Stefania D'Amico : Citation Profile


Are you Stefania D'Amico?

Federal Reserve Bank of Chicago

8

H index

7

i10 index

575

Citations

RESEARCH PRODUCTION:

5

Articles

22

Papers

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 41
   Journals where Stefania D'Amico has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 4 (0.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda722
   Updated: 2020-09-22    RAS profile: 2016-01-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Gilchrist, Simon (15)

Zakrajšek, Egon (15)

Moreno Gutiérrez, José (12)

Trebesch, Christoph (12)

Lopez-Salido, David (8)

Guidolin, Massimo (7)

Pedio, Manuela (7)

Altavilla, Carlo (7)

Gambetti, Luca (7)

Chadha, Jagjit (7)

Guillén, Osmani (6)

Cites to:

Vayanos, Dimitri (23)

Bernanke, Ben (16)

Gertler, Mark (15)

Swanson, Eric (12)

Svensson, Lars (11)

Nelson, Edward (11)

Gürkaynak, Refet (10)

Lopez-Salido, David (9)

White, Halbert (9)

Clarida, Richard (8)

Bekaert, Geert (8)

Main data


Where Stefania D'Amico has published?


Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)10
Working Paper Series / Federal Reserve Bank of Chicago5
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Stefania D'Amico (2020 and 2019)


YearTitle of citing document
2019Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19118.

Full description at Econpapers || Download paper

2020Primary Dealers and the Demand for Government Debt. (2020). Kastl, Jakub ; Allen, Jason ; Wittwer, Milena . In: Staff Working Papers. RePEc:bca:bocawp:20-29.

Full description at Econpapers || Download paper

2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1947.

Full description at Econpapers || Download paper

2019The effectiveness of the ECB’s asset purchases at the lower bound. (2019). Grasso, Adriana ; Grande, Giuseppe ; Zinna, Gabriele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_541_19.

Full description at Econpapers || Download paper

2019An assessment of recent trends in market-based expected iflation in the euro area. (2019). Pericoli, Marcello. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_542_19.

Full description at Econpapers || Download paper

2020Indicators of uncertainty: a brief user’s guide. (2020). Rossi, Luca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_564_20.

Full description at Econpapers || Download paper

2019A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds. (2019). Silvestrini, Andrea ; Mäkinen, Taneli ; Mercatanti, Andrea ; Makinen, Taneli ; Li, Fan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1213_19.

Full description at Econpapers || Download paper

2020Expansionary yet different: credit supply and real effects of negative interest rate policy. (2020). Sette, Enrico ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1269_20.

Full description at Econpapers || Download paper

2019Negative Monetary Policy Rates and Portfolio Rebalancing: Evidence from Credit Register Data. (2019). Presbitero, Andrea ; Peydro, Jose-Luis ; Sette, Enrico ; Polo, Andrea ; Minoiu, Camelia ; Bottero, Margherita. In: Working Papers. RePEc:bge:wpaper:1090.

Full description at Econpapers || Download paper

2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

Full description at Econpapers || Download paper

2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

Full description at Econpapers || Download paper

2020The impact of unconventional monetary policies on retail lending and deposit rates in the euro area. (2020). Lombardi, Marco ; Hofmann, Boris ; Mizen, Paul ; Illes, Anamaria. In: BIS Working Papers. RePEc:bis:biswps:850.

Full description at Econpapers || Download paper

2019Official demand for US debt: implications for US real rates. (2019). Zinna, Gabriele ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0796.

Full description at Econpapers || Download paper

2019Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs. (2019). Kaminska, Iryna ; Damico, Stefania. In: Bank of England working papers. RePEc:boe:boeewp:0825.

Full description at Econpapers || Download paper

2020A shadow rate without a lower bound constraint. (2020). Ristiniemi, Annukka ; De Rezende, Rafael. In: Bank of England working papers. RePEc:boe:boeewp:0864.

Full description at Econpapers || Download paper

2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

Full description at Econpapers || Download paper

2019Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks. (2019). Whelan, Karl ; Ryan, Ellen. In: Research Technical Papers. RePEc:cbi:wpaper:1/rt/19.

