Stefania D'Amico : Citation Profile


Are you Stefania D'Amico?

Federal Reserve Bank of Chicago

9

H index

9

i10 index

761

Citations

RESEARCH PRODUCTION:

8

Articles

28

Papers

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 42
   Journals where Stefania D'Amico has often published
   Relations with other researchers
   Recent citing documents: 106.    Total self citations: 7 (0.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda722
   Updated: 2022-10-01    RAS profile: 2016-01-13    
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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:

Zakrajšek, Egon (16)

Gilchrist, Simon (15)

Trebesch, Christoph (13)

Moreno Gutiérrez, José (12)

Swanson, Eric (9)

Guillén, Osmani (9)

Orphanides, Athanasios (8)

Gourio, Francois (8)

Altavilla, Carlo (8)

Joyce, Michael (8)

Lopez-Salido, David (8)

Cites to:

Vayanos, Dimitri (44)

Swanson, Eric (23)

KRISHNAMURTHY, ARVIND (20)

Bernanke, Ben (18)

Gertler, Mark (18)

Vissing-Jorgensen, Annette (15)

Gürkaynak, Refet (14)

Gromb, Denis (14)

Wright, Jonathan (12)

Lopez-Salido, David (12)

Nelson, Edward (11)

Main data


Where Stefania D'Amico has published?


Journals with more than one article published# docs
Chicago Fed Letter3

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.)11
Working Paper Series / Federal Reserve Bank of Chicago9
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Stefania D'Amico (2022 and 2021)


YearTitle of citing document
2022Effects of Anticipated and Unanticipated Monetary Policy on Output in Nigeria. (2022). Okunade, Solomon O ; Adesina, Kehinde E ; Ajisafe, Rufus A. In: African Journal of Economic Review. RePEc:ags:afjecr:320580.

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2021Measuring the Effect of Unconventional Policies on Stock Market Volatility. (2020). Gallo, Giampiero ; Lacava, Demetrio ; Otranto, Edoardo. In: Papers. RePEc:arx:papers:2010.08259.

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2022.

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2022Central Bank Liquidity Facilities and Market Making. (2022). Walton, Adrian ; Cimon, David. In: Staff Working Papers. RePEc:bca:bocawp:22-9.

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2021High-yield bond markets during the COVID-19 crisis: the role of monetary policy. (2021). Khametshin, Dmitry. In: Occasional Papers. RePEc:bde:opaper:2110.

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2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

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2021Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective. (2021). Sahuc, Jean-Guillaume ; Mouabbi, Sarah ; Renne, Jean-Paul. In: Working papers. RePEc:bfr:banfra:844.

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2021Paying Banks to Lend? Evidence from the Eurosystems TLTRO and the Euro Area Credit Registry. (2021). Vari, Miklos ; Nguyen, Benoit ; Grossmann-Wirth, Vincent ; da Silva, Emilie. In: Working papers. RePEc:bfr:banfra:848.

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2021Fiscal and monetary policy interactions in a low interest rate world. (2021). Orphanides, Athanasios ; Mojon, Benoit ; Lombardi, Marco ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:954.

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2021ETFs, illiquid assets, and fire sales. (2021). Todorov, Karamfil ; Shim, John J. In: BIS Working Papers. RePEc:bis:biswps:975.

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2021The assets’ pledgeability channel of unconventional monetary policy. (2021). Loberto, Michele ; Miccoli, Marcello ; Ferrero, Giuseppe. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:4:p:1547-1568.

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2021International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110.

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2022The local supply channel of QE: evidence from the Bank of England’s gilt purchases. (2022). Joyce, Michael ; Froemel, Maren ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0980.

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2022The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299.

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2021Cyclicality of Uncertainty and Disagreement. (2021). Zohar, Osnat. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.09.

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2022Causal effects of the Feds large-scale asset purchases on firms capital structure. (2022). Pesaran, M H ; Nocera, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2224.

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2021A Segmented and Observable Yield Curve for Colombia. (2021). Castro-Iragorri, Carlos ; Rodriguez, Cristhian ; Pea, Juan Felipe. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:2:p:179-200.

