Joshua Wright

Federal Reserve Banks - Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

4

DOWNLOADS

1,131

SSRN CITATIONS
Rank 13,975

SSRN RANKINGS

Top 13,975

in Total Papers Citations

21

CROSSREF CITATIONS

62

Scholarly Papers (4)

1.
Downloads 757 ( 46,699)
Citation 35

TBA Trading and Liquidity in the Agency MBS Market

Economic Policy Review, Vol. 19, No. 1, 2013
Number of pages: 18 Posted: 12 Sep 2013
James I. Vickery and Joshua Wright
Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 389 (105,625)
Citation 31

Abstract:

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mortgage-backed securities, adverse selection, GSEs, liquidity

TBA Trading and Liquidity in the Agency MBS Market

Economic Policy Review, Forthcoming, FRB of New York Staff Report No. 468
Number of pages: 18 Posted: 21 Aug 2010 Last Revised: 22 Jan 2013
James I. Vickery and Joshua Wright
Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 368 (112,542)
Citation 11

Abstract:

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mortgage-backed-securities, TBA trading, liquidity, adverse selection

2.

Payment Changes and Default Risk: The Impact of Refinancing on Expected Credit Losses

FRB of New York Staff Report No. 562
Number of pages: 34 Posted: 12 Jun 2012
Joseph S. Tracy and Joshua Wright
National Bureau of Economic Research (NBER) and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 189 (220,273)
Citation 24

Abstract:

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refinancing, default

3.

A Private Lender Cooperative Model for Residential Mortgage Finance

FRB of New York Staff Report No. 466
Number of pages: 19 Posted: 06 Aug 2010
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, National Bureau of Economic Research (NBER), Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 111 (334,978)
Citation 1

Abstract:

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GSE, MBS, mortgage

4.

The Capital Structure and Governance of a Mortgage Securitization Utility

FRB of New York Staff Report No. 644
Number of pages: 56 Posted: 16 Oct 2013
Patricia C. Mosser, Joseph S. Tracy and Joshua Wright
Federal Reserve Banks - Federal Reserve Bank of New York, National Bureau of Economic Research (NBER) and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 74 (430,104)
Citation 3

Abstract:

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GSE, MBS, mortgage finance, cooperatives, financial market utility