Stefania D'Amico

Portrait of Stefania D'Amico

Financial Research Advisor
SOMA Policy and Strategy
Federal Reserve Bank of New York
230 South LaSalle Street
Chicago, IL 60604

stefania.damico@ny.frb.org

   
The Benchmark Greenium
With Johannes Klausmann and N. Aaron Pancost
Journal of Financial Economics, 2026, 176, Article 104217

Credit Easing versus Quantitative Easing: Evidence from Corporate and Government Bond Purchase Programs
With Iryna Kaminska
Journal of Money, Credit and Banking, 2025, 00 (0)

One Asset Does Not Fit All: Inflation Hedging by Index and Horizon
With Thomas King
Journal of Financial Econometrics, 2025, 23 (3), nbaf008

Unexpected Supply Effects of Quantitative Easing and Tightening
With Tim Seida
Economic Journal, 2024, 134 (658), 579–613

What Does Anticipated Monetary Policy Do?
With Thomas King
Journal of Monetary Economics, 2023, 138, 123–39

Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium
With N. Aaron Pancost
Review of Finance, 2022, 26 (1), 117–62

The Term Structure and Inflation Uncertainty
With Tomas Breach and Athanasios Orphanides
Journal of Financial Economics, 2020, 138 (2), 388–414

The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors
With Roger Fan and Yuriy Kitsul
Journal of Financial and Quantitative Analysis, 2018, 53 (5), 2103–29

Tips from TIPS: the Information Content of Treasury Inflation-Protected Security Prices
With Don Kim and Min Wei
Journal of Financial and Quantitative Analysis, 2018, 53 (1), 395–436

Flow and Stock Effects of Large-Scale Treasury Purchases: Evidence on the Importance of Local Supply
With Thomas King
Journal of Financial Economics, 2013, 108 (2), 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, 2012, 122 (564), 415–46

The Fed and the Stock Market: An Identification Based on Intraday Futures Data
With Mira Farka
Journal of Business and Economic Statistics, 2011, 29, 126–37

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.
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