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

4

DOWNLOADS

118

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (4)

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1.

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

Downloads 62 (381,661)
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 55 (410,755)
Citation 1

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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 7 (683,331)

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

2.

Asset Pricing with Cohort-Based Trading in MBS Markets

Downloads 24 (541,959)
Citation 3

Asset Pricing with Cohort-Based Trading in MBS Markets

Number of pages: 52 Posted: 20 Jul 2020 Last Revised: 07 Aug 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 17 (607,653)

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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: 53 Posted: 07 Jul 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 7 (683,331)
Citation 1

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cohort, heterogeneity, liquidity, MBS, prepayment, TBA

3.

Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond

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Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond

FRB of New York Staff Report No. 933
Number of pages: 48 Posted: 21 Jul 2020
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 12 (644,900)

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arbitrage, basis, cohort, dealer, liquidity, MBS, specified pool, TBA

Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond

Number of pages: 48 Posted: 28 Jul 2020
Zhaogang Song, Haoyang Liu, Asani Sarkar and Jiakai Chen
Johns Hopkins University - Carey Business School, Federal Reserve Bank of New York, Federal Reserve Bank of New York and University of Hawaii
Downloads 11 (652,484)

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Arbitrage, Basis, Cohort, Dealer, Liquidity, MBS, Specified Pool, TBA

4.

Errors in the Dependent Variable of Quantile Regression Models

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Errors in the Dependent Variable of Quantile Regression Models

NBER Working Paper No. w25819
Number of pages: 68 Posted: 15 May 2019
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 5 (699,159)
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Errors in the Dependent Variable of Quantile Regression Models

NBER Working Paper No. w25819
Number of pages: 68 Posted: 13 May 2019
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 4 (707,412)
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