James I. Vickery

Federal Reserve Bank of Philadelphia

10 Independence Mall

Philadelphia, PA 19106

United States

http://www.vickeryjames.com

SCHOLARLY PAPERS

33

DOWNLOADS
Rank 6,221

SSRN RANKINGS

Top 6,221

in Total Papers Downloads

12,909

SSRN CITATIONS
Rank 775

SSRN RANKINGS

Top 775

in Total Papers Citations

1,574

CROSSREF CITATIONS

320

Scholarly Papers (33)

Barriers to Household Risk Management: Evidence from India

American Economic Journal: Applied Economics, 5(1), 104-35, Harvard Business School Finance Working Paper No. 09-116, FRB of New York Staff Report No. 373
Number of pages: 55 Posted: 09 Apr 2009 Last Revised: 22 Jan 2013
Harvard Business School, World Bank - Development Research Group (DECRG), Alfred Lerner College of Business and Economics, University of Delaware, Massachusetts Institute of Technology (MIT), International Monetary Fund (IMF) and Federal Reserve Bank of Philadelphia
Downloads 1,487 (23,822)
Citation 86

Abstract:

Loading...

Insurance, Household Finance, Trust, Liquidity Constraints, Financial Literacy, Economic Development

Barriers to Household Risk Management: Evidence from India

World Bank Policy Research Working Paper No. 5504
Number of pages: 40 Posted: 20 Apr 2016
Harvard Business School, World Bank - Development Research Group (DECRG), Alfred Lerner College of Business and Economics, University of Delaware, International Monetary Fund (IMF), Massachusetts Institute of Technology (MIT) and Federal Reserve Bank of Philadelphia
Downloads 143 (375,284)
Citation 1

Abstract:

Loading...

Financial Literacy, Debt Markets, Access to Finance, Emerging Markets, Labor Policies

Barriers to Household Risk Management: Evidence from India

IMF Working Paper No. 12/195
Number of pages: 44 Posted: 01 Nov 2012
Harvard Business School, World Bank - Development Research Group (DECRG), Alfred Lerner College of Business and Economics, University of Delaware, International Monetary Fund (IMF), Massachusetts Institute of Technology (MIT) and Federal Reserve Bank of Philadelphia
Downloads 59 (674,541)
Citation 2

Abstract:

Loading...

Household Finance, Trust, Liquidity Constraints, Household Credit, Risk Management

2.

MBS Ratings and the Mortgage Credit Boom

FRB of New York Staff Report No. 449, European Banking Center Discussion Paper No. 2010-24S, CentER Discussion Paper Series No. 2010-89S
Number of pages: 59 Posted: 25 May 2010 Last Revised: 29 Aug 2010
Federal Reserve Bank of New York, Yale School of Management and Federal Reserve Bank of Philadelphia
Downloads 1,491 (24,150)
Citation 133

Abstract:

Loading...

Credit Rating Agencies, Subprime Crisis, Mortgage-Backed Securities

3.
Downloads 1,035 (41,038)
Citation 48

TBA Trading and Liquidity in the Agency MBS Market

Economic Policy Review, Vol. 19, No. 1, 2013
Number of pages: 18 Posted: 12 Sep 2013
James I. Vickery and Joshua Wright
Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 618 (80,716)
Citation 44

Abstract:

Loading...

mortgage-backed securities, adverse selection, GSEs, liquidity

TBA Trading and Liquidity in the Agency MBS Market

Economic Policy Review, Forthcoming, FRB of New York Staff Report No. 468
Number of pages: 18 Posted: 21 Aug 2010 Last Revised: 22 Jan 2013
James I. Vickery and Joshua Wright
Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 417 (130,624)
Citation 14

Abstract:

Loading...

mortgage-backed-securities, TBA trading, liquidity, adverse selection

4.

A Structural View of U.S. Bank Holding Companies

Economic Policy Review, Vol. 18, No. 2, pp. 65-81
Number of pages: 17 Posted: 26 Jul 2012 Last Revised: 20 Nov 2012
Dafna Avraham, Patricia Selvaggi and James I. Vickery
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads 1,014 (42,259)
Citation 50

Abstract:

Loading...

bank holding companies, complexity

5.

