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Details about Diana Hancock

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Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Diana Hancock.

Last updated 2017-01-17. Update your information in the RePEc Author Service.

Short-id: pha1146


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Working Papers

2014

  1. 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 (US) Downloads

2012

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

2011

  1. Did the Federal Reserve's MBS purchase program lower mortgage rates?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (89)
    See also Journal Article in Journal of Monetary Economics (2011)

2010

  1. A framework that incorporation contingent capital into the capital structure of systemically-important firms
    Proceedings, Federal Reserve Bank of Chicago
  2. A proposal for "financial institutions' secured asset-backed insurance fund" or FINSAIF
    Proceedings, Federal Reserve Bank of Chicago
  3. 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 (US) Downloads View citations (10)
  4. 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 (US) Downloads View citations (3)

2007

  1. A summary of "Federal Home Loan Bank advances and commercial bank portfolio composition"
    Proceedings, Federal Reserve Bank of Chicago
  2. Bank core deposits and the mitigation of monetary policy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (13)
  3. Federal Home Loan Bank advances and commercial bank portfolio composition
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2007) Downloads View citations (1)

    See also Journal Article in Journal of Money, Credit and Banking (2012)

2006

  1. Federal Reserve research on government-sponsored enterprises
    Proceedings, Federal Reserve Bank of Chicago
  2. 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 (US) Downloads View citations (3)

2005

  1. An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization
    Basel II White Paper Downloads View citations (13)
  2. Basel II competitive implications
    Proceedings, Federal Reserve Bank of Chicago View citations (1)

2004

  1. Does trading frequency affect subordinated debt spreads?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (2)
  2. 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 (US) Downloads View citations (6)
  3. What Does the Yield on Subordinated Bank Debt Measure?
    Working Papers, Swiss National Bank Downloads View citations (13)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2003) Downloads View citations (5)

2002

  1. 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 (US) Downloads View citations (5)

2001

  1. Using subordinated debt to monitor bank holding companies: is it feasible?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (65)
    See also Journal Article in Journal of Financial Services Research (2001)

1999

  1. 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 (US) Downloads View citations (4)
    See also Journal Article in Journal of Banking & Finance (2000)

1998

  1. The "Credit Crunch" and the Availability of Credit to Small Business
    Research Program in Finance Working Papers, University of California at Berkeley View citations (56)
    See also Journal Article in Journal of Banking & Finance (1998)
  2. The extraordinary persistence of profits in the U.S. banking industry: a breakdown of the competitive paradigm?
    Proceedings, Federal Reserve Bank of Chicago

1996

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

1993

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

1992

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

1989

  1. Bank profitability, deregulation, and the production of financial services
    Research Working Paper, Federal Reserve Bank of Kansas City

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 Downloads

2015

  1. 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 Downloads View citations (11)

2012

  1. Federal Home Loan Bank Advances and Commercial Bank Portfolio Composition
    Journal of Money, Credit and Banking, 2012, 44, (4), 661-684 Downloads View citations (6)
    See also Working Paper (2007)

2011

  1. Did the Federal Reserve's MBS purchase program lower mortgage rates?
    Journal of Monetary Economics, 2011, 58, (5), 498-514 Downloads View citations (76)
    See also Working Paper (2011)

2009

  1. Three Initiatives Enhancing the Mortgage Market and Promoting Financial Stability
    The B.E. Journal of Economic Analysis & Policy, 2009, 9, (3), 1-25 Downloads View citations (4)

2004

  1. 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 Downloads View citations (25)

2001

  1. Estimates of scale and cost efficiency for Federal Reserve currency operations
    Economic Review, 2001, (Q IV), 2-26 Downloads View citations (7)
  2. Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible?
    Journal of Financial Services Research, 2001, 20, (2), 147-187 Downloads View citations (66)
    See also Working Paper (2001)

2000

  1. 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 Downloads View citations (81)
    See also Working Paper (1999)

1999

  1. 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 Downloads View citations (22)

1998

  1. The "credit crunch" and the availability of credit to small business
    Journal of Banking & Finance, 1998, 22, (6-8), 983-1014 Downloads View citations (56)
    See also Working Paper (1998)

1997

  1. Payment transactions, instruments, and systems: A survey
    Journal of Banking & Finance, 1997, 21, (11-12), 1573-1624 Downloads View citations (10)

1996

  1. A Framework for Analyzing Efficiency, Risks, Costs, and Innovations in the Payments System
    Journal of Money, Credit and Banking, 1996, 28, (4), 696-732 Downloads View citations (29)
    Also in Proceedings, 1996, 696-732 (1996) View citations (30)
  2. 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 Downloads View citations (10)
    Also in Proceedings, 1996, 870-913 (1996) View citations (12)
  3. 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

  1. Bank capital shocks: Dynamic effects on securities, loans, and capital
    Journal of Banking & Finance, 1995, 19, (3-4), 661-677 Downloads View citations (82)
  2. Scale economies and technological change in Federal Reserve ACH payment processing
    Economic Review, 1995, (Q III), 14-29 Downloads View citations (16)

1994

  1. Bank Capital and the Credit Crunch: The Roles of Risk‐Weighted and Unweighted Capital Regulations
    Real Estate Economics, 1994, 22, (1), 59-94 Downloads View citations (76)
  2. Bank Capital, Loan Delinquencies, and Real Estate Lending
    Journal of Housing Economics, 1994, 3, (2), 121-146 Downloads View citations (9)

1993

  1. Bank efficiency derived from the profit function
    Journal of Banking & Finance, 1993, 17, (2-3), 317-347 Downloads View citations (210)
    See also Working Paper (1992)
  2. 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 Downloads View citations (21)
  3. The efficiency of the Federal Reserve in providing check processing services
    Journal of Banking & Finance, 1993, 17, (2-3), 287-311 Downloads View citations (43)

1992

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

1986

  1. A model of the financial firm with imperfect asset and deposit elasticities
    Journal of Banking & Finance, 1986, 10, (1), 37-54 Downloads View citations (38)
  2. Testing Price Taking in Loan and Deposit Markets by Financial Firms
    The Financial Review, 1986, 21, (2), 239-57

1985

  1. Bank Profitability, Interest Rates, and Monetary Policy
    Journal of Money, Credit and Banking, 1985, 17, (2), 189-202 Downloads View citations (28)
  2. The Financial Firm: Production with Monetary and Nonmonetary Goods
    Journal of Political Economy, 1985, 93, (5), 859-80 Downloads View citations (67)
 
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