Full description at Econpapers || Download paper

2019Inflation, Inflation Expectations, and the Phillips Curve: Working Paper 2019-07. (2019). Chen, Yiqun. In: Working Papers. RePEc:cbo:wpaper:55501.

Full description at Econpapers || Download paper

2019Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement. (2019). Esady, Vania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7956.

Full description at Econpapers || Download paper

2020Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve’s Current Policy Toolkit. (2020). Gagnon, Etienne ; Trevino, James ; Schlusche, Bernd ; Paustian, Matthias ; Nakata, Taisuke ; Chung, Hess ; Zheng, Wei ; Viln, Diego. In: CARF F-Series. RePEc:cfi:fseres:cf483.

Full description at Econpapers || Download paper

2019Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect. (2019). Lee, Sang Seok ; Gürkaynak, Refet ; Can, Gokce Karasoy ; Gurkaynak, Refet S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14017.

Full description at Econpapers || Download paper

2019The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14207.

Full description at Econpapers || Download paper

2019Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy. (2019). Sette, Enrico ; Presbitero, Andrea ; Polo, Andrea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Bottero, Margherita. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14233.

Full description at Econpapers || Download paper

2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267.

Full description at Econpapers || Download paper

2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

Full description at Econpapers || Download paper

2019The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices. (2019). End, Jan Willem ; van den End, Jan Willem ; Titzck, Stephanie. In: DNB Working Papers. RePEc:dnb:dnbwpp:627.

Full description at Econpapers || Download paper

2020Corporates dependence on banks: The impact of ECB corporate sector purchases. (2020). Bats, Joost. In: DNB Working Papers. RePEc:dnb:dnbwpp:667.

Full description at Econpapers || Download paper

2020Taming Debt: Can GDP-Linked Bonds Do the Trick?. (2020). Sahuc, Jean-Guillaume ; Renne, Jean-Paul ; Mouabbi, Sarah. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-13.

Full description at Econpapers || Download paper

2019From cash- to securities-driven euro area repo markets: the role of financial stress and safe asset scarcity. (2019). Brand, Claus ; Hubert, Antoine ; Ferrante, Lorenzo. In: Working Paper Series. RePEc:ecb:ecbwps:20192232.

Full description at Econpapers || Download paper

2019Tracing the impact of the ECB’s asset purchase programme on the yield curve. (2019). Lemke, Wolfgang ; Eser, Fabian ; Vladu, Andreea Liliana ; Radde, Soren ; Nyholm, Ken. In: Working Paper Series. RePEc:ecb:ecbwps:20192293.

Full description at Econpapers || Download paper

2019A tale of two decades: the ECB’s monetary policy at 20. (2019). Rostagno, Massimo ; Altavilla, Carlo ; Yiangou, Jonathan ; Guilhem, Arthur Saint ; Motto, Roberto ; Lemke, Wolfgang ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20192346.

Full description at Econpapers || Download paper

2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

Full description at Econpapers || Download paper

2019Portfolio selection with inflation-linked bonds and indexation lags. (2019). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:10.

Full description at Econpapers || Download paper

2019The macroeconomic effects of quantitative easing in the euro area: Evidence from an estimated DSGE model. (2019). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301538.

Full description at Econpapers || Download paper

2020Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). de Santis, Roberto A. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:192-209.

Full description at Econpapers || Download paper

2019The role of leverage in quantitative easing decisions: Evidence from the UK. (2019). Philippas, Dionisis ; Tomuleasa, Iuliana ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:308-324.

Full description at Econpapers || Download paper

2019Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study. (2019). Wang, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:235-251.

Full description at Econpapers || Download paper

2019Monetary–fiscal interaction and quantitative easing. (2019). Kühl, Michael ; Hollmayr, Josef ; Kuhl, Michael. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:200-207.

Full description at Econpapers || Download paper

2019The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market. (2019). Zhong, Ninghua ; John, K C ; Wang, Shujing ; Liu, Clark . In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:57-77.

Full description at Econpapers || Download paper

2019Unconventional monetary policy effects on output and inflation: A meta-analysis. (2019). Tzeremes, Panayiotis ; Kyriazis, Ikolaos A ; Papadamou, Stephanos. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:295-305.

