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D'Amico, Stefania's
Scholarly Papers
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570 |
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1.
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Tips from Tips: The Informational Content of Treasury Inflation-Protected Security Prices
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D'Amico, Stefania
Federal Reserve Board Kim, Don H.
Federal Reserve Board Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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Posted:
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16 Apr 08
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Last Revised:
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22 Mar 11
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348
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D'Amico, Stefania
Federal Reserve Board Kim, Don H.
Federal Reserve Board Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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100
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Treasury inflation-protected securities (TIPS), expected inflation, inflation risk premium, liquidity, SPF, term structure
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D'Amico, Stefania
Federal Reserve Board Kim, Don H.
Federal Reserve Board Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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248
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term structure model, inflation expectation, inflation risk premium, SPF, Treasury Inflation-Protected Securities (TIPS)
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2.
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D'Amico, Stefania
Federal Reserve Board King, Thomas B.
Federal Reserve Board
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04 Nov 10
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Last Revised:
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20 Nov 12
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87
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Treasury Market, LSAP, Yield Curve, Preferred Habitat, Limits of Arbitrage
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D'Amico, Stefania
Federal Reserve Board
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85
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Density forecast comparison, Kernel density estimation, Entropy, Model Combination
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4.
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D'Amico, Stefania
Federal Reserve Board English, William B.
Government of the United States of America - Division of Monetary Affairs Lopez-Salido, David
Federal Reserve Board Nelson, Edward
Federal Reserve Board
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28
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large-scale asset purchases, history of unconventional monetary policy, monetary transmission mechanism, longer-term interest rates, preferred habitat, duration channel
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5.
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D'Amico, Stefania
Federal Reserve Board English, William B.
Government of the United States of America - Division of Monetary Affairs Lopez-Salido, David
Federal Reserve Board Nelson, Edward
Federal Reserve Board
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12
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CUSIP-level data, history of unconventional monetary policy, large-scale asset purchases, monetary transmission mechanism
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6.
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D'Amico, Stefania
Federal Reserve Board King, Thomas B.
Federal Reserve Board
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10
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Yield curve, quantitative easing, LSAP, preferred habitat, limits of arbitrage
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7.
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D'Amico, Stefania
Federal Reserve Board Farka, Mira
Columbia University - Department of Economics
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monetary policy, asset prices, structural VAR, identification
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