Joseph Nichols

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 43,975

SSRN RANKINGS

Top 43,975

in Total Papers Downloads

725

CITATIONS
Rank 22,950

SSRN RANKINGS

Top 22,950

in Total Papers Citations

12

Scholarly Papers (8)

1.

Commercial Real Estate Loan Performance at Failed U.S. Banks

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 36 Posted: 14 Sep 2011
Joseph Nichols and Andrew Felton
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 164 (118,256)

Abstract:

commercial real estate, banks, mortgages

2.

Commercial and Residential Land Prices Across the United States

FEDS Working Paper No. 16
Number of pages: 52 Posted: 11 Mar 2011
American Enterprise Institute, Board of Governors of the Federal Reserve System and J.P. Morgan Chase & Co.
Downloads 164 (130,613)
Citation 3

Abstract:

Price index, Land, Residential, Commercial

What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 40 Posted: 19 Nov 2010 Last Revised: 21 Jul 2015
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, National University of Singapore, Business School and the School of Design and Environment, Board of Governors of the Federal Reserve System and George Mason University - School of Business
Downloads 132 (178,490)

Abstract:

What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)

Journal of Real Estate Finance and Economics, Vol. 51, No. 2, 2015
Posted: 04 Sep 2015
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, National University of Singapore, Business School and the School of Design and Environment, Board of Governors of the Federal Reserve System and George Mason University - School of Business

Abstract:

Commercial mortgage-backed securities (CMBS); Subordination; Credit risk; Credit rating agency (CRA)

4.

Differences Across Originators in CMBS Loan Underwriting

Number of pages: 35 Posted: 19 Mar 2011
DePaul University - Driehaus College of Business, Federal Reserve Board of Governors, Board of Governors of the Federal Reserve - Division of International Finance (IFDP) and Board of Governors of the Federal Reserve System
Downloads 88 (226,354)
Citation 1

Abstract:

Commercial Mortgage Backed Securities, Organizational Type, Moral Hazard

5.

Consumption Responses to Permanent and Transitory Shocks to House Appreciation

FEDS Working Paper No. 2010-32
Number of pages: 40 Posted: 19 Mar 2011
Joseph Nichols and Juan Contreras
Board of Governors of the Federal Reserve System and Bank of Mexico
Downloads 26 (353,310)
Citation 4

Abstract:

Life cycle, marginal propensity to consume, house prices

6.

Swings in Commercial and Residential Land Prices in the United States

AEI Economic Policy Working Paper 2012-03
Number of pages: 63 Posted: 21 Feb 2013
Board of Governors of the Federal Reserve System, American Enterprise Institute and J.P. Morgan Chase & Co.
Downloads 25 (382,084)
Citation 4

Abstract:

7.

Nominal Mortgage Contracts and the Effects of Inflation on Portfolio Allocation

FEDS Working Paper No. 2007-67
Number of pages: 50 Posted: 17 Jul 2008
Joseph Nichols
Board of Governors of the Federal Reserve System
Downloads 23 (403,453)

Abstract:

Mortgages, inflation, portfolio allocation, life-cycle

8.

Local Traits and Securitized Commercial Mortgage Default

Journal of Real Estate Finance and Economics, Vol. 47, No. 4, 2013
Posted: 15 Nov 2013
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, National University of Singapore, Business School and the School of Design and Environment, Board of Governors of the Federal Reserve System and George Mason University - School of Business

Abstract:

Default risk; CMBS loan; Local trait; Hazard model