Microinsurance: A Case Study of the Indian Rainfall Index Insurance Market

World Bank Policy Research Working Paper No. 5459
Number of pages: 49 Posted: 20 Apr 2016
Xavier Giné, Lev Menand, Robert M. Townsend and James I. Vickery
World Bank - Development Research Group (DECRG), Columbia University - Law School, Massachusetts Institute of Technology (MIT) and Federal Reserve Bank of Philadelphia
Downloads 817 (56,937)
Citation 1

Abstract:

Loading...

Climate Change Economics, Insurance Law, Debt Markets, Financial Literacy, Insurance & Risk Mitigation

6.
Downloads 645 (77,516)
Citation 2

Mortgage-Backed Securities

Swiss Finance Institute Research Paper No. 22-13
Number of pages: 41 Posted: 07 Feb 2022 Last Revised: 01 Sep 2022
Andreas Fuster, David O. Lucca and James I. Vickery
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads 506 (103,781)

Abstract:

Loading...

mortgage finance, securitization, agency mortgage-backed securities, TBA, option-adjusted spreads, covered bonds

Mortgage-Backed Securities

FRB of New York Staff Report No. 1001
Number of pages: 39 Posted: 09 Feb 2022
Andreas Fuster, David O. Lucca and James I. Vickery
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads 138 (386,055)

Abstract:

Loading...

mortgage finance, securitization, agency mortgage-backed securities, TBA, option-adjusted spreads, covered bonds

Mortgage-Backed Securities

CEPR Discussion Paper No. DP16989
Number of pages: 41 Posted: 04 Feb 2022
Andreas Fuster, David O. Lucca and James I. Vickery
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads 1 (1,177,700)
  • Add to Cart

Abstract:

Loading...

agency mortgage-backed securities, covered bonds, Mortgage finance, option-adjusted spreads, Securitization, TBA

7.
Downloads 513 (103,434)
Citation 17

Do Big Banks Have Lower Operating Costs?

Economic Policy Review, Vol. 20, No. 2, pp. 1-27.
Number of pages: 27 Posted: 04 Apr 2014 Last Revised: 21 Jan 2015
Anna Kovner, James I. Vickery and Lily Zhou
Federal Reserve Bank of New York, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of New York
Downloads 413 (132,479)
Citation 6

Abstract:

Loading...

banking, economies of scale, too-big-to-fail

Do Big Banks Have Lower Operating Costs?

Journal of Financial Perspectives, Vol. 3, No. 1, 2015
Number of pages: 44 Posted: 04 Dec 2017
Anna Kovner, James I. Vickery and Lily Zhou
Federal Reserve Bank of New York, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of New York
Downloads 100 (492,992)

Abstract:

Loading...

8.

How and Why Do Small Firms Manage Interest Rate Risk?

Journal of Financial Economics (JFE), Vol. 87, No. 2, 2008, FRB of New York Staff Report No. 215
Number of pages: 51 Posted: 16 Aug 2005 Last Revised: 20 Nov 2012
James I. Vickery
Federal Reserve Bank of Philadelphia
Downloads 472 (114,016)
Citation 13

Abstract:

Loading...

Risk management, Interest rate risk, Loans, Small firms

9.
Downloads 460 (117,620)
Citation 255

The Role of Technology in Mortgage Lending

FRB of New York Staff Report No. 836
Number of pages: 75 Posted: 21 Feb 2018
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, New York University (NYU) - Department of Finance and Federal Reserve Bank of Philadelphia
Downloads 351 (158,794)
Citation 4

Abstract:

Loading...

mortgage, technology, prepayments, nonbanks

The Role of Technology in Mortgage Lending

NBER Working Paper No. w24500
Number of pages: 61 Posted: 24 Apr 2018 Last Revised: 12 Jun 2022
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, New York University (NYU) - Department of Finance and Federal Reserve Bank of Philadelphia
Downloads 107 (469,675)
Citation 230

Abstract:

Loading...