Full description at Econpapers || Download paper

2019A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market. (2019). Shah, Imran Hussain ; Hatfield, Richard ; Malki, Issam ; Schmidt-Fischer, Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:204-220.

Full description at Econpapers || Download paper

2019Market risk and market-implied inflation expectations. (2019). Orlowski, Lucjan ; Soper, Carolyne. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919301978.

Full description at Econpapers || Download paper

2020Five dimensions of the uncertainty–disagreement linkage. (2020). Glas, Alexander. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:607-627.

Full description at Econpapers || Download paper

2019Stock vs. Bond yields and demographic fluctuations. (2019). Morin, Annaig ; Gozluklu, Arie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302572.

Full description at Econpapers || Download paper

2020Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme. (2020). Lemke, Wolfgang ; Werner, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302560.

Full description at Econpapers || Download paper

2020International effects of a compression of euro area yield curves. (2020). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s037842661930072x.

Full description at Econpapers || Download paper

2019Expectation and duration at the effective lower bound. (2019). King, Thomas B. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:736-760.

Full description at Econpapers || Download paper

2020Unconventional monetary policy and household debt: The role of cash-flow effects. (2020). Signoretti, Federico ; Pietrunti, Mario. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s016407041930254x.

Full description at Econpapers || Download paper

2019The threshold effect of market sentiment and inflation expectations on gold price. (2019). Xu, Xiangyun ; Jia, Fei ; Huang, Xiaoyong ; Shi, YU. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:77-83.

Full description at Econpapers || Download paper

2020Unconventional monetary policy and stock repurchases: Firm-level evidence from a comparison between the United States and Japan. (2020). Wang, Ling. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531917309509.

Full description at Econpapers || Download paper

2019Monetary Policy Options at the Effective Lower Bound : Assessing the Federal Reserves Current Policy Toolkit. (2019). Vilan, Diego ; Gagnon, Etienne ; Zheng, Wei ; Trevino, James ; Schlusche, Bernd ; Paustian, Matthias ; Nakata, Taisuke ; Chung, Hess. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-03.

Full description at Econpapers || Download paper

2019Risk-Taking Spillovers of U.S. Monetary Policy in the Global Market for U.S. Dollar Corporate Loans. (2019). Lee, Seung Jung ; Stebunovs, Viktors ; Liu, Lucy Qian. In: International Finance Discussion Papers. RePEc:fip:fedgif:1251.

Full description at Econpapers || Download paper

2019The Federal Reserves Review of Its Monetary Policy Strategy, Tools, and Communication Practices : a speech the 2019 U.S. Monetary Policy Forum, sponsored by the Initiative on Global Markets at the Uni. (2019). Clarida, Richard H. In: Speech. RePEc:fip:fedgsq:1038.

Full description at Econpapers || Download paper

2019The Federal Reserves Review of Its Monetary Policy Strategy, Tools, and Communication Practices : a speech at the Fed Listens: Distributional Consequences of the Cycle and Monetary Policy Conference h. (2019). Clarida, Richard H. In: Speech. RePEc:fip:fedgsq:1054.

Full description at Econpapers || Download paper

2019Models, Markets, and Monetary Policy : a speech at the Hoover Institution Monetary Policy Conference Strategies for Monetary Policy, Stanford University, Stanford, California, May 3, 2019.. (2019). Clarida, Richard H. In: Speech. RePEc:fip:fedgsq:1058.

Full description at Econpapers || Download paper

2019The 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.

Full description at Econpapers || Download paper

2019The Federal Reserve’s Review of Its Monetary Policy Strategy, Tools, and Communication Practices : a speech at “A Hot Economy: Sustainability and Trade-Offs,” a Fed Listens event sponsored by th. (2019). Clarida, Richard H. In: Speech. RePEc:fip:fedgsq:1085.

Full description at Econpapers || Download paper

2020Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Gourio, Francois ; Ngo, Phuong. In: Working Paper Series. RePEc:fip:fedhwp:87504.

Full description at Econpapers || Download paper

2020An Analysis of the Literature on International Unconventional Monetary Policy. (2018). Neely, Christopher ; Bhattarai, Saroj. In: Working Papers. RePEc:fip:fedlwp:2016-021.

