Browsing All of EconStor by Author D'Amico, Stefania


Showing results 1 to 12 of 12
Year of PublicationTitleAuthor(s)
2013The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factorsD'Amico, Stefania; Fan, Roger; Kitsul, Yuriy
2014Inflation uncertainty and disagreement in bond risk premiaD'Amico, Stefania; Orphanides, Athanasios
2015What does anticipated monetary policy do?D'Amico, Stefania; King, Thomas B.
2016The term structure and inflation uncertaintyBreach, Tomas; D'Amico, Stefania; Orphanides, Athanasios
2017A tale of four tails: Inflation, the policy rate, longer-term rates, and stock pricesAnene, Dominic; D'Amico, Stefania
2018Special repo rates and the cross-section of bond prices: The role of the special collateral risk premiumD'Amico, Stefania; Pancost, N. Aaron
2020Unexpected supply effects of quantitative easing and tighteningD'Amico, Stefania; Seida, Tim
2020Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDXD'Amico, Stefania; Kurakula, Vamsidhar; Lee, Stephen M.
2021The impact of Covid-19 related policy responses on municipal debt marketsBernhardt, Robert; D'Amico, Stefania; Sordo Palacios, Santiago I.
2023One asset does not fit all: Inflation hedging by index and horizonD'Amico, Stefania; King, Thomas B.
2024Balance sheet policy uncertainty and its aggregate implicationsD'Amico, Stefania; Feldman, Corey M.
2024Open-ended treasury purchases: From market functioning to financial easingD'Amico, Stefania; Gillet, Max; Schulhofer-Wohl, Sam; Seida, Tim