Diana Hancock

Federal Reserve Board - Division of Research and Statistics

Section Chief

20th & C. St., N.W.

Washington, DC 20551

United States

SCHOLARLY PAPERS

18

DOWNLOADS
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in Total Papers Downloads

3,063

CITATIONS
Rank 4,180

SSRN RANKINGS

Top 4,180

in Total Papers Citations

129

Scholarly Papers (18)

1.

Why are Bank Profits so Persistent? The Roles of Product Market Competition, Informational Opacity, and Regional/Macroeconomic Shocks

FEDS Working Paper No. 99-28
Number of pages: 37 Posted: 04 Aug 1999
University of South Carolina - Darla Moore School of Business, PepsiCo, Federal Reserve Board - Division of Research & Statistics and Federal Reserve Board - Division of Research and Statistics
Downloads 679 (36,544)
Citation 35

Abstract:

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2.

The Repercussions on Small Banks and Small Businesses of Procyclical Bank Capital and Countercyclical Loan Guarantees

AFA 2008 New Orleans Meetings Paper
Number of pages: 45 Posted: 17 Mar 2007
Diana Hancock, Joe Peek and James A. Wilcox
Federal Reserve Board - Division of Research and Statistics, Federal Reserve Banks - Federal Reserve Bank of Boston and University of California, Berkeley - Economic Analysis & Policy Group
Downloads 265 (113,098)
Citation 16

Abstract:

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small business, bank capital, loan guarantee

3.

Market Discipline in Banking Reconsidered: The Roles of Deposit Insurance Reform, Funding Manager Decisions and Bond Market Liquidity

FEDS Working Paper No. 2002-46
Number of pages: 36 Posted: 05 Apr 2003
Diana Hancock, Daniel M. Covitz and Myron L. Kwast
Federal Reserve Board - Division of Research and Statistics, Federal Reserve Board - Division of Research & Statistics and Federal Reserve Board - Division of Research & Statistics
Downloads 237 (126,808)
Citation 5

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Market discipline, subordinated debt, market efficiency

4.

Bank Core Deposits and the Mitigation of Monetary Policy

FEDS Working 2007-65
Number of pages: 46 Posted: 17 Jul 2008
Lamont Black, Diana Hancock and S. Wayne Passmore
DePaul University - Driehaus College of Business, Federal Reserve Board - Division of Research and Statistics and Board of Governors of the Federal Reserve - Household and Real Estate Finance Section
Downloads 236 (127,348)
Citation 8

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Bank channel, monetary policy, banks, core deposits, relationship lending, interest rates

5.

Federal Home Loan Bank Advances and Commercial Bank Portfolio Composition

FRB of Atlanta Working Paper No. 2007-17, FEDS Working Paper No. 2007-31
Number of pages: 56 Posted: 01 Aug 2007
W. Scott Frame, Diana Hancock and S. Wayne Passmore
Federal Reserve Bank of Atlanta, Federal Reserve Board - Division of Research and Statistics and Board of Governors of the Federal Reserve - Household and Real Estate Finance Section
Downloads 230 (130,683)
Citation 9

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advances, government-sponsored enterprises, GSE, portfolio shocks, panel VAR

6.

Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible?

FEDS Discussion Paper No. 2001-22
Number of pages: 51 Posted: 04 May 2001
Diana Hancock and Myron L. Kwast
Federal Reserve Board - Division of Research and Statistics and Federal Reserve Board - Division of Research & Statistics
Downloads 222 (135,276)
Citation 43

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Bonds, subordinated debt, bank holding companies, monitoring, data quality

7.

A Reconsideration of the Risk Sensitivity of U.S. Banking Organization Subordinated Debt Spreads: A Sample Selection Approach

Economic Policy Review, Vol. 10, No. 2, September 2004
Number of pages: 20 Posted: 23 Aug 2005
Daniel M. Covitz, Diana Hancock and Myron L. Kwast
Federal Reserve Board - Division of Research & Statistics, Federal Reserve Board - Division of Research and Statistics and Federal Reserve Board - Division of Research & Statistics
Downloads 173 (170,318)
Citation 19

Abstract:

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bank market discipline, subordinated debt

8.

What Does the Yield on Subordinated Bank Debt Measure?

FEDS Working Paper No. 2004-19
Number of pages: 49 Posted: 29 Jun 2004
Diana Hancock and Urs Birchler
Federal Reserve Board - Division of Research and Statistics and University of Zurich - Faculty of Economics, Business Administration and Information Technology
Downloads 173 (170,318)
Citation 6

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Market discipline, subordinated debt, bank supervision

9.

How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates

FEDS Working Paper No. 2014-12
Number of pages: 44 Posted: 07 Feb 2014
Diana Hancock and S. Wayne Passmore
Federal Reserve Board - Division of Research and Statistics and Board of Governors of the Federal Reserve - Household and Real Estate Finance Section
Downloads 172 (171,161)
Citation 13

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Monetary policy, QE1, QE2, QE3, LSAP, MBS, mortgages

10.

