James I. Vickery

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

26

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CITATIONS
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Top 4,574

in Total Papers Citations

115

Scholarly Papers (26)

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 New York
Downloads 1,394 (12,002)
Citation 23

Abstract:

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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 New York
Downloads 101 (252,988)
Citation 23

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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 New York
Downloads 34 (439,105)
Citation 20

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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, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 1,271 (14,142)
Citation 36

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Credit Rating Agencies, Subprime Crisis, Mortgage-Backed Securities

3.

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), Yale Law School, Massachusetts Institute of Technology (MIT) and Federal Reserve Bank of New York
Downloads 673 (35,665)
Citation 3

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

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 New York
Downloads 550 (46,464)
Citation 1

Abstract:

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bank holding companies, complexity

5.
Downloads 445 ( 60,640)
Citation 7

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 New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 332 (85,043)
Citation 7

Abstract:

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

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 New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 113 (233,372)
Citation 7

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mortgage-backed securities, adverse selection, GSEs, liquidity

6.

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 New York
Downloads 415 (66,004)
Citation 5

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Risk management, Interest rate risk, Loans, Small firms

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 New York
Downloads 254 (113,871)

Abstract:

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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 New York
Downloads 43 (405,856)

Abstract:

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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 New York
Downloads 153 (183,496)
Citation 19

Abstract:

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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 New York
Downloads 139 (198,764)
Citation 19

Abstract:

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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 New York

Abstract:

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O10, O16, G2, G22

9.

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
Swiss National Bank - Financial Stability and Federal Reserve Bank of New York
Downloads 285 (101,293)
Citation 2

Abstract:

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

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 New York and Federal Reserve Bank of New York
Downloads 169 (168,404)

Abstract:

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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 New York and Federal Reserve Bank of New York
Downloads 19 (521,281)

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The Rescue of Fannie Mae and Freddie Mac

FRB Atlanta Working Paper No. 2015-2
Number of pages: 54 Posted: 13 Apr 2015
Federal Reserve Bank of Atlanta, Swiss National Bank - Financial Stability, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 83 (287,426)

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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
Federal Reserve Bank of Atlanta, Swiss National Bank - Financial Stability, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 65 (331,091)

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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
Federal Reserve Bank of Atlanta, Swiss National Bank - Financial Stability, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 22 (502,834)

Abstract:

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

12.

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
Deutsche Bundesbank, Federal Reserve Bank of New York and affiliation not provided to SSRN
Downloads 161 (175,431)
Citation 2

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mortgage, fixed-rate mortgage, adjustable-rate mortgage

The Role of Technology in Mortgage Lending

FRB of New York Staff Report No. 836
Number of pages: 75 Posted: 21 Feb 2018
Swiss National Bank - Financial Stability, Federal Reserve Banks - Federal Reserve Bank of New York, New York University (NYU) - Department of Finance and Federal Reserve Bank of New York
Downloads 120 (223,154)

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mortgage, technology, prepayments, nonbanks

The Role of Technology in Mortgage Lending

NBER Working Paper No. w24500
Number of pages: 61 Posted: 24 Apr 2018
Swiss National Bank - Financial Stability, Federal Reserve Banks - Federal Reserve Bank of New York, New York University (NYU) - Department of Finance and Federal Reserve Bank of New York
Downloads 26 (479,091)
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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, Swiss National Bank - Financial Stability, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 1 (646,752)
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Financial Intermediation, Fintech, Mortgages

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 New York
Downloads 146 (190,857)
Citation 6

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Debt Markets, Deposit Insurance, Labor Policies, Emerging Markets

Statistical Analysis of Rainfall Insurance Payouts in Southern India

American Journal of Agricultural Economics, Vol. 89, Issue 5, pp. 1248-1254, December 2007
Posted: 29 Feb 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 New York

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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 New York
Downloads 115 (230,397)

Abstract:

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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 New York
Downloads 14 (552,247)

Abstract:

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

16.

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, Texas A&M University - Mays Business School - Department of Finance and Federal Reserve Bank of New York
Downloads 122 (219,448)
Citation 2

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

17.

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), Texas A&M University - Mays Business School - Department of Finance, Federal Reserve Bank of New York and University of Minnesota - Twin Cities - Department of Economics
Downloads 121 (220,867)
Citation 2

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interbank market, loan, Fedwire, algorithm

18.

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
Beverly Hirtle, Anna Kovner, James I. Vickery and Meru Bhanot
Federal Reserve Bank of New York - Banking Studies Department, Federal Reserve Bank of New York, Federal Reserve Bank of New York and University of Chicago - Department of Economics
Downloads 100 (253,084)

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capital, bank, stress testing, financial stability

19.

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, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 99 (254,813)
Citation 3

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GSE, MBS, mortgage

20.

Does CFPB Oversight Crimp Credit?

FRB of New York Staff Report No. 857
Number of pages: 47 Posted: 20 Jun 2018 Last Revised: 26 Jun 2018
Andreas Fuster, Matthew C. Plosser and James I. Vickery
Swiss National Bank - Financial Stability, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 40 (405,273)

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consumer financial protection bureau, credit, mortgage, regulation

21.

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
Swiss National Bank - Financial Stability and Federal Reserve Bank of New York
Downloads 34 (428,995)

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

22.

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), Texas A&M University - Mays Business School - Department of Finance and Federal Reserve Bank of New York
Downloads 15 (525,728)
Citation 4

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Libor, Financial Crisis, Stigma, Misreporting, Interbank Markets

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 New York
Downloads 8 (589,652)

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mortgage, covered bond, securitization, Denmark, United States

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 New York
Downloads 6 (602,029)

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mortgage, covered bond, securitization, Denmark, United States

24.

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, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York

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credit ratings, mortgage-backed securities

25.

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 New York

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Phillips Curve, Inflation, Unemployment, Nonlinearities

26.

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 New York

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labour mobility, labour markets, unemployment