Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply S D’Amico, TB King Journal of financial economics 108 (2), 425-448, 2013 | 816 | 2013 |
The Federal Reserve's large‐scale asset purchase programmes: rationale and effects S d’Amico, W English, D López‐Salido, E Nelson The Economic Journal 122 (564), F415-F446, 2012 | 573 | 2012 |
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices S d’Amico, DH Kim, M Wei Journal of Financial and Quantitative Analysis 53 (1), 395-436, 2018 | 496 | 2018 |
Flow and stock effects of large-scale treasury purchases S D'Amico DIANE Publishing, 2011 | 267 | 2011 |
Uncertainty and disagreement in economic forecasting S D'Amico, A Orphanides | 148 | 2008 |
The Fed and the stock market: An identification based on intraday futures data S D’Amico, M Farka Journal of Business & Economic Statistics 29 (1), 126-137, 2011 | 105 | 2011 |
The scarcity value of treasury collateral: Repo-market effects of security-specific supply and demand factors S d’Amico, R Fan, Y Kitsul Journal of Financial and Quantitative Analysis 53 (5), 2103-2129, 2018 | 98 | 2018 |
Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements M Cahill, S D'Amico, C Li, J Sears FEDS Working Paper, 2013 | 80 | 2013 |
What does anticipated monetary policy do? S D'Amico, TB King SSRN, 2017 | 69 | 2017 |
Impacts of the fed corporate credit facilities through the lenses of ETFs and CDX S D'Amico, V Kurakula, S Lee Available at SSRN 3604744, 2020 | 60 | 2020 |
The term structure and inflation uncertainty T Breach, S D’Amico, A Orphanides Journal of Financial Economics 138 (2), 388-414, 2020 | 33 | 2020 |
Credit easing versus quantitative easing: Evidence from corporate and government bond purchase programs S D'Amico, I Kaminska Bank of England Working Paper, 2019 | 32 | 2019 |
Inflation uncertainty and disagreement in bond risk premia S D'Amico, A Orphanides FRB of Chicago Working Paper, 2014 | 30 | 2014 |
The fed and stock market: A proxy and instrumental variable identification S d'Amico, M Farka SSRN, 2003 | 26 | 2003 |
Issues in the use of the balance sheet tool MA Carlson, S D'Amico, C Fuentes-Albero, B Schlusche, PR Wood FEDS Working Paper, 2020 | 20 | 2020 |
Unexpected supply effects of quantitative easing and tightening S D’Amico, T Seida The Economic Journal 134 (658), 579-613, 2024 | 18 | 2024 |
Special repo rates and the cross-section of bond prices: The role of the special collateral risk premium S D’Amico, NA Pancost Review of Finance 26 (1), 117-162, 2022 | 17 | 2022 |
The benchmark greenium S D'Amico, J Klausmann, NA Pancost Available at SSRN 4128109, 2023 | 11 | 2023 |
What does anticipated monetary policy do? S D’Amico, TB King Journal of Monetary Economics 138, 123-139, 2023 | 7 | 2023 |
Special repo rates and the cross-section of bond prices S D'Amico, NA Pancost Paris December 2018 Finance Meeting EUROFIDAI-AFFI, 2018 | 7 | 2018 |