Stefania D’Amico

2.6k total citations · 1 hit paper
46 papers, 1.5k citations indexed

About

Stefania D’Amico is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Stefania D’Amico has authored 46 papers receiving a total of 1.5k indexed citations (citations by other indexed papers that have themselves been cited), including 36 papers in Finance, 25 papers in Economics and Econometrics and 16 papers in General Economics, Econometrics and Finance. Recurrent topics in Stefania D’Amico's work include Financial Markets and Investment Strategies (22 papers), Monetary Policy and Economic Impact (16 papers) and Credit Risk and Financial Regulations (15 papers). Stefania D’Amico is often cited by papers focused on Financial Markets and Investment Strategies (22 papers), Monetary Policy and Economic Impact (16 papers) and Credit Risk and Financial Regulations (15 papers). Stefania D’Amico collaborates with scholars based in United States, United Kingdom and France. Stefania D’Amico's co-authors include Thomas B. King, Don H. Kim, William B. English, Edward Nelson, Min Wei, David López‐Salido, Athanasios Orphanides, Canlin Li, Michael E. Cahill and J. David López‐Salido and has published in prestigious journals such as Journal of Financial Economics, The Economic Journal and Journal of Monetary Economics.

In The Last Decade

Stefania D’Amico

42 papers receiving 1.4k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply

2012 437 citations Stefania D’Amico, Thomas B. King Journal of Financial Economics profile →

Peers

Stefania D’Amico

FINAN

GEEF

EE

ACCOU

MSOR

Oreste Tristani Germany

Anna Cieślak United States

Philippe Andrade France

Chris T. Stivers United States

Jon Wongswan United States

Thomas B. King United States

Lars A. Lochstoer United States

Troy Davig United States

Peter Hördahl Switzerland

Ambrogio Cesa-Bianchi United Kingdom

Oreste Tristani Germany

Stefania D’Amico

954 ×0.8

FINAN

1.0k ×1.0

GEEF

699 ×0.8

EE

88 ×0.7

ACCOU

17 ×0.5

MSOR

Citations per year, relative to Stefania D’Amico Stefania D’Amico (= 1×) peers Oreste Tristani

Countries citing papers authored by Stefania D’Amico

Since Specialization

Citations

This map shows the geographic impact of Stefania D’Amico's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Stefania D’Amico with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stefania D’Amico more than expected).

Fields of papers citing papers by Stefania D’Amico

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Stefania D’Amico. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Stefania D’Amico. The network helps show where Stefania D’Amico may publish in the future.

Co-authorship network of co-authors of Stefania D’Amico

This figure shows the co-authorship network connecting the top 25 collaborators of Stefania D’Amico. A scholar is included among the top collaborators of Stefania D’Amico based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Stefania D’Amico. Stefania D’Amico is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

D’Amico, Stefania, et al.. (2025). The benchmark greenium. Journal of Financial Economics. 176. 104217–104217.

2.

D’Amico, Stefania & Thomas B. King. (2023). What does anticipated monetary policy do?. Journal of Monetary Economics. 138. 123–139.

3.

D’Amico, Stefania & Thomas B. King. (2023). One Asset Does Not Fit All: Inflation Hedging by Index and Horizon. SSRN Electronic Journal.

4.

D’Amico, Stefania & Thomas B. King. (2023). Past and future effects of the recent monetary policy tightening. Chicago Fed Letter. 2 indexed citations

5.

D’Amico, Stefania, et al.. (2020). Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX. SSRN Electronic Journal. 9 indexed citations

6.

Carlson, Mark A., et al.. (2020). Issues in the Use of the Balance Sheet Tool. Finance and Economics Discussion Series. 2020.0(70). 1–38. 6 indexed citations

7.

D’Amico, Stefania, et al.. (2018). Special Repo Rates and the Cross-Section of Bond Prices: The Role of the Special Collateral Risk Premium. SSRN Electronic Journal. 1 indexed citations

8.

D’Amico, Stefania, Don H. Kim, & Min Wei. (2018). Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices. Journal of Financial and Quantitative Analysis. 53(1). 395–436. 114 indexed citations

9.

D’Amico, Stefania & Thomas B. King. (2015). What does anticipated monetary policy do?. Econstor (Econstor). 11 indexed citations

10.

D’Amico, Stefania, Don H. Kim, & Min Wei. (2014). Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices. SSRN Electronic Journal. 35 indexed citations

11.

D’Amico, Stefania, et al.. (2014). Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices. Finance and Economics Discussion Series. 2014.0(24). 1–76. 2 indexed citations

12.

D’Amico, Stefania, et al.. (2013). The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors. SSRN Electronic Journal. 4 indexed citations

13.

D’Amico, Stefania & Thomas B. King. (2012). Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply. Journal of Financial Economics. 108(2). 425–448. 437 indexed citations breakdown →

14.

D’Amico, Stefania, Min Wei, & Don H. Kim. (2010). Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices. Finance and Economics Discussion Series. 2010.0(19). 1–67. 9 indexed citations

15.

D’Amico, Stefania, Don H. Kim, & Min Wei. (2010). Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices. SSRN Electronic Journal. 32 indexed citations

16.

D’Amico, Stefania, et al.. (2009). Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices. SSRN Electronic Journal. 33 indexed citations

17.

D’Amico, Stefania, Don H. Kim, & Min Wei. (2008). Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices. Finance and Economics Discussion Series. 2008.0(30). 1–64. 18 indexed citations

18.

D’Amico, Stefania. (2005). Density Selection and Combination Under Model Ambiguity: An Application to Stock Returns. Finance and Economics Discussion Series. 2005.0(9). 1–48. 1 indexed citations

19.

D’Amico, Stefania, et al.. (2003). The Fed and Stock Market: A Proxy and Instrumental Variable Identification. RePEc: Research Papers in Economics. 11 indexed citations

20.

D’Amico, Stefania. (2003). Density Estimation and Combination under Model Ambiguity via a Pilot Nonparametric Estimate: an Application to Stock Returns.. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact