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Details about James Vickery

E-mail:
Homepage:http://www.newyorkfed.org/research/economists/vickery/index.html
Workplace:Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)
Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by James Vickery.

Last updated 2019-12-30. Update your information in the RePEc Author Service.

Short-id: pvi152


Jump to Journal Articles Chapters

Working Papers

2018

  1. Credit risk transfer and de facto GSE reform
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (3)
    See also Journal Article in Economic Policy Review (2018)
  2. Does CFPB oversight crimp credit?
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
  3. Peas in a pod? Comparing the U.S. and Danish mortgage finance systems
    Staff Reports, Federal Reserve Bank of New York
    See also Journal Article in Economic Policy Review (2018)
  4. Regulation and risk shuffling in bank securities portfolios
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
  5. The Role of Technology in Mortgage Lending
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (21)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (14)
    Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (19)

    See also Journal Article in Review of Financial Studies (2019)

2015

  1. Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)
    See also Journal Article in Journal of Banking & Finance (2016)
  2. The rescue of Fannie Mae and Freddie Mac
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (11)
    Also in Staff Reports, Federal Reserve Bank of New York (2015) Downloads View citations (10)

    See also Journal Article in Journal of Economic Perspectives (2015)

2014

  1. How does risk management influence production decisions? evidence from a field experiment
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)
    Also in Policy Research Working Paper Series, The World Bank (2013) Downloads View citations (26)
    2013 Meeting Papers, Society for Economic Dynamics (2013) Downloads View citations (9)

    See also Journal Article in Review of Financial Studies (2017)
  2. Identifying term interbank loans from Fedwire payments data
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (19)
  3. Securitization and the fixed-rate mortgage
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (16)
    See also Journal Article in Review of Financial Studies (2015)

2013

  1. A sampling-window approach to transactions-based Libor fixing
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)

2012

  1. Barriers to Household Risk Management; Evidence from India
    IMF Working Papers, International Monetary Fund Downloads View citations (90)
    Also in Staff Reports, Federal Reserve Bank of New York (2009) Downloads View citations (41)
    Policy Research Working Paper Series, The World Bank (2010) Downloads View citations (22)
    Working Papers, eSocialSciences (2011) Downloads View citations (1)

    See also Journal Article in American Economic Journal: Applied Economics (2013)

2010

  1. A private lender cooperative model for residential mortgage finance
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (5)
  2. MBS Ratings and the Mortgage Credit Boom
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (70)
    Also in Staff Reports, Federal Reserve Bank of New York (2010) Downloads View citations (68)
  3. Microinsurance: a case study of the Indian rainfall index insurance market
    Policy Research Working Paper Series, The World Bank Downloads View citations (20)
  4. TBA trading and liquidity in the agency MBS market
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (10)
    See also Journal Article in Economic Policy Review (2013)

2008

  1. Summary \\"how do financial frictions shape the product market? evidence from mortgage originations\\"
    Proceedings, Federal Reserve Bank of Chicago View citations (3)

2007

  1. Interest rates and consumer choice in the residential mortgage market: a summary
    Proceedings, Federal Reserve Bank of Chicago View citations (18)
  2. Patterns of rainfall insurance participation in rural India
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (58)
    Also in Policy Research Working Paper Series, The World Bank (2007) Downloads View citations (5)

    See also Journal Article in World Bank Economic Review (2008)
  3. Statistical analysis of rainfall insurance payouts in southern India
    Policy Research Working Paper Series, The World Bank Downloads View citations (34)
    See also Journal Article in American Journal of Agricultural Economics (2007)

2005

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

2000

  1. The Efficient Market Hypothesis: A Survey
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (41)

1999

  1. Unemployment and Skills in Australia
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (3)

1998

  1. Labour Market Adjustment: Evidence on Interstate Labour Mobility
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (17)
    See also Journal Article in Australian Economic Review (1999)

1997

  1. Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (24)
    See also Journal Article in The Economic Record (1998)

Journal Articles

2019

  1. The Role of Technology in Mortgage Lending
    Review of Financial Studies, 2019, 32, (5), 1854-1899 Downloads View citations (5)
    See also Working Paper (2018)

2018

  1. Credit risk transfer and de facto GSE reform
    Economic Policy Review, 2018, 88-116 Downloads View citations (3)
    See also Working Paper (2018)
  2. Peas in a pod? Comparing the U.S. and Danish mortgage finance systems
    Economic Policy Review, 2018, 63-87 Downloads
    See also Working Paper (2018)

2017

  1. How Does Risk Management Influence Production Decisions? Evidence from a Field Experiment
    Review of Financial Studies, 2017, 30, (6), 1935-1970 Downloads View citations (16)
    See also Working Paper (2014)

2016

  1. Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model
    Journal of Banking & Finance, 2016, 69, (S1), S35-S55 Downloads View citations (9)
    See also Working Paper (2015)

2015

  1. Do big banks have lower operating costs?
    Journal of Financial Perspectives, 2015, 3, (1), 157-196
    Also in Economic Policy Review, 2014, 1-27 (2014) Downloads View citations (16)
  2. Securitization and the Fixed-Rate Mortgage
    Review of Financial Studies, 2015, 28, (1), 176-211 Downloads View citations (15)
    See also Working Paper (2014)
  3. The Rescue of Fannie Mae and Freddie Mac
    Journal of Economic Perspectives, 2015, 29, (2), 25-52 Downloads View citations (10)
    See also Working Paper (2015)

2013

  1. Barriers to Household Risk Management: Evidence from India
    American Economic Journal: Applied Economics, 2013, 5, (1), 104-35 Downloads View citations (153)
    See also Working Paper (2012)
  2. TBA trading and liquidity in the agency MBS market
    Economic Policy Review, 2013, (may), 1-18 Downloads View citations (27)
    See also Working Paper (2010)

2012

  1. A Structural view of U.S. bank holding companies
    Economic Policy Review, 2012, 65-81 Downloads View citations (23)

2011

  1. Credit Ratings and Security Prices in the Subprime MBS Market
    American Economic Review, 2011, 101, (3), 115-19 Downloads View citations (21)

2010

  1. Why is the market share of adjustable-rate mortgages so low?
    Current Issues in Economics and Finance, 2010, (dec) Downloads View citations (13)

2008

  1. How and why do small firms manage interest rate risk
    Journal of Financial Economics, 2008, 87, (2), 446-470 Downloads View citations (32)
  2. Patterns of Rainfall Insurance Participation in Rural India
    World Bank Economic Review, 2008, 22, (3), 539-566 Downloads View citations (90)
    See also Working Paper (2007)

2007

  1. Statistical Analysis of Rainfall Insurance Payouts in Southern India
    American Journal of Agricultural Economics, 2007, 89, (5), 1248-1254 Downloads View citations (28)
    See also Working Paper (2007)

1999

  1. Labour Market Adjustment: Evidence on Interstate LabourMobility
    Australian Economic Review, 1999, 32, (3), 249-263 Downloads View citations (15)
    See also Working Paper (1998)

1998

  1. Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
    The Economic Record, 1998, 74, (227), 384-98 View citations (27)
    See also Working Paper (1997)

Chapters

1998

  1. The Macroeconomics of Australian Unemployment
    A chapter in Unemployment and the Australian Labour Market, 1998 Downloads View citations (16)
 
Page updated 2020-02-23