Details about Diana Hancock

Access statistics for papers by Diana Hancock.

Last updated 2023-10-02. Update your information in the RePEc Author Service.

Short-id: pha1146

Working Papers

2021

1. Climate Change and Financial Stability
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (6)

2014

2. How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2012

3. The Federal Reserve's portfolio and its effects on mortgage markets
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2011

4. Did the Federal Reserve's MBS purchase program lower mortgage rates?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (124)
   See also Journal Article Did the Federal Reserve's MBS purchase program lower mortgage rates?, Journal of Monetary Economics, Elsevier (2011) View citations (165) (2011)

2010

5. A framework that incorporation contingent capital into the capital structure of systemically-important firms
   Proceedings, Federal Reserve Bank of Chicago
6. A proposal for \"financial institutions' secured asset-backed insurance fund\" or FINSAIF
   Proceedings, Federal Reserve Bank of Chicago
7. An analysis of government guarantees and the functioning of asset-backed securities markets
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
8. The bank lending channel of monetary policy and its effect on mortgage lending
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

2007

9. A summary of \"Federal Home Loan Bank advances and commercial bank portfolio composition\"
   Proceedings, Federal Reserve Bank of Chicago View citations (4)
10. Bank core deposits and the mitigation of monetary policy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (16)
11. Federal Home Loan Bank advances and commercial bank portfolio composition
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (4)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2007) View citations (1)
    See also Journal Article Federal Home Loan Bank Advances and Commercial Bank Portfolio Composition, Journal of Money, Credit and Banking, Blackwell Publishing (2012) View citations (11) (2012)

2006

12. Federal Reserve research on government-sponsored enterprises
    Proceedings, Federal Reserve Bank of Chicago
13. The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

2005

14. An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization
    Basel II White Paper, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
15. Basel II competitive implications
    Proceedings, Federal Reserve Bank of Chicago View citations (1)

2004

16. Does trading frequency affect subordinated debt spreads?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
17. Market discipline in banking reconsidered: the roles of funding manager decisions and deposit insurance reform
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
18. What Does the Yield on Subordinated Bank Debt Measure?
    Working Papers, Swiss National Bank View citations (16)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations (6)

2002

19. Market discipline in banking reconsidered: the roles of deposit insurance reform, funding manager decisions and bond market liquidity
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (9)

2001

20. Using subordinated debt to monitor bank holding companies: is it feasible?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (88)
    See also Journal Article Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible?, Journal of Financial Services Research, Springer (2001) View citations (87) (2001)

1999

21. Why are bank profits so persistent: the roles of product market competition, informational opacity, and regional/macroeconomic shocks
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
    See also Journal Article Why are bank profits so persistent? The roles of product market competition, informational opacity, and regional/macroeconomic shocks, Journal of Banking & Finance, Elsevier (2000) View citations (126) (2000)

1998

22. The "Credit Crunch" and the Availability of Credit to Small Business
    Research Program in Finance Working Papers, University of California at Berkeley View citations (88)
    See also Journal Article The "credit crunch" and the availability of credit to small business, Journal of Banking & Finance, Elsevier (1998) View citations (89) (1998)
23. The extraordinary persistence of profits in the U.S. banking industry: a breakdown of the competitive paradigm?
    Proceedings, Federal Reserve Bank of Chicago View citations (2)

1996

24. Measuring the efficiency of financial institutions: the importance of choosing a frontier
    Proceedings, Federal Reserve Bank of Chicago

1993

25. Domestic and international capital standards and bank assets
    Proceedings, Federal Reserve Bank of Chicago

1992

26. Bank efficiency derived from a profit function
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article Bank efficiency derived from the profit function, Journal of Banking & Finance, Elsevier (1993) View citations (273) (1993)
27. The effect on bank assets of business conditions and capital shortfalls
    Proceedings, Federal Reserve Bank of Chicago View citations (8)

1989

28. Bank profitability, deregulation, and the production of financial services
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (2)

Journal Articles

2016

1. Cost of funds indexed mortgage contracts with government-backed catastrophic insurance (COFI-Cats): A realistic alternative to the 30-year fixed-rate mortgage?
   Journal of Economics and Business, 2016, 84, (C), 109-130 View citations (2)

2015

2. How Does the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates?
   Real Estate Economics, 2015, 43, (4), 855-890 View citations (23)

2012

3. Federal Home Loan Bank Advances and Commercial Bank Portfolio Composition
   Journal of Money, Credit and Banking, 2012, 44, (4), 661-684 View citations (11)
   See also Working Paper Federal Home Loan Bank advances and commercial bank portfolio composition, FRB Atlanta Working Paper (2007) View citations (4) (2007)

