Author Page for Haoyang Liu

Shadow Bank and Fintech Mortgage Securitization

Johns Hopkins Carey Business School Research Paper No. 21-06

Number of pages: 49 Posted: 15 Jul 2021 Last Revised: 25 Apr 2022

Yu An, Lei Li, Haoyang Liu and Zhaogang Song

Johns Hopkins Carey Business School, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Dallas and Johns Hopkins University - Carey Business School

Downloads 330 (153,132)

Abstract:

2.

Asset Pricing with Cohort-Based Trading in MBS Markets

Downloads 276 (184,810)

Citation 8

2

Asset Pricing with Cohort-Based Trading in MBS Markets

Journal of Finance, Forthcoming

Number of pages: 106 Posted: 20 Jul 2020 Last Revised: 28 Sep 2021

Nicola Fusari, Wei Li, Haoyang Liu and Zhaogang Song

Johns Hopkins University - Carey Business School, City University of New York (CUNY) - Department of Real Estate, Federal Reserve Banks - Federal Reserve Bank of Dallas and Johns Hopkins University - Carey Business School

Downloads 209 (241,563)

Citation 2

Abstract:

Asset Pricing with Cohort-Based Trading in MBS Markets

FRB of New York Staff Report No. 931, Rev. July 2021

Number of pages: 67 Posted: 07 Jul 2020 Last Revised: 11 Aug 2021

Nicola Fusari, Wei Li, Haoyang Liu and Zhaogang Song

Johns Hopkins University - Carey Business School, City University of New York (CUNY) - Department of Real Estate, Federal Reserve Banks - Federal Reserve Bank of Dallas and Johns Hopkins University - Carey Business School

Downloads 67 (560,568)

Abstract:

3.

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

FRB of New York Staff Report No. 933, Rev. July 2023

Number of pages: 37 Posted: 21 Jul 2020 Last Revised: 13 Jul 2023

Jiakai Chen, Haoyang Liu, Asani Sarkar and Zhaogang Song

University of Hawaii, Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of New York and Johns Hopkins University - Carey Business School

Downloads 203 (247,568)

Citation 7

Abstract:

4.

Monetary Policy, Business Liquidity and Survival: Evidence from the Refinancing Channel

forthcoming Review of Financial Studies

Number of pages: 74 Posted: 16 Nov 2021 Last Revised: 31 Dec 2022

Haoyang Liu, Rodney Ramcharan and Dean Parker

Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Southern California, Marshall School of Business and New York University (NYU) - Department of Finance

Downloads 185 (269,272)

Abstract:

5.

The Federal Reserve’s Market Functioning Purchases

Downloads 124 (372,997)

Citation 3

2

The Federal Reserve’s Market Functioning Purchases

FRB of New York Staff Report No. 998

Number of pages: 38 Posted: 27 Dec 2021

Michael J. Fleming, Haoyang Liu, Rich Podjasek and Jake Schurmeier

Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas, affiliation not provided to SSRN and Harbor Capital Advisors, Inc.

Downloads 65 (569,801)

Citation 2

Abstract:

The Federal Reserve’s Market Functioning Purchases

Economic Policy Review, Vol. 28, No. 1, p. 210-241

Number of pages: 33 Posted: 07 Jul 2022

Michael J. Fleming, Haoyang Liu, Rich Podjasek and Jake Schurmeier

Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas, affiliation not provided to SSRN and Harbor Capital Advisors, Inc.

Downloads 59 (598,838)

Citation 4

Abstract:

6.

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

Downloads 107 (417,833)

Citation 3

2

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, Structured Finance Association, Federal Reserve Bank of Atlanta and Federal Reserve Banks - Federal Reserve Bank of Dallas

Downloads 73 (534,166)

Citation 1

Abstract:

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 Banks - Federal Reserve Bank of Dallas

Downloads 34 (764,088)

Abstract:

7.

Defragmenting Markets: Evidence from Agency MBS

Downloads 97 (444,103)

Citation 3

2

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 Banks - Federal Reserve Bank of Dallas, Johns Hopkins University - Carey Business School and Federal Reserve Bank of Philadelphia

Downloads 78 (513,654)

Citation 1

Abstract:

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 Banks - Federal Reserve Bank of Dallas, Johns Hopkins University - Carey Business School and Federal Reserve Bank of Philadelphia

Downloads 19 (887,043)

Citation 4

Abstract:

8.

Social Learning and Sentiment Contagion in the Bitcoin Market

Number of pages: 63 Posted: 20 Aug 2023

Bing Han, Haoyang Liu and Pengfei Sui

University of Toronto, Federal Reserve Banks - Federal Reserve Bank of Dallas and The Chinese University of Hong Kong, Shenzhen

Downloads 50 (658,104)

Abstract:

9.

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: 16 Jul 2023

Haoyang Liu and Christopher Palmer

Federal Reserve Banks - Federal Reserve Bank of Dallas and MIT Sloan

Downloads 24 (813,981)

Citation 3

Abstract:

10.

Errors in the Dependent Variable of Quantile Regression Models

NBER Working Paper No. w25819

Number of pages: 68 Posted: 15 May 2019 Last Revised: 20 Jul 2023

Jerry A. Hausman, Haoyang Liu, Ye Luo and Christopher Palmer

Massachusetts Institute of Technology (MIT) - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Dallas, Faculty of Business and Economics, The University of Hong Kong and MIT Sloan

Downloads 23 (822,669)

Haoyang Liu

Federal Reserve Banks - Federal Reserve Bank of Dallas

10

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Scholarly Papers (10)

Shadow Bank and Fintech Mortgage Securitization

Abstract:

Asset Pricing with Cohort-Based Trading in MBS Markets

Asset Pricing with Cohort-Based Trading in MBS Markets

Abstract:

Asset Pricing with Cohort-Based Trading in MBS Markets

Abstract:

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

Abstract:

Monetary Policy, Business Liquidity and Survival: Evidence from the Refinancing Channel

Abstract:

The Federal Reserve’s Market Functioning Purchases

The Federal Reserve’s Market Functioning Purchases

Abstract:

The Federal Reserve’s Market Functioning Purchases

Abstract:

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

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

Abstract:

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

Abstract:

Defragmenting Markets: Evidence from Agency MBS

Defragmenting Markets: Evidence from Agency MBS

Abstract:

Defragmenting Markets: Evidence from Agency MBS

Abstract:

Social Learning and Sentiment Contagion in the Bitcoin Market

Abstract:

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

Abstract:

Errors in the Dependent Variable of Quantile Regression Models

Abstract: