Haoyang Liu

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

4

DOWNLOADS

118

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (4)

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
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
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

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

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
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
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

Errors in the Dependent Variable of Quantile Regression Models

NBER Working Paper No. w25819
Number of pages: 68 Posted: 15 May 2019
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
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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