, Athanasios. In: IMES Discussion Paper Series. RePEc:ime:imedps:23-e-06.

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2023Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202315.

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2023Correcting estimation bias in regime switching dynamic term structure models. (2023). Liu, Liu ; Cho, Sungjun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01182-z.

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2023Is There a Portfolio Rebalancing Channel of QE in Latvia?. (2023). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202305.

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2023Inflation Dynamics and Quantitative Easing. (2023). Yu, Sherry ; Khemraj, Tarron. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:4:d:10.1057_s41302-023-00257-y.

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2023Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!. (2023). Haque, Qazi ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2023-04.

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2023Monetary shocks on the Korean stock index: structural VAR analysis. (2023). Han, Yongseung ; Kim, Myeong Hwan. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:1:d:10.1007_s40822-022-00222-8.

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2023Money Illusion and TIPS Demand. (2023). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:171-214.

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2023Collateral scarcity and market functioning: Insights from the eurosystem securities lending facilities. (2023). Jank, Stephan ; Greppmair, Stefan. In: Discussion Papers. RePEc:zbw:bubdps:280417.

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2023Unconventional green. (2023). Zaghini, Andrea. In: CFS Working Paper Series. RePEc:zbw:cfswop:710.

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2023The forward guidance trap. (2023). Orphanides, Athanasios. In: IMFS Working Paper Series. RePEc:zbw:imfswp:190.

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2023Inflation news coverage, expectations and risk premium. (2023). Ortiz, Daniel Perico. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:052023.

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2023Quantitative easing, the repo market, and the term structure of interest rates. (2023). Subrahmanyam, Marti G ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:395.

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Works by Stefania D'Amico:

YearTitleTypeCited
2011The Fed and the Stock Market: An Identification Based on Intraday Futures Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article60
2011The Fed and the Stock Market: An Identification Based on Intraday Futures Data.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		article
2008Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices In: BIS Working Papers.
[Full Text][Citation analysis]		paper136
2008Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2008) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 136		paper
2010Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2010) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 136		paper
2014Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2014) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 136		paper
2012The Federal Reserve’s Large-Scale Asset Purchase Programs: Rationale and Effects In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper218
2012The Federal Reserves Large‐scale Asset Purchase Programmes: Rationale and Effects.(2012) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 218		article
2012The Federal Reserves large-scale asset purchase programs: rationale and effects.(2012) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 218		paper
2003The Fed and Stock Market: A Proxy and Instrumental Variable Identification In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper4
2013Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply In: Journal of Financial Economics.
[Full Text][Citation analysis]		article318
2005Density selection and combination under model ambiguity: an application to stock returns In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2008Uncertainty and disagreement in economic forecasting In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper30
2010Flow and stock effects of large-scale Treasury purchases In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper31
2012Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper6
2013Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper15
2014The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper10
2013The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2020Issues in the Use of the Balance Sheet Tool In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2016Macroeconomic Sources of Recent Interest Rate Fluctuations In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2016Macroeconomic Sources of Recent Interest Rate Fluctuations.(2016) In: Chicago Fed Letter.
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This paper has nother version. Agregated cites: 0		article
2015The Overnight Money Market In: Economic Perspectives.
[Citation analysis]		article0
2020A Risk-Premium Adjustment to the Policy Rate Path In: Chicago Fed Letter.
[Full Text][Citation analysis]		article0
2020The impact of the pandemic and the Fed’s muni program on Illinois muni yields In: Chicago Fed Letter.
[Full Text][Citation analysis]		article0
2023Past and Future Effects of the Recent Monetary Policy Tightening In: Chicago Fed Letter.
[Full Text][Citation analysis]		article0
2020Unexpected Supply Effects of Quantitative Easing and Tightening In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2020Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX In: Working Paper Series.
[Full Text][Citation analysis]		paper17
2021The Impact of Covid-19 Related Policy Responses on Municipal Debt Markets In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023One Asset Does Not Fit All: Inflation Hedging by Index and Horizon In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Open-Ended Treasury Purchases: From Market Functioning to Financial Easing In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2014Inflation Uncertainty and Disagreement in Bond Risk Premia In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2015What Does Anticipated Monetary Policy Do? In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2016The Term Structure and Inflation Uncertainty In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2017A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2018Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2006Learning, Expectations and the Business Cycle In: 2006 Meeting Papers.
[Citation analysis]		paper0
2004Density Estimation and Combination under Model Ambiguity In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper0
2005TIPS: Taking Inflation Premium Seriously In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper2
2005Estimating the Deep Parameters of RBC Model with Learning In: Computing in Economics and Finance 2005.
[Citation analysis]		paper0

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