Market Discipline in Banking Reconsidered: The Roles of Funding Manager Decisions and Deposit Insurance Reform

FEDS Working Paper No. 2004-53
Number of pages: 59 Posted: 17 Dec 2004
Diana Hancock, Myron L. Kwast and Daniel M. Covitz
Federal Reserve Board - Division of Research and Statistics, Federal Reserve Board - Division of Research & Statistics and Federal Reserve Board - Division of Research & Statistics
Downloads 170 (172,938)
Citation 7

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Debt issuance, subordinated bonds

11.

An Analysis of Government Guarantees and the Functioning of Asset-Backed Securities Markets

FEDS Working Paper No. 2010-46
Number of pages: 46 Posted: 27 Jul 2011
Diana Hancock and S. Wayne Passmore
Federal Reserve Board - Division of Research and Statistics and Board of Governors of the Federal Reserve - Household and Real Estate Finance Section
Downloads 164 (178,345)
Citation 4

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Fannie Mae (FNM), Freddie Mac (FRE), Mortgage-Backed Securities (MBS), Government-Sponsored Enterprises (GSE), Asset-Backed Securities (ABS), financial crisis, catastrophic risk

12.

Does Trading Frequency Affect Subordinated Debt Spreads?

FEDS Working Paper No. 2005-08
Number of pages: 35 Posted: 01 Feb 2005
Christopher Bianchi, Diana Hancock and Laura Kawano
Federal Reserve Board - Division of Research and Statistics, Federal Reserve Board - Division of Research and Statistics and University of Michigan at Ann Arbor
Downloads 142 (201,041)
Citation 2

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Bond liquidity, pricing

13.

The Federal Reserve's Portfolio and its Effects on Mortgage Markets

FEDS Working Paper No. 2012-22
Number of pages: 32 Posted: 10 May 2012
Diana Hancock and S. Wayne Passmore
Federal Reserve Board - Division of Research and Statistics and Board of Governors of the Federal Reserve - Household and Real Estate Finance Section
Downloads 83 (293,516)
Citation 9

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QE1, QE2, Federal Reserve, MBS, mortgage, interest rates, mortgage rate

14.

The Bank Lending Channel of Monetary Policy and its Effect on Mortgage Lending

FEDS Working Paper No. 2010-39
Number of pages: 44 Posted: 27 Jul 2011
Lamont Black, Diana Hancock and S. Wayne Passmore
DePaul University - Driehaus College of Business, Federal Reserve Board - Division of Research and Statistics and Board of Governors of the Federal Reserve - Household and Real Estate Finance Section
Downloads 64 (339,532)
Citation 10

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Bank lending channel, monetary policy, depository institutions, mortgages

15.

Did the Federal Reserve’s MBS Purchase Program Lower Mortgage Rates?

FEDS Working Paper No. 2011-01
Number of pages: 62 Posted: 10 Nov 2011
Diana Hancock and S. Wayne Passmore
Federal Reserve Board - Division of Research and Statistics and Board of Governors of the Federal Reserve - Household and Real Estate Finance Section
Downloads 53 (372,028)
Citation 76

Abstract:

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Federal Reserve, mortgage-backed securities, MBS, mortgage rate, quantitative easing

16.

How Does the Federal Reserve's Large‐Scale Asset Purchases (LSAPs) Influence Mortgage‐Backed Securities (MBS) Yields and U.S. Mortgage Rates?

Real Estate Economics, Vol. 43, Issue 4, pp. 855-890, 2015
Number of pages: 36 Posted: 26 Oct 2015
Diana Hancock and S. Wayne Passmore
Federal Reserve Board - Division of Research and Statistics and Board of Governors of the Federal Reserve - Household and Real Estate Finance Section
Downloads 0 (657,681)
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17.

Bank Capital and the Credit Crunch: The Roles of Risk-Based and Leverage-Based Capital Regulations

JOURNAL OF THE AMERICAN REAL ESTATE AND URBAN ECONOMICS ASSOCIATION, Vol 22 No 1, Winter 1994
Posted: 12 May 2000
Diana Hancock and James A. Wilcox
Federal Reserve Board - Division of Research and Statistics and University of California, Berkeley - Economic Analysis & Policy Group

Abstract:

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18.

Intraday Management of Bank Reserves: The Effects of Caps and Fees on Daylight Overdrafts

J. OF MONEY, CREDIT, AND BANKING, November 1996
Posted: 17 Sep 1996
Diana Hancock and James A. Wilcox
Federal Reserve Board - Division of Research and Statistics and University of California, Berkeley - Economic Analysis & Policy Group

Abstract:

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