Haoyang Liu

Federal Reserve Banks - Federal Reserve Bank of Dallas

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

  • Federal Reserve Banks - Federal Reserve Bank of Dallas

SCHOLARLY PAPERS

10

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2,212

SSRN CITATIONS
Rank 18,200

SSRN RANKINGS

Top 18,200

in Total Papers Citations

73

CROSSREF CITATIONS

5

Scholarly Papers (10)

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1.

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: 16 Aug 2024
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 422 (135,095)
Citation 2

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Agency MBS, Bank, Fintech, Liquidity, Securitization, Shadow Bank

2.

Social Learning and Sentiment Contagion in the Bitcoin Market

Number of pages: 68 Posted: 20 Aug 2023 Last Revised: 19 Dec 2023
Bing Han, Haoyang Liu and Pengfei Sui
University of Toronto, Rotman School of Management, Federal Reserve Banks - Federal Reserve Bank of Dallas and The Chinese University of Hong Kong, Shenzhen
Downloads 388 (149,584)

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Social Finance, Sentiment Contagion, Bubbles, Bitcoin

3.

Asset Pricing with Cohort-Based Trading in MBS Markets

Downloads 340 (171,951)
Citation 11

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, CUNY Baruch College, Federal Reserve Banks - Federal Reserve Bank of Dallas and Johns Hopkins University - Carey Business School
Downloads 251 (234,123)
Citation 2

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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, 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, CUNY Baruch College, Federal Reserve Banks - Federal Reserve Bank of Dallas and Johns Hopkins University - Carey Business School
Downloads 89 (555,053)

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cohort, heterogeneity, liquidity, MBS, prepayment, TBA

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 260 (227,341)
Citation 1

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monetary policy, liqudity, refinancing, small businesses

5.

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. February 2024
Number of pages: 40 Posted: 21 Jul 2020 Last Revised: 24 Feb 2024
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 254 (232,607)
Citation 10

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

6.

The Federal Reserve’s Market Functioning Purchases

Downloads 186 (311,691)
Citation 8

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 96 (528,086)
Citation 10

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Federal Reserve, asset purchases, Treasury securities, agency mortgage-backed securities, COVID-19

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 90 (551,151)
Citation 3

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Federal Reserve, asset purchases, Treasury securities, agency mortgage-backed securities, COVID-19

7.

Defragmenting Markets: Evidence from Agency MBS

Downloads 142 (391,901)
Citation 3

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 96 (528,086)
Citation 1

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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 Banks - Federal Reserve Bank of Dallas, Johns Hopkins University - Carey Business School and Federal Reserve Bank of Philadelphia
Downloads 46 (783,942)
Citation 4

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8.

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

Downloads 135 (407,725)
Citation 7

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 84 (575,667)
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 Banks - Federal Reserve Bank of Dallas
Downloads 51 (749,803)

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

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 55 (709,158)
Citation 2

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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 30 (889,668)

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