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2022Inflation Expectations and Their Formation: Working Paper 2022-03. (2022). Schafer, Jeffrey. In: Working Papers. RePEc:cbo:wpaper:57398.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification. (2022). Swanson, Eric T ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9642.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Ka, Charles ; Chang, Kuang-Liang. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_004.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124.

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2022Look who’s Talking: Individual Committee members’ impact on inflation expectations. (2022). Kwiatkowski, Andrzej ; Menzies, Craig ; Rambaccussing, Dooruj. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:305.

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2021Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014. (2021). von Landesberger, Julian ; Tapking, Jens ; Linzert, Tobias ; Lemke, Wolfgang ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021278.

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2021Funding behaviour of debt management offices and the ECB’s Public Sector Purchase Programme. (2021). von Landesberger, Julian ; Kaufmann, Christoph ; Plessen-Matyas, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20212552.

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2021A toolkit for computing Constrained Optimal Policy Projections (COPPs). (2021). Ristiniemi, Annukka ; Mazelis, Falk ; de Groot, Oliver ; Motto, Roberto ; DeGroot, Oliver . In: Working Paper Series. RePEc:ecb:ecbwps:20212555.

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2021What drives euro area financial market developments? The role of US spillovers and global risk. (2021). Schroder, Maximilian ; Guilhem, Arthur Saint ; Brandt, Lennart ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20212560.

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2022Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640.

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2021Effects of US quantitative easing on emerging market economies. (2021). Park, Woong Yong ; Bhattarai, Saroj ; Chatterjee, Arpita. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920301998.

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2021Are professional forecasters Bayesian?. (2021). Manzan, Sebastiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030213x.

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2021Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet ; Wohar, Mark E ; Roubaud, David ; Gungor, Hasan. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001656.

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2022Causal analysis of central bank holdings of corporate bonds under interference. (2022). Silvestrini, Andrea ; Mercatanti, Andrea ; Li, Fan ; Makinen, Taneli. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001195.

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2022Many hands make light work: Evidence from China’s anti-epidemic bonds. (2022). Chen, Wenzhe ; Wang, Ying ; Shi, Ning. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522000866.

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2021Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet. (2021). Golinski, Adam ; Goliski, Adam. In: European Economic Review. RePEc:eee:eecrev:v:131:y:2021:i:c:s0014292120302439.

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2022International spillover effects of unconventional monetary policies of major central banks. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002854.

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2021Effects of monetary policy on the exchange rates: A Time-varying analysis. (2021). Zhang, Jiqiang ; Yang, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001951.

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2021When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program. (2021). Lugo, Stefano ; Galema, Rients. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000413.

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2021Impact of the ECB Quantitative Easing on the International Investment Position. (2021). CEZAR, Rafael ; Silvestrini, Maeva. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:241-263.

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2021The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies. (2021). Keefe, Helena Glebocki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000391.

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2021The impact of quantitative easing on liquidity creation. (2021). Peia, Oana ; Kapoor, Supriya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302600.

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2021No-Arbitrage pricing of GDP-Linked bonds. (2021). Eguren Martin, Fernando ; Yan, Wen ; Meldrum, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000339.

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2021Monetary policy’s rising FX impact in the era of ultra-low rates. (2021). Ferrari, Massimo ; Schrimpf, Andreas ; Kearns, Jonathan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100100x.

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2021Funding liquidity and market liquidity in government bonds. (2021). Johnson, Timothy C ; Deuskar, Prachi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001242.

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2021Corporate bond market reactions to quantitative easing during the COVID-19 pandemic. (2021). Qiu, Yancheng ; Nozawa, Yoshio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001114.

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2022Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429.

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2022Does quantitative easing affect market liquidity?. (2022). Gillan, James M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009.

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2022How new Fed corporate bond programs cushioned the Covid-19 recession. (2022). Duca, John ; Bordo, Michael D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426622000139.

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2022Risk taking and low longer-term interest rates: Evidence from the U.S. syndicated term loan market. (2022). Stebunovs, Viktors ; Lee, Seung Jung ; Aramonte, Sirio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426619300354.

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2022Risk-taking spillovers of U.S. monetary policy in the global market for U.S. dollar corporate loans. (2022). Stebunovs, Viktors ; Liu, Lucy Qian ; Lee, Seung Jung. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426619301037.

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2022Economic uncertainty spillover and social networks. (2022). Xu, Bing ; Hui, Yarong ; Zhang, Chuan ; Ma, Dan. In: Journal of Business Research. RePEc:eee:jbrese:v:145:y:2022:i:c:p:454-467.

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2021The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?. (2021). Giansante, Simone ; Markose, Sheri ; Fatouh, Mahmoud. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:928-953.

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2022Treasury inconvenience yields during the COVID-19 crisis. (2022). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:57-79.

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2022It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities. (2022). Boyarchenko, Nina ; Shachar, OR ; Kovner, Anna. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:3:p:695-731.

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2021Monetary policy uncertainty and monetary policy surprises. (2021). Modugno, Michele ; Favara, Giovanni ; de Pooter, Michiel ; Wu, Jason. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302795.

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2021Reprint: Monetary policy uncertainty and monetary policy surprises. (2021). Favara, Giovanni ; de Pooter, Michiel ; Wu, Jason ; Modugno, Michele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000504.

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2021Quantitative easing and the hot potato effect: Evidence from euro area banks. (2021). Whelan, Karl ; Ryan, Ellen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000036.

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2021Unconventional monetary policy and the portfolio choice of international mutual funds. (2021). Elard, Ilaf ; Cenedese, Gino. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000061.

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2022The effects of U.S. monetary policy shocks on mutual fund investing. (2022). Siga, Lucas ; Montes-Rojas, Gabriel ; Banegas, Ayelen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002461.

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2021The macroeconomic effects of monetary policy: Evidence from Japan. (2021). Kondo, Yoshihiro ; Nagao, Ryoya ; Nakazono, Yoshiyuki. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:61:y:2021:i:c:s0889158321000289.

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2021The impact of the ECBs asset purchase programme on core and peripheral sovereign yields and its transmission channels. (2021). Vidrago, Jose ; Farinha, Jorge Bento. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000189.

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2021Does a big bazooka matter? Quantitative easing policies and exchange rates. (2021). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:489-506.

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2021Evaluating Central Banks’ tool kit: Past, present, and future. (2021). Wu, Jing Cynthia ; Sims, Eric. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:135-160.

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2021Measuring the effects of federal reserve forward guidance and asset purchases on financial markets. (2021). Swanson, Eric. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:32-53.

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2021Economic uncertainty and its spillover networks: Evidence from the Asia-Pacific countries. (2021). Chen, Hao ; Ding, Saijie ; Tang, Wenjin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000469.

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2021US quantitative easing and firm’s default risk: The role of Corporate Social Responsibility (CSR). (2021). Chen, Sheng-Hung ; Hsu, Feng-Jui. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:650-664.

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2021Unconventional monetary policies and the macroeconomy: The impact of the UKs QE2 and funding for lending scheme. (2021). Kapetanios, George ; Joyce, Michael ; Theodoridis, Konstantinos ; Churm, Rohan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:721-736.

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2021The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. (2021). Tzavalis, Elias ; Argyropoulos, Efthymios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:785-796.

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2021Welfare 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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2021Central Bank Credibility During COVID-19: Evidence from Japan. (2021). Spiegel, Mark ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:93581.

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2022Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds. (2022). Williams, John C ; Mertens, Thomas M ; Bok, Brandyn. In: Working Paper Series. RePEc:fip:fedfwp:94005.

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2021What Drives U.S. Treasury Re-use?. (2020). Saravay, Zack ; Infante, Sebastian. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-103.

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2021High-Frequency Estimates of the Natural Real Rate and Inflation Expectations. (2021). Meldrum, Andrew ; Aronovich, Alex. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-34.

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2021Monetary Policy and Economic Performance Since the Financial Crisis. (2021). Neely, Christopher ; Martínez García, Enrique ; Gagnon, Etienne ; Caldara, Dario ; Martinez-Garcia, Enrique. In: Review. RePEc:fip:fedlrv:93190.

