Haoyang Liu

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

  • Federal Reserve Bank of New York

SCHOLARLY PAPERS

6

DOWNLOADS

275

SSRN CITATIONS

6

CROSSREF CITATIONS

4

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

Asset Pricing with Cohort-Based Trading in MBS Markets

Downloads 90 (344,408)
Citation 4

Asset Pricing with Cohort-Based Trading in MBS Markets

Number of pages: 66 Posted: 20 Jul 2020 Last Revised: 06 Jul 2021
Nicola Fusari, Wei Li, Haoyang Liu and Zhaogang Song
Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School, Federal Reserve Bank of New York and Johns Hopkins University - Carey Business School
Downloads 56 (452,942)
Citation 2

Abstract:

Loading...

Cohort, Heterogeneity, Liquidity, MBS, Prepayment, TBA

Asset Pricing with Cohort-Based Trading in MBS Markets

FRB of New York Staff Report No. 931
Number of pages: 58 Posted: 07 Jul 2020 Last Revised: 03 Dec 2020
Nicola Fusari, Wei Li, Haoyang Liu and Zhaogang Song
Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School, Federal Reserve Bank of New York and Johns Hopkins University - Carey Business School
Downloads 34 (555,028)
Citation 2

Abstract:

Loading...

cohort, heterogeneity, liquidity, MBS, prepayment, TBA

2.

Dealers and the Dealer of Last Resort: Evidence from MBS Markets in the COVID-19 Crisis

FRB of New York Staff Report No. 933, Rev. May 2021
Number of pages: 50 Posted: 21 Jul 2020 Last Revised: 24 May 2021
Jiakai Chen, Haoyang Liu, Asani Sarkar and Zhaogang Song
University of Hawaii, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Johns Hopkins University - Carey Business School
Downloads 73 (389,536)

Abstract:

Loading...

arbitrage, cash, dealer, liquidity, MBS, specified pool, TBA

3.

Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom

Downloads 71 (395,564)
Citation 1

Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom

FRB Atlanta Working Paper No. 2018-10
Number of pages: 48 Posted: 29 Aug 2018 Last Revised: 29 Apr 2020
James Conklin, W. Scott Frame, Kristopher Gerardi and Haoyang Liu
University of Georgia, Federal Reserve Bank of Dallas, Federal Reserve Bank of Atlanta and Federal Reserve Bank of New York
Downloads 59 (441,510)
Citation 1

Abstract:

Loading...

mortgages, subprime, house prices, credit scores, housing boom

Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom

FRB of Dallas Working Paper No. 2013
Number of pages: 72 Posted: 23 May 2020
James Conklin, W. Scott Frame, Kristopher S. Gerardi and Haoyang Liu
University of Georgia, affiliation not provided to SSRN, affiliation not provided to SSRN and Federal Reserve Bank of New York
Downloads 12 (712,969)

Abstract:

Loading...

mortgages, subprime, house prices, credit scores, housing boom

4.

Defragmenting Markets: Evidence from Agency MBS

Downloads 25 (594,404)

Defragmenting Markets: Evidence from Agency MBS

FRB of New York Staff Report No. 965
Number of pages: 53 Posted: 05 May 2021
Haoyang Liu, Zhaogang Song and James I. Vickery
Federal Reserve Bank of New York, Johns Hopkins University - Carey Business School and Federal Reserve Bank of Philadelphia
Downloads 22 (634,095)

Abstract:

Loading...

MBS, TBA, Single Security Initiative, UMBS, liquidity

Defragmenting Markets: Evidence from Agency MBS

FRB of Philadelphia Working Paper No. 21-25
Number of pages: 53 Posted: 09 Jul 2021
Haoyang Liu, Zhaogang Song and James I. Vickery
Federal Reserve Bank of New York, Johns Hopkins University - Carey Business School and Federal Reserve Bank of Philadelphia
Downloads 3 (789,504)

Abstract:

Loading...

5.

Errors in the Dependent Variable of Quantile Regression Models

NBER Working Paper No. w25819
Number of pages: 68 Posted: 15 May 2019 Last Revised: 19 Jul 2021
Jerry A. Hausman, Haoyang Liu, Ye Luo and Christopher Palmer
Massachusetts Institute of Technology (MIT) - Department of Economics, Federal Reserve Bank of New York, Faculty of Business and Economics, The University of Hong Kong and MIT Sloan
Downloads 12 (686,494)

Abstract:

Loading...

6.

Are Stated Expectations Actual Beliefs? New Evidence for the Beliefs Channel of Investment Demand

NBER Working Paper No. w28926
Number of pages: 75 Posted: 21 Jun 2021 Last Revised: 20 Jul 2021
Haoyang Liu and Christopher Palmer
Federal Reserve Bank of New York and MIT Sloan
Downloads 4 (748,550)
  • Add to Cart

Abstract:

Loading...