2011

4. Did the Federal Reserve's MBS purchase program lower mortgage rates?
   Journal of Monetary Economics, 2011, 58, (5), 498-514 View citations (165)
   See also Working Paper Did the Federal Reserve's MBS purchase program lower mortgage rates?, Finance and Economics Discussion Series (2011) View citations (124) (2011)

2009

5. Three Initiatives Enhancing the Mortgage Market and Promoting Financial Stability
   The B.E. Journal of Economic Analysis & Policy, 2009, 9, (3), 25 View citations (5)

2004

6. A reconsideration of the risk sensitivity of U.S. banking organization subordinated debt spreads: a sample selection approach
   Economic Policy Review, 2004, (Sep), 73-92 View citations (49)

2001

7. Estimates of scale and cost efficiency for Federal Reserve currency operations
   Economic Review, 2001, (Q IV), 2-26 View citations (8)
8. Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible?
   Journal of Financial Services Research, 2001, 20, (2), 147-187 View citations (87)
   See also Working Paper Using subordinated debt to monitor bank holding companies: is it feasible?, Finance and Economics Discussion Series (2001) View citations (88) (2001)

2000

9. Why are bank profits so persistent? The roles of product market competition, informational opacity, and regional/macroeconomic shocks
   Journal of Banking & Finance, 2000, 24, (7), 1203-1235 View citations (126)
   See also Working Paper Why are bank profits so persistent: the roles of product market competition, informational opacity, and regional/macroeconomic shocks, Finance and Economics Discussion Series (1999) View citations (9) (1999)

1999

10. Cost reductions in electronic payments: The roles of consolidation, economies of scale, and technical change
    Journal of Banking & Finance, 1999, 23, (2-4), 391-421 View citations (35)

1998

11. The "credit crunch" and the availability of credit to small business
    Journal of Banking & Finance, 1998, 22, (6-8), 983-1014 View citations (89)
    See also Working Paper The "Credit Crunch" and the Availability of Credit to Small Business, Research Program in Finance Working Papers (1998) View citations (88) (1998)

1997

12. Payment transactions, instruments, and systems: A survey
    Journal of Banking & Finance, 1997, 21, (11-12), 1573-1624 View citations (16)

1996

13. A Framework for Analyzing Efficiency, Risks, Costs, and Innovations in the Payments System
    Journal of Money, Credit and Banking, 1996, 28, (4), 696-732 View citations (47)
    Also in Proceedings, 1996, 696-732 (1996) View citations (48)
14. Intraday Management of Bank Reserves: The Effects of Caps and Fees on Daylight Overdrafts
    Journal of Money, Credit and Banking, 1996, 28, (4), 870-908 View citations (16)
    Also in Proceedings, 1996, 870-913 (1996) View citations (17)
15. Payment systems research and public policy risk, efficiency, and innovation: a conference sponsored by the Board of Governors of the Federal Reserve System, December 7-8, 1995
    Proceedings, 1996

1995

16. Bank capital shocks: Dynamic effects on securities, loans, and capital
    Journal of Banking & Finance, 1995, 19, (3-4), 661-677 View citations (122)
17. Scale economies and technological change in Federal Reserve ACH payment processing
    Economic Review, 1995, (Q III), 14-29 View citations (24)

1994

18. Bank Capital and the Credit Crunch: The Roles of Risk‐Weighted and Unweighted Capital Regulations
    Real Estate Economics, 1994, 22, (1), 59-94 View citations (122)
19. Bank Capital, Loan Delinquencies, and Real Estate Lending
    Journal of Housing Economics, 1994, 3, (2), 121-146 View citations (15)

1993

20. Bank efficiency derived from the profit function
    Journal of Banking & Finance, 1993, 17, (2-3), 317-347 View citations (273)
    See also Working Paper Bank efficiency derived from a profit function, Finance and Economics Discussion Series (1992) (1992)
21. Has There Been a Capital Crunch in Banking? The Effects on Bank Lending of Real Estate Market Conditions and Bank Capital Shortfalls
    Journal of Housing Economics, 1993, 3, (1), 31-50 View citations (69)
22. The efficiency of the Federal Reserve in providing check processing services
    Journal of Banking & Finance, 1993, 17, (2-3), 287-311 View citations (45)

1992

23. Recent developments affecting the profitability and practices of commercial banks
    Federal Reserve Bulletin, 1992, (Jul), 459-483

1986

24. A model of the financial firm with imperfect asset and deposit elasticities
    Journal of Banking & Finance, 1986, 10, (1), 37-54 View citations (47)
25. Testing Price Taking in Loan and Deposit Markets by Financial Firms
    The Financial Review, 1986, 21, (2), 239-57

1985

26. Bank Profitability, Interest Rates, and Monetary Policy
    Journal of Money, Credit and Banking, 1985, 17, (2), 189-202 View citations (52)
27. The Financial Firm: Production with Monetary and Nonmonetary Goods
    Journal of Political Economy, 1985, 93, (5), 859-80 View citations (97)