The Role of Technology in Mortgage Lending

CEPR Discussion Paper No. DP12961
Number of pages: 77 Posted: 05 Jun 2018
New York University (NYU) - Department of Finance, École Polytechnique Fédérale de Lausanne, Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 2 (1,168,422)
Citation 27
  • Add to Cart

Abstract:

Loading...

Financial Intermediation, Fintech, Mortgages

10.

A Comparison of Libor to Other Measures of Bank Borrowing Costs

Number of pages: 47 Posted: 16 Nov 2018
Dennis Kuo, David R. Skeie and James I. Vickery
University of California, Los Angeles (UCLA), University of Warwick - Warwick Business School and Federal Reserve Bank of Philadelphia
Downloads 445 (122,314)
Citation 27

Abstract:

Loading...

Libor, Financial Crisis, Stigma, Misreporting, Interbank Markets

How Does Risk Management Influence Production Decisions? Evidence from a Field Experiment

World Bank Policy Research Working Paper No. 6546
Number of pages: 79 Posted: 20 Apr 2016
Shawn Allen Cole, Xavier Giné and James I. Vickery
Harvard Business School, World Bank - Development Research Group (DECRG) and Federal Reserve Bank of Philadelphia
Downloads 301 (187,161)
Citation 6

Abstract:

Loading...

Labor Policies, Insurance Law, Debt Markets, Non Bank Financial Institutions, Climate Change Economics

How Does Risk Management Influence Production Decisions? Evidence from a Field Experiment

FRB of New York Staff Report No. 692
Number of pages: 55 Posted: 11 Oct 2014
Shawn Allen Cole, Xavier Giné and James I. Vickery
Harvard Business School, World Bank - Development Research Group (DECRG) and Federal Reserve Bank of Philadelphia
Downloads 88 (536,528)
Citation 14

Abstract:

Loading...

risk management, financial constraints

Patterns of Rainfall Insurance Participation in Rural India

World Bank Policy Research Working Paper No. 4408
Number of pages: 44 Posted: 20 Apr 2016
Xavier Giné, Robert M. Townsend and James I. Vickery
World Bank - Development Research Group (DECRG), MIT - Department of Economics and Federal Reserve Bank of Philadelphia
Downloads 208 (270,163)

Abstract:

Loading...

Access to Finance, Banks & Banking Reform, Debt Markets, Insurance & Risk Mitigation

Patterns of Rainfall Insurance Participation in Rural India

FRB of New York Staff Report No. 302
Number of pages: 46 Posted: 13 Sep 2007
Xavier Giné, Robert M. Townsend and James I. Vickery
World Bank - Development Research Group (DECRG), MIT - Department of Economics and Federal Reserve Bank of Philadelphia
Downloads 179 (309,835)
Citation 41

Abstract:

Loading...

rainfall insurance, household finance, risk sharing, India

Patterns of Rainfall Insurance Participation in Rural India

The World Bank Economic Review, Vol. 22, No. 3, pp. 539-566, 2008
Posted: 31 Dec 2008
Xavier Giné, Robert M. Townsend and James I. Vickery
World Bank - Development Research Group (DECRG), MIT - Department of Economics and Federal Reserve Bank of Philadelphia

Abstract:

Loading...

O10, O16, G2, G22

13.
Downloads 357 (157,099)
Citation 6

Does CFPB Oversight Crimp Credit?

FRB of New York Staff Report No. 857. Rev. July 2023.
Number of pages: 80 Posted: 20 Jun 2018 Last Revised: 02 Aug 2023
Andreas Fuster, Matthew C. Plosser and James I. Vickery
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads 285 (198,299)
Citation 5

Abstract:

Loading...

consumer financial protection, regulation, mortgages, servicing, credit supply

Does CFPB Oversight Crimp Credit?

FRB of Philadelphia Working Paper No. 21-8
Number of pages: 72 Posted: 14 Jul 2021 Last Revised: 23 Sep 2021
Andreas Fuster, James I. Vickery and Matthew C. Plosser
École Polytechnique Fédérale de Lausanne, Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 72 (606,122)
Citation 5

Abstract:

Loading...

consumer financial protection, regulation, mortgages, servicing, credit supply

Does CFPB Oversight Crimp Credit?

CEPR Discussion Paper No. DP15681
Number of pages: 73 Posted: 11 Feb 2021
Andreas Fuster, Matthew C. Plosser and James I. Vickery
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads 0
  • Add to Cart

Abstract:

Loading...

14.

Securitization and the Fixed-Rate Mortgage

FRB of New York Staff Report No. 594
Number of pages: 77 Posted: 09 Jan 2013 Last Revised: 04 Jul 2014
Andreas Fuster and James I. Vickery
École Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Philadelphia
Downloads 345 (163,025)
Citation 30

Abstract:

Loading...

mortgage finance, securitization, difference-in-differences, regression discontinuity design

15.
Downloads 317 (178,375)
Citation 13

Credit Risk Transfer and De Facto GSE Reform

FRB of New York Staff Report No. 838
Number of pages: 36 Posted: 01 Mar 2018
David Finkelstein, Andreas Strzodka and James I. Vickery
Annaly Capital Management, Inc., Annaly Capital Management, Inc. and Federal Reserve Bank of Philadelphia
Downloads 180 (308,316)
Citation 4

Abstract:

Loading...

mortgage, credit risk transfer, securitization, Fannie Mae, Freddie Mac, GSE

Credit Risk Transfer and De Facto GSE Reform

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 29 Posted: 10 Dec 2018
David Finkelstein, Andreas Strzodka and James I. Vickery
Annaly Capital Management, Inc., Annaly Capital Management, Inc. and Federal Reserve Bank of Philadelphia
Downloads 137 (388,273)
Citation 3

Abstract:

Loading...

mortgage, credit risk transfer, securitization, Fannie Mae, Freddie Mac, GSE

16.

Why is the Market Share of Adjustable-Rate Mortgages so Low?

Current Issues in Economics and Finance, Vol. 16, No. 8, December 2010
Number of pages: 11 Posted: 09 Jan 2011
Emanuel Moench, James I. Vickery and David Aragon
Frankfurt School of Finance & Management, Federal Reserve Bank of Philadelphia and affiliation not provided to SSRN
Downloads 301 (188,373)
Citation 14

Abstract:

Loading...

mortgage, fixed-rate mortgage, adjustable-rate mortgage

Intermediation Frictions in Debt Relief: Evidence from CARES Act Forbearance

Number of pages: 68 Posted: 10 Sep 2021 Last Revised: 06 Sep 2022
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Philadelphia
Downloads 144 (373,230)
Citation 3

Abstract:

Loading...

mortgage, forbearance, debt relief, CARES Act, COVID-19, liquidity

Intermediation Frictions in Debt Relief: Evidence from CARES Act Forbearance

FRB of New York Staff Report No. 1035, 2022
Number of pages: 69 Posted: 17 Oct 2022
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Philadelphia
Downloads 91 (524,998)

Abstract:

Loading...

mortgage, forbearance, liquidity, nonbank, CARES Act, COVID-19

Intermediation Frictions in Debt Relief: Evidence from Cares Act Forbearance

FEDS Working Paper No. 2022-17
Number of pages: 65 Posted: 12 Apr 2022
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Philadelphia
Downloads 34 (850,893)
Citation 2

Abstract:

Loading...

Mortgage, Forbearance, Debt relief, CARES Act, COVID-19, Liquidity

18.
Downloads 266 (213,859)
Citation 18

The Rescue of Fannie Mae and Freddie Mac

FRB Atlanta Working Paper No. 2015-2
Number of pages: 54 Posted: 13 Apr 2015
Structured Finance Association, École Polytechnique Fédérale de Lausanne, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Philadelphia
Downloads 117 (439,138)
Citation 3

Abstract:

Loading...

