A Comparison of Libor to Other Measures of Bank Borrowing Costs D Kuo, D Skeie, J Vickery Working Paper, Federal Reserve Bank of New York, 2012 | 89* | 2012 |
A Private Lender Cooperative Model for Residential Mortgage Finance T Dechario, PC Mosser, JS Tracy, JI Vickery, J Wright The American Mortgage System: Crisis and Reform, 2011 | 17 | 2011 |
A Sampling-Window Approach to Transactions-Based Libor Fixing D Duffie, DR Skeie, JI Vickery Federal Reserve Bank of New York Staff Report 596, 2013 | 27 | 2013 |
A Structural View of US Bank Holding Companies D Avraham, P Selvaggi, JI Vickery Economic Policy Review 18 (2), 65-81, 2012 | 234 | 2012 |
Assessing Financial Stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) Model B Hirtle, A Kovner, J Vickery, M Bhanot Journal of Banking and Finance 69 (Supplement 1), S35-55, 2016 | 129* | 2016 |
Banking Relationships and the Credit Cycle: Evidence from the Asian Financial Crisis J Vickery Federal Reserve Bank of New York Working Paper, 2005 | 18 | 2005 |
Barriers to Household Risk Management: Evidence from India S Cole, X Giné, J Tobacman, R Townsend, P Topalova, J Vickery American Economic Journal: Applied Economics 5 (1), 104-35, 2013 | 1277 | 2013 |
Credit Ratings and Security Prices in the Subprime MBS Market A Ashcraft, P Goldsmith-Pinkham, P Hull, J Vickery American Economic Review 101 (3), 115-119, 2011 | 109 | 2011 |
Credit Risk Transfer and De Facto GSE Reform D Finkelstein, A Strzodka, JI Vickery Economic Policy Review 24 (3), 88–116, 2018 | 27 | 2018 |
Defragmenting Markets: Evidence from Agency MBS H Liu, Z Song, JI Vickery FRB of New York Staff Report, 2021 | 9 | 2021 |
Do Big Banks Have Lower Operating Costs? A Kovner, JI Vickery, LY Zhou Economic Policy Review 20 (2), 1-27, 2014 | 109 | 2014 |
Does CFPB Oversight Crimp Credit? A Fuster, M Plosser, J Vickery Federal Reserve Bank of New York Staff Reports, 2018 | 31 | 2018 |
Essays in Banking and Risk Management JI Vickery Massachusetts Institute of Technology, 2004 | 4 | 2004 |
Forecasting When it Matters: Evidence from Semi-Arid India X Giné, R Townsend, J Vickery Working Paper, 2009 | 69 | 2009 |
How and Why Do Small Firms Manage Interest Rate Risk? J Vickery Journal of Financial Economics 87 (2), 446-470, 2008 | 170 | 2008 |
How Do Financial Frictions Shape the Product Market? Evidence from Mortgage Originations J Vickery Note: This paper now superseded by "Securitization and the Fixed-Rate Mortgage", 2007 | 13 | 2007 |
How Does Risk Management Influence Production Decisions? Evidence from a Field Experiment S Cole, X Giné, J Vickery Review of Financial Studies 30 (6), 1935-1970, 2017 | 468 | 2017 |
How Resilient is Mortgage Credit Supply? Evidence From the COVID-19 Pandemic A Fuster, A Hizmo, L Lambie-Hanson, J Vickery, PS Willen National Bureau of Economic Research, 2021 | 63 | 2021 |
Identifying Term Interbank Loans from Fedwire Payments Data D Kuo, DR Skeie, JI Vickery, T Youle Federal Reserve Bank of New York Staff Report 603, 2014 | 52 | 2014 |
Interest Rates and Consumer Choice in the Residential Mortgage Market J Vickery Note: This paper now superseded by "Securitization and the Fixed-Rate Mortgage", 2007 | 65 | 2007 |