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James Vickery

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Personal Details

First Name: James
Middle Name:
Last Name: Vickery
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RePEc Short-ID: pvi152

Email:
Homepage: http://www.newyorkfed.org/research/economists/vickery/index.html
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Affiliation

(in no particular order)

Works

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Working papers

  1. Hirtle, Beverly & Kovner, Anna & Vickery, James & Bhanot, Meru, 2014. "The capital and loss assessment under stress scenarios (CLASS) model," Staff Reports 663, Federal Reserve Bank of New York.
  2. Andreas Fuster & James Vickery, 2013. "Securitization and the fixed-rate mortgage," Staff Reports 594, Federal Reserve Bank of New York.
  3. Dennis Kuo & David Skeie & James Vickery & Thomas Youle, 2013. "Identifying term interbank loans from Fedwire payments data," Staff Reports 603, Federal Reserve Bank of New York.
  4. Darrell Duffie & David Skeie & James Vickery, 2013. "A sampling-window approach to transactions-based Libor fixing," Staff Reports 596, Federal Reserve Bank of New York.
  5. Cole, Shawn & Gine, Xavier & Vickery, James, 2013. "How does risk management influence production decisions? evidence from a field experiment," Policy Research Working Paper Series 6546, The World Bank.
  6. Robert M. Townsend & Shawn Cole & Jeremy Tobacman & Xavier Gine & James Ian Vickery & Petia Topalova, 2012. "Barriers to Household Risk Management," IMF Working Papers 12/195, International Monetary Fund.
  7. Toni Dechario & Patricia Mosser & Joseph Tracy & James Vickery & Joshua Wright, 2010. "A private lender cooperative model for residential mortgage finance," Staff Reports 466, Federal Reserve Bank of New York.
  8. Adam Ashcraft & Paul Goldsmith-Pinkham & James Vickery, 2010. "MBS ratings and the mortgage credit boom," Staff Reports 449, Federal Reserve Bank of New York.
  9. Gine, Xavier & Menand, Lev & Townsend, Robert & Vickery, James, 2010. "Microinsurance : a case study of the Indian rainfall index insurance market," Policy Research Working Paper Series 5459, The World Bank.
  10. James Vickery & Joshua Wright, 2010. "TBA trading and liquidity in the agency MBS market," Staff Reports 468, Federal Reserve Bank of New York.
  11. Shawn Cole & Xavier Giné & Jeremy Tobacman & Petia Topalova & Robert Townsend & James Vickery, 2009. "Barriers to household risk management: evidence from India," Staff Reports 373, Federal Reserve Bank of New York.
  12. James Vickery, 2008. "Summary "how do financial frictions shape the product market? evidence from mortgage originations"," Proceedings 1076, Federal Reserve Bank of Chicago.
  13. James Vickery, 2007. "Interest rates and consumer choice in the residential mortgage market: a summary," Proceedings 1041, Federal Reserve Bank of Chicago.
  14. Gine, Xavier & Townsend, Robert & Vickery, James, 2007. "Statistical analysis of rainfall insurance payouts in southern India," Policy Research Working Paper Series 4426, The World Bank.
  15. Xavier Giné & Robert Townsend & James Vickery, 2007. "Patterns of rainfall insurance participation in rural India," Staff Reports 302, Federal Reserve Bank of New York.
  16. James Vickery, 2005. "How and why do small firms manage interest rate risk? Evidence from commercial loans," Staff Reports 215, Federal Reserve Bank of New York.
  17. Meredith Beechey & David Gruen & James Vickery, 2000. "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers rdp2000-01, Reserve Bank of Australia.
  18. James Vickery, 1999. "Unemployment and Skills in Australia," RBA Research Discussion Papers rdp1999-12, Reserve Bank of Australia.
  19. Guy Debelle & James Vickery, 1998. "Labour Market Adjustment: Evidence on Interstate Labour Mobility," RBA Research Discussion Papers rdp9801, Reserve Bank of Australia.
  20. Guy Debelle & James Vickery, 1997. "Is the Phillips Curve a Curve? Some Evidence and Implications for Australia," RBA Research Discussion Papers rdp9706, Reserve Bank of Australia.

Articles

  1. James Vickery & Joshua Wright, 2013. "TBA trading and liquidity in the agency MBS market," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 1-18.
  2. Shawn Cole & Xavier Gine & Jeremy Tobacman & Petia Topalova & Robert Townsend & James Vickery, 2013. "Barriers to Household Risk Management: Evidence from India," American Economic Journal: Applied Economics, American Economic Association, vol. 5(1), pages 104-35, January.
  3. Adam Ashcraft & Paul Goldsmith-Pinkham & Peter Hull & James Vickery, 2011. "Credit Ratings and Security Prices in the Subprime MBS Market," American Economic Review, American Economic Association, vol. 101(3), pages 115-19, May.
  4. Emanuel Moench & James Vickery & Diego Aragon, 2010. "Why is the market share of adjustable-rate mortgages so low?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 16(Dec).
  5. Vickery, James, 2008. "How and why do small firms manage interest rate risk," Journal of Financial Economics, Elsevier, vol. 87(2), pages 446-470, February.
  6. Xavier Giné & Robert Townsend & James Vickery, 2008. "Patterns of Rainfall Insurance Participation in Rural India," World Bank Economic Review, World Bank Group, vol. 22(3), pages 539-566, October.
  7. Xavier Giné & Robert Townsend & James Vickery, 2007. "Statistical Analysis of Rainfall Insurance Payouts in Southern India," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(5), pages 1248-1254.
  8. Guy Debelle & James Vickery, 1999. "Labour Market Adjustment: Evidence on Interstate LabourMobility," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 32(3), pages 249-263.
  9. Debelle, Guy & Vickery, James, 1998. "Is the Phillips Curve a Curve? Some Evidence and Implications for Australia," The Economic Record, The Economic Society of Australia, vol. 74(227), pages 384-98, December.

Chapters

  1. Guