Joseph Nichols

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

10

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898

CITATIONS
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10

Scholarly Papers (10)

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 232 (130,931)

Abstract:

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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 212 (142,847)
Citation 1

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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, Wisconsin School of Business, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and George Mason University - School of Business
Downloads 174 (171,360)
Citation 3

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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, Wisconsin School of Business, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and George Mason University - School of Business

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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 106 (253,281)
Citation 3

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Commercial Mortgage Backed Securities, Organizational Type, Moral Hazard

5.

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 50 (386,113)

Abstract:

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6.

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 for International Settlements (BIS) - Monetary and Economic Department
Downloads 48 (392,978)
Citation 2

Abstract:

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Life cycle, marginal propensity to consume, house prices

Safe Collateral, Arm's-Length Credit: Evidence from the Commercial Real Estate Market

Number of pages: 43 Posted: 09 Nov 2017
Lamont Black, John Krainer and Joseph Nichols
DePaul University - Driehaus College of Business, Federal Reserve Bank of San Francisco and Board of Governors of the Federal Reserve System
Downloads 25 (505,334)

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banks, collateral, securitization, commercial real estate

Safe Collateral, Arm's-Length Credit: Evidence from the Commercial Real Estate Mortgage Market

FEDS Working Paper No. 2017-056
Number of pages: 42 Posted: 30 May 2017
Lamont Black, John Krainer and Joseph Nichols
DePaul University - Driehaus College of Business, Federal Reserve Bank of San Francisco and Board of Governors of the Federal Reserve System
Downloads 21 (530,507)
Citation 2

Abstract:

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Collateral, Commercial banking, Commercial real estate, Securitization

8.

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 30 (464,796)

Abstract:

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Mortgages, inflation, portfolio allocation, life-cycle

9.

From Origination to Renegotiation: A Comparison of Portfolio and Securitized Commercial Real Estate Loans

Journal of Real Estate Finance and Economics, Vol. 55, No. 1, 2017
Posted: 07 Jul 2017
Lamont Black, John Krainer and Joseph Nichols
DePaul University - Driehaus College of Business, Federal Reserve Bank of San Francisco and Board of Governors of the Federal Reserve System

Abstract:

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Securitization; CMBS; Commercial banks; Asymmetric information

10.

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, Wisconsin School of Business, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and George Mason University - School of Business

Abstract:

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Default risk; CMBS loan; Local trait; Hazard model