Stefania D'Amico - Central Bank Research Hub

Papers by year: All | 2014 | 2013 | 2012 | 2010 | 2008 | 2005

Title Other author(s)

The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-60, 27.08.2014)

JEL: C23, E43, G10, G12, G19

Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-24, 03.04.2014)

JEL: E43, E44, G01, G12

The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors

Chicago Fed Working papers [View] (Paper: WP-2013-22, 14.12.2013)

Bubbles and Leverage: A Simple and Unified Approach

Chicago Fed Working papers [View] (Paper: WP-2013-21, 12.12.2013)

Duration Risk versus Local Supply Channel in Treasury Yields: Evidence from the Federal Reserve's Asset Purchase Announcements

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2013-35, 04.06.2013)

The Federal Reserve's Large-Scale Asset Purchase Programs: Rationale and Effects

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-85, 22.12.2012)

Flow and Stock Effects of Large-Scale Asset Purcahses: Evidence on the Importance of Local Supply

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-44, 30.06.2012)

JEL: E43, E5, E6, G1

Flow and Stock Effects of Large-Scale Treasury Purchases

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-52, 30.09.2010)

Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-19, 20.04.2010)

Uncertainty and Disagreement in Economic Forecasting

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2008-56, 18.11.2008)

JEL: C53, E37, E47

Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2008-30, 14.06.2008)

Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices

Bank for International Settlements Working papers [View] (Paper: 248, 01.04.2008)

JEL: E31, E43, G12

Density Selection and Combination Under Model Ambiguity: An Application to Stock Returns

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2005-9, 04.02.2005)

Papers by year: All | 2014 | 2013 | 2012 | 2010 | 2008 | 2005