Fannie Mae, Freddie Mac, housing finance, financial crisis, government intervention

The Rescue of Fannie Mae and Freddie Mac

FRB of New York Staff Report No. 719
Number of pages: 55 Posted: 24 Mar 2015
Structured Finance Association, École Polytechnique Fédérale de Lausanne, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Philadelphia
Downloads 88 (536,528)

Abstract:

Loading...

Fannie Mae, Freddie Mac, housing finance, financial crisis, government intervention

The Rescue of Fannie Mae and Freddie Mac

FRB of New York Staff Report No. 719
Number of pages: 55 Posted: 18 Aug 2015
Structured Finance Association, École Polytechnique Fédérale de Lausanne, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Philadelphia
Downloads 61 (663,213)
Citation 16

Abstract:

Loading...

Fannie Mae, Freddie Mac, housing finance, financial crisis, government intervention

19.

Regulation and Risk Shuffling in Bank Securities Portfolios

FRB of New York Staff Report No. 851
Number of pages: 44 Posted: 15 Jun 2018
Andreas Fuster and James I. Vickery
École Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Philadelphia
Downloads 235 (241,593)
Citation 2

Abstract:

Loading...

bank, securities, available-for-sale, capital regulation, fair value accounting

20.

Identifying Term Interbank Loans from Fedwire Payments Data

FRB of New York Staff Report No. 603
Number of pages: 49 Posted: 12 Mar 2013 Last Revised: 20 Aug 2014
Dennis Kuo, David R. Skeie, James I. Vickery and Thomas Youle
University of California, Los Angeles (UCLA), University of Warwick - Warwick Business School, Federal Reserve Bank of Philadelphia and University of Minnesota - Twin Cities - Department of Economics
Downloads 205 (274,717)
Citation 29

Abstract:

Loading...

interbank market, loan, Fedwire, algorithm

How Resilient is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic

Swiss Finance Institute Research Paper No. 21-41
Number of pages: 79 Posted: 29 Jul 2021
École Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 72 (606,122)

Abstract:

Loading...

mortgage, credit, financial intermediation, fintech, COVID-19

How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic

NBER Working Paper No. w28843
Number of pages: 77 Posted: 24 May 2021 Last Revised: 24 Apr 2022
École Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 44 (771,798)
Citation 2

Abstract:

Loading...

How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic

FRB of Philadelphia Working Paper No. 21-20
Number of pages: 77 Posted: 02 Jun 2021 Last Revised: 23 Jul 2021
École Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 41 (794,440)

Abstract:

Loading...

How Resilient is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic

FEDS Working Paper No. 2021-48
Number of pages: 52 Posted: 10 Aug 2021 Last Revised: 07 Sep 2021
École Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 38 (817,764)

Abstract:

Loading...

How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic

CEPR Discussion Paper No. DP16110
Number of pages: 78 Posted: 14 May 2021 Last Revised: 14 Jul 2021
École Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 0
Citation 6
  • Add to Cart

Abstract:

Loading...

22.

A Sampling-Window Approach to Transactions-Based Libor Fixing

FRB of New York Staff Report No. 596
Number of pages: 21 Posted: 05 Feb 2013
Darrell Duffie, David R. Skeie and James I. Vickery
Stanford University - Graduate School of Business, University of Warwick - Warwick Business School and Federal Reserve Bank of Philadelphia
Downloads 183 (304,131)
Citation 15

Abstract:

Loading...

Libor, interbank, transactions-based fixing, sampling window, shadow banking, financial intermediation

23.

Statistical Analysis of Rainfall Insurance Payouts in Southern India

World Bank Policy Research Working Paper No. 4426
Number of pages: 20 Posted: 20 Apr 2016
Xavier Giné, Robert M. Townsend and James I. Vickery
World Bank - Development Research Group (DECRG), MIT - Department of Economics and Federal Reserve Bank of Philadelphia
Downloads 175 (316,568)
Citation 3

Abstract:

Loading...