Full description at Econpapers || Download paper

2020Unconventional monetary Policy and Long Yields During QE1: Learning from the Shorts. (2017). Neely, Christopher ; McInish, Thomas ; Planchon, Jade. In: Working Papers. RePEc:fip:fedlwp:2017-031.

Full description at Econpapers || Download paper

2019Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices. (2019). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:57-:d:220488.

Full description at Econpapers || Download paper

2020Flood Depth‒Damage Curves for Spanish Urban Areas. (2020). Gomez, Manuel ; Castan, Salvador ; Guerrero-Hidalga, Maria ; Forero-Ortiz, Edwar ; Martinez-Gomariz, Eduardo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2666-:d:338032.

Full description at Econpapers || Download paper

2019The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy. (2019). Österholm, Pär ; Osterholm, Par ; Nordstrom, Martin ; Knezevic, David. In: Working Papers. RePEc:hhs:oruesi:2019_006.

Full description at Econpapers || Download paper

2019The Effects of Asset Purchases and Normalization of US Monetary Policy. (2019). Okimoto, Tatsuyoshi ; Miyao, Ryuzo ; Hara, Naoko. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-16.

Full description at Econpapers || Download paper

2019Negative Monetary Policy Rates and Portfolio Rebalancing: Evidence from Credit Register Data. (2019). Sette, Enrico ; Presbitero, Andrea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Bottero, Margherita ; Polo, Andrea. In: IMF Working Papers. RePEc:imf:imfwpa:19/44.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

2019Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes. (2019). Apergis, Nicholas ; Pragidis, Ioannis. In: International Advances in Economic Research. RePEc:kap:iaecre:v:25:y:2019:i:1:d:10.1007_s11294-019-09721-y.

Full description at Econpapers || Download paper

2020US non-linear causal effects on global equity indices in Normal times versus unconventional eras. (2020). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Ikolaos A. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00457-y.

Full description at Econpapers || Download paper

2019The effect of the Fed zero-lower bound announcementon bank profitability and diversification. (2019). Andrea, Alex Sclip. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0079.

Full description at Econpapers || Download paper

2019Is a recession imminent? The signal of the yield curve. (2019). van Nieuwenhuyze, CH ; Deroose, M ; de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2019:m:june:i:i:p:69-93.

Full description at Econpapers || Download paper

2019The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment. (2019). Wright, Jonathan ; Stock, James ; Eberly, Janice. In: NBER Working Papers. RePEc:nbr:nberwo:26002.

Full description at Econpapers || Download paper

2019US Monetary Policy and International Bond Markets. (2019). Zakrajšek, Egon ; Yue, Vivian ; Gilchrist, Simon ; Zakrajek, Egon. In: NBER Working Papers. RePEc:nbr:nberwo:26012.

Full description at Econpapers || Download paper

2019On Secular Stagnation in the Industrialized World. (2019). Summers, Lawrence H ; Rachel, Ukasz. In: NBER Working Papers. RePEc:nbr:nberwo:26198.

Full description at Econpapers || Download paper

2019The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin. In: NBER Working Papers. RePEc:nbr:nberwo:26369.

Full description at Econpapers || Download paper

2020The Impact of Forward Guidance and Large-scale Asset Purchase Programs on Commodity Markets. (2020). Gomis-Porqueras, Pedro ; Rafiq, Shuddhasattwa ; Yao, Wenying. In: MPRA Paper. RePEc:pra:mprapa:102781.

Full description at Econpapers || Download paper

2019Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework. (2019). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:92530.

Full description at Econpapers || Download paper

2019Monetary Policy and the Limits to Arbitrage: Insights from a New Keynesian Preferred Habitat Model. (2019). Ray, Walker. In: 2019 Meeting Papers. RePEc:red:sed019:692.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Financial market risk and macroeconomic stability variables: dynamic interactions and feedback effects. (2020). Orlowski, Lucjan T ; Chomicz-Grabowska, Agnieszka M. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-020-09505-9.

Full description at Econpapers || Download paper

2020Debt intolerance: Threshold level and composition. (2020). Matsuoka, Hideaki. In: Working Papers. RePEc:tcr:wpaper:e147.

Full description at Econpapers || Download paper

2020Debt intolerance: Threshold level and composition. (2020). Matsuoka, Hideaki. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:014.

Full description at Econpapers || Download paper

2019On the empirical (ir)relevance of the zero lower bound constraint. (2019). Debortoli, Davide ; Gambetti, Luca ; Gali, Jordi. In: Economics Working Papers. RePEc:upf:upfgen:1594.

Full description at Econpapers || Download paper

2020Negative monetary policy rates and portfolio rebalancing: Evidence from credit register data. (2019). Presbitero, Andrea ; Peydro, Jose-Luis ; Bottero, Margherita ; Sette, Enrico ; Polo, Andrea ; Minoiu, Camelia. In: Economics Working Papers. RePEc:upf:upfgen:1649.

Full description at Econpapers || Download paper

2019From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Ganics, Gergely ; Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1689.

Full description at Econpapers || Download paper

2019Treasuries variance decomposition and the impact of monetary policy. (2019). Zekaite, Zivile ; Nolan, Charles ; Lamla, Michael ; Kontonikas, Alexandros. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1506-1519.

Full description at Econpapers || Download paper

2019Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison. (2019). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:5:p:1053-1096.

Full description at Econpapers || Download paper

2019Quantitative Easing in the 1930s. (2019). Hanes, Christopher. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:5:p:1169-1207.

Full description at Econpapers || Download paper

2020Official Demand for U.S. Debt: Implications for U.S. Real Rates. (2020). Zinna, Gabriele ; Kaminska, Iryna. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:2-3:p:323-364.

Full description at Econpapers || Download paper

2020Inflation‐Indexed Bonds and Nominal Bonds: Financial Innovation and Precautionary Motives. (2020). Kang, Minwook. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:4:p:721-745.

Full description at Econpapers || Download paper

2020Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks. (2020). Tillmann, Peter ; PeterTillmann, . In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:4:p:803-833.

Full description at Econpapers || Download paper

2020The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Discussion Papers. RePEc:zbw:bubdps:322020.

Full description at Econpapers || Download paper

2019The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission. (2019). Chen, Zhengyang. In: EconStor Preprints. RePEc:zbw:esprep:204579.

Full description at Econpapers || Download paper

2020Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy. (2020). Sette, Enrico ; Presbitero, Andrea ; Polo, Andrea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Bottero, Margherita. In: EconStor Preprints. RePEc:zbw:esprep:216807.

Full description at Econpapers || Download paper

2020A structural investigation of quantitative easing. (2020). Strobel, Felix ; Goy, Gavin ; Bohl, Gregor. In: IMFS Working Paper Series. RePEc:zbw:imfswp:142.

Full description at Econpapers || Download paper

2020Does monetary policy impact international market co-movements?. (2020). Pelizzon, Loriana ; Caporin, Massimiliano ; Plazzi, Alberto. In: SAFE Working Paper Series. RePEc:zbw:safewp:276.

Full description at Econpapers || Download paper

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]
article41
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 another version. Agregated cites: 41
article
2008Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices In: BIS Working Papers.
[Full Text][Citation analysis]
paper58
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 another version. Agregated cites: 58
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 another version. Agregated cites: 58
paper
2016Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2016) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
paper
2012The Federal Reserve’s Large-Scale Asset Purchase Programs: Rationale and Effects In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper175
2012The Federal Reserves Large‐scale Asset Purchase Programmes: Rationale and Effects.(2012) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 175
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 another version. Agregated cites: 175
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]
article217
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]
paper20
2010Flow and stock effects of large-scale Treasury purchases In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper26
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]
paper3
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]
paper11
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]
paper9
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 another version. Agregated cites: 9
paper
2015The Overnight Money Market In: Economic Perspectives.
[Citation analysis]
article0
2014Inflation Uncertainty and Disagreement in Bond Risk Premia In: Working Paper Series.
[Full Text][Citation analysis]
paper5
2015What Does Anticipated Monetary Policy Do? In: Working Paper Series.
[Full Text][Citation analysis]
paper4
2016The Term Structure and Inflation Uncertainty In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2017A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices 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]
paper1
2005Estimating the Deep Parameters of RBC Model with Learning In: Computing in Economics and Finance 2005.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team