Details about James Vickery

Access statistics for papers by James Vickery.

Last updated 2013-02-27. Update your information in the RePEc Author Service.

Short-id: pvi152

Working Papers

2013

1. Securitization and the fixed-rate mortgage
   Staff Reports, Federal Reserve Bank of New York

2012

2. Barriers to Household Risk Management: Evidence from India
   IMF Working Papers, International Monetary Fund View citations (4)
   Also in Staff Reports, Federal Reserve Bank of New York (2009) View citations (28)
   Working Papers, eSocialSciences (2011)
   Policy Research Working Paper Series, The World Bank (2010) View citations (16)
   See also Journal Article in American Economic Journal: Applied Economics (2013)

2010

3. A private lender cooperative model for residential mortgage finance
   Staff Reports, Federal Reserve Bank of New York View citations (3)
4. MBS Ratings and the Mortgage Credit Boom
   Discussion Paper, Tilburg University, Center for Economic Research View citations (13)
   Also in Staff Reports, Federal Reserve Bank of New York (2010) View citations (9)
5. Microinsurance: a case study of the Indian rainfall index insurance market
   Policy Research Working Paper Series, The World Bank View citations (5)
6. TBA trading and liquidity in the agency MBS market
   Staff Reports, Federal Reserve Bank of New York View citations (3)

2007

7. Patterns of rainfall insurance participation in rural India
   Staff Reports, Federal Reserve Bank of New York View citations (27)
   Also in Policy Research Working Paper Series, The World Bank (2007) View citations (3)
   See also Journal Article in World Bank Economic Review (2008)
8. Statistical analysis of rainfall insurance payouts in southern India
   Policy Research Working Paper Series, The World Bank View citations (14)
   See also Journal Article in American Journal of Agricultural Economics (2007)

2005

9. How and why do small firms manage interest rate risk? Evidence from commercial loans
   Staff Reports, Federal Reserve Bank of New York

2000

10. The Efficient Market Hypothesis: A Survey
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (14)

1999

11. Unemployment and Skills in Australia
    RBA Research Discussion Papers, Reserve Bank of Australia

1998

12. Labour Market Adjustment: Evidence on Interstate Labour Mobility
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (6)
    See also Journal Article in Australian Economic Review (1999)

1997

13. Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (9)
    See also Journal Article in The Economic Record (1998)

Journal Articles

2013

1. Barriers to Household Risk Management: Evidence from India
   American Economic Journal: Applied Economics, 2013, 5, (1), 104-35 View citations (2)
   See also Working Paper (2012)

2011

2. Credit Ratings and Security Prices in the Subprime MBS Market
   American Economic Review, 2011, 101, (3), 115-19 View citations (1)

2010

3. Why is the market share of adjustable-rate mortgages so low?
   Current Issues in Economics and Finance, 2010, (Dec) View citations (1)

2008

4. How and why do small firms manage interest rate risk
   Journal of Financial Economics, 2008, 87, (2), 446-470 View citations (6)
5. Patterns of Rainfall Insurance Participation in Rural India
   World Bank Economic Review, 2008, 22, (3), 539-566 View citations (10)
   See also Working Paper (2007)
6. Summary "how do financial frictions shape the product market? evidence from mortgage originations"
   Proceedings, 2008, (May), 193-200 View citations (3)

2007

7. Interest rates and consumer choice in the residential mortgage market: a summary
   Proceedings, 2007, (May), 326-335 View citations (6)
8. Statistical Analysis of Rainfall Insurance Payouts in Southern India
   American Journal of Agricultural Economics, 2007, 89, (5), 1248-1254 View citations (8)
   See also Working Paper (2007)

1999

9. Labour Market Adjustment: Evidence on Interstate LabourMobility
   Australian Economic Review, 1999, 32, (3), 249-263 View citations (1)
   See also Working Paper (1998)

1998

10. Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
    The Economic Record, 1998, 74, (227), 384-98 View citations (15)
    See also Working Paper (1997)

Chapters

1998

1. The Macroeconomics of Australian Unemployment
   A chapter in Unemployment and the Australian Labour Market, 1998 View citations (5)