Stefania D'Amico |
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Financial Research Advisor |
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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. |
