Joshua Wright

Federal Reserve Banks - Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

4

DOWNLOADS

1,568

SSRN CITATIONS
Rank 17,410

SSRN RANKINGS

Top 17,410

in Total Papers Citations

21

CROSSREF CITATIONS

62

Scholarly Papers (4)

1.
Downloads 1,079 (40,659)
Citation 49

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 659 (78,063)
Citation 46

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 420 (135,945)
Citation 15

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 227 (262,320)
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 153 (373,041)

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 109 (484,588)
Citation 3

Abstract:

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