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2022On the Relative Performance of Inflation Forecasts. (2022). Owyang, Michael ; Bennett, Julie. In: Review. RePEc:fip:fedlrv:93914.

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2021Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico. (2021). Christensen, Jens ; Zhu, Simon ; Fischer, Eric ; Beauregard, Remy. In: Staff Reports. RePEc:fip:fednsr:90325.

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2022Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds. (2022). Williams, John C ; Mertens, Thomas M ; Bok, Brandyn. In: Staff Reports. RePEc:fip:fednsr:94006.

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2022Fragility of Safe Asset Markets. (2022). Phelan, Gregory ; Eisenbach, Thomas M. In: Staff Reports. RePEc:fip:fednsr:94496.

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2021.

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2021.

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2021The Liquidity of the Government Bond Market – What Impact Does Quantitative Easing Have? Evidence from Sweden. (2021). Zhang, Dong ; Crosta, Alberto ; Grimaldi, Marianna Blix. In: Working Paper Series. RePEc:hhs:rbnkwp:0402.

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2021Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes. (2021). Guidolin, Massimo ; Pedio, Manuela ; Massagli, Valentina. In: Working Papers. RePEc:igi:igierp:676.

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2021Real and Nominal Equilibrium Yield Curves. (2021). Rica, E ; Hsu, Alex ; Palomino, Francisco. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1138-1158.

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2021Drivers of inflation-linked public debt: an empirical investigation. (2021). Gomez-Gonzalez, Patricia. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:1:d:10.1007_s10368-020-00485-z.

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2021On the Time-varying Effects of the ECBs Asset Purchases. (2021). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202102.

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2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification. (2022). Swanson, Eric T ; Bauer, Michael D. In: NBER Chapters. RePEc:nbr:nberch:14657.

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2021The TIPS Liquidity Premium*. (2021). Riddell, Simon ; Andreasen, Martin M. In: Review of Finance. RePEc:oup:revfin:v:25:y:2021:i:6:p:1639-1675..

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2022Special Repo Rates and the Cross-Section of Bond Prices: The Role of the Special Collateral Risk Premium*. (2022). Pancost, Aaron N ; Damico, Stefania. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:1:p:117-162..

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2021When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response. (2021). Muir, Tyler ; Moreira, Alan ; Haddad, Valentin. In: Review of Financial Studies. RePEc:oup:rfinst:v:34:y:2021:i:11:p:5309-5351..

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2021Corporate Bond Liquidity during the COVID-19 Crisis. (2021). Zuiga, Diego ; Weill, Pierre-Olivier ; Liu, Shuo ; Lindsay, David ; Lester, Benjamin ; Kargar, Mahyar. In: Review of Financial Studies. RePEc:oup:rfinst:v:34:y:2021:i:11:p:5352-5401..

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: Working Papers. RePEc:pre:wpaper:202163.

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2021A robust approach for outlier imputation: Singular Spectrum Decomposition. (2021). Baumeister, Christiane. In: Working Papers. RePEc:pre:wpaper:202164.

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2022The Yield and Market Function Effects of the Reserve Bank of Australias Bond Purchases. (2022). Xiang, Michelle ; Titkov, Dmitry ; Finlay, Richard. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2022-02.

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2021Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions. (2021). Stefaski, Maciej. In: Working Papers. RePEc:sgh:kaewps:2021068.

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2021Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets. (2021). Yildirim, Zekeriya ; Ivrendi, Mehmet . In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00299-1.

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2021Inflation-Linked Bonds, Nominal Bonds, and Countercyclical Monetary Policies. (2021). Westerhout, ED. In: Discussion Paper. RePEc:tiu:tiucen:ee384b1f-4e6f-4f30-821e-df7441ded4cf.

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2021Inflation-Linked Bonds, Nominal Bonds, and Countercyclical Monetary Policies. (2021). Westerhout, ED. In: Other publications TiSEM. RePEc:tiu:tiutis:ee384b1f-4e6f-4f30-821e-df7441ded4cf.