Debt Markets, Deposit Insurance, Labor Policies, Emerging Markets

24.

Assessing Financial Stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) Model

FRB of New York Staff Report No. 663
Number of pages: 95 Posted: 12 Feb 2014 Last Revised: 05 Aug 2015
Federal Reserve Bank of New York - Banking Studies Department, Federal Reserve Bank of New York, Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New YorkUniversity of Chicago - Department of Economics
Downloads 151 (358,738)
Citation 13

Abstract:

Loading...

capital, bank, stress testing, financial stability

25.

A Private Lender Cooperative Model for Residential Mortgage Finance

FRB of New York Staff Report No. 466
Number of pages: 19 Posted: 06 Aug 2010
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, National Bureau of Economic Research (NBER), Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 138 (385,320)
Citation 1

Abstract:

Loading...

GSE, MBS, mortgage

26.
Downloads 133 (396,774)
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 92 (521,287)
Citation 1

Abstract:

Loading...

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 41 (794,440)
Citation 4

Abstract:

Loading...

Peas in a Pod? Comparing the U.S. and Danish Mortgage Finance Systems

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 25 Posted: 10 Dec 2018
Jesper Berg, Morten Bækmand Nielsen and James I. Vickery
National Bank of Denmark, Nykredit and Federal Reserve Bank of Philadelphia
Downloads 81 (565,265)

Abstract:

Loading...

mortgage, covered bond, securitization, Denmark, United States

Peas in a Pod? Comparing the U.S. and Danish Mortgage Finance Systems

FRB of New York Staff Report No. 848
Number of pages: 31 Posted: 07 Jun 2018
Jesper Berg, Morten Bækmand Nielsen and James I. Vickery
National Bank of Denmark, Nykredit and Federal Reserve Bank of Philadelphia
Downloads 34 (850,893)
Citation 3

Abstract:

Loading...

mortgage, covered bond, securitization, Denmark, United States

28.

The Pandemic Mortgage Boom

Economic Insights, Federal Reserve Bank of Philadelphia, 2022, Q3-Q4: 18-27.
Number of pages: 10 Posted: 10 Mar 2023
Natalie Newton and James I. Vickery
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 64 (635,840)

Abstract:

Loading...

mortgage, MBS, COVID-19, financial frictions

29.

Internet Appendix: How Resilient is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic

Number of pages: 26 Posted: 20 Jul 2021
École Polytechnique Fédérale de Lausanne, Federal Reserve Board, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 64 (635,840)

Abstract:

Loading...

COVID-19, Mortgages and credit, financial intermediation, fintech

30.

The Rescue of Fannie Mae and Freddie Mac

FRB Atlanta Working Paper No. 2015-2
Posted: 12 Jul 2021 Last Revised: 29 Jul 2021
Structured Finance Association, École Polytechnique Fédérale de Lausanne, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Philadelphia
Downloads 39

Abstract:

Loading...

31.

Credit Ratings and Security Prices in the Subprime MBS Market

American Economic Review, Vol. 101, No. 3, pp. 115-119, 2011
Posted: 03 Jun 2011
Federal Reserve Bank of New York, Yale School of Management, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia

Abstract:

Loading...

credit ratings, mortgage-backed securities

32.

Is the Phillips Curve a Curve? Some Evidence and Implications for Australia

Economic Record, Vol. 74, No. 227, pp. 384-398, December 1998
Posted: 05 Oct 2010
Guy Debelle and James I. Vickery
Reserve Bank of Australia and Federal Reserve Bank of Philadelphia

Abstract:

Loading...

Phillips Curve, Inflation, Unemployment, Nonlinearities

33.

Labour Market Adjustment: Evidence on Interstate Labour Mobility

Australian Economic Review, Vol. 32, No. 3, pp. 249-63, 1999
Posted: 04 Oct 2010
Guy Debelle and James I. Vickery
Reserve Bank of Australia and Federal Reserve Bank of Philadelphia

Abstract:

Loading...

labour mobility, labour markets, unemployment