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2022The Effects of Large-scale Equity Purchases during the Coronavirus Pandemic Abstract This study examines the effects of the Bank of Japan’s (BOJ) large-scale equity purchases on the Nikkei 225 durin. (2022). Tanaka, Mariko ; Fukuda, Shin-Ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2022cf1186.

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2022Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis. (2022). Nishimura, Kiyohiko G ; Heckel, Markus. In: Asian Economic Papers. RePEc:tpr:asiaec:v:21:y:2022:i:1:p:1-28.

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2021Government Debt Maturity in Japan: 1965 to the Present. (2021). Koeda, Junko ; Kimura, Yosuke. In: Working Papers. RePEc:wap:wpaper:2103.

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2021Quantifying Stock and Flow Effects of QE. (2021). Tanaka, Masaki ; Sudo, Nao. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:7:p:1719-1755.

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2022Fiscal Policy And the Nominal Term Premium. (2022). Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:663-683.

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More than 100 citations found, this list is not complete...

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.
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2011The Fed and the Stock Market: An Identification Based on Intraday Futures Data.(2011) In: Journal of Business & Economic Statistics.
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2008Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices In: BIS Working Papers.
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2008Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2008) In: Finance and Economics Discussion Series.
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2010Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2010) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 108
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2014Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2014) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 108
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2012The Federal Reserve’s Large-Scale Asset Purchase Programs: Rationale and Effects In: CEPR Discussion Papers.
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2012The Federal Reserves Large‐scale Asset Purchase Programmes: Rationale and Effects.(2012) In: Economic Journal.
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2012The Federal Reserves large-scale asset purchase programs: rationale and effects.(2012) In: Finance and Economics Discussion Series.
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2003The Fed and Stock Market: A Proxy and Instrumental Variable Identification In: Royal Economic Society Annual Conference 2003.
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2013Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply In: Journal of Financial Economics.
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article272
2005Density selection and combination under model ambiguity: an application to stock returns In: Finance and Economics Discussion Series.
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2008Uncertainty and disagreement in economic forecasting In: Finance and Economics Discussion Series.
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paper29
2010Flow and stock effects of large-scale Treasury purchases In: Finance and Economics Discussion Series.
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paper29
2012Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply In: Finance and Economics Discussion Series.
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paper5
2013Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements In: Finance and Economics Discussion Series.
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2014The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors In: Finance and Economics Discussion Series.
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paper10
2013The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 10
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2020Issues in the Use of the Balance Sheet Tool In: Finance and Economics Discussion Series.
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2016Macroeconomic Sources of Recent Interest Rate Fluctuations In: FEDS Notes.
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2016Macroeconomic Sources of Recent Interest Rate Fluctuations.(2016) In: Chicago Fed Letter.
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2015The Overnight Money Market In: Economic Perspectives.
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2020A Risk-Premium Adjustment to the Policy Rate Path In: Chicago Fed Letter.
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2020The impact of the pandemic and the Fed’s muni program on Illinois muni yields In: Chicago Fed Letter.
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2020Unexpected Supply Effects of Quantitative Easing and Tightening In: Working Paper Series.
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2020Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX In: Working Paper Series.
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paper11
2021The Impact of Covid-19 Related Policy Responses on Municipal Debt Markets In: Working Paper Series.
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2014Inflation Uncertainty and Disagreement in Bond Risk Premia In: Working Paper Series.
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paper8
2015What Does Anticipated Monetary Policy Do? In: Working Paper Series.
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paper8
2016The Term Structure and Inflation Uncertainty In: Working Paper Series.
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paper4
2017A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices In: Working Paper Series.
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2018Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium In: Working Paper Series.
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2006Learning, Expectations and the Business Cycle In: 2006 Meeting Papers.
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2004Density Estimation and Combination under Model Ambiguity In: Computing in Economics and Finance 2004.
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2005TIPS: Taking Inflation Premium Seriously In: Computing in Economics and Finance 2005.
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paper2
2005Estimating the Deep Parameters of RBC Model with Learning In: Computing in Economics and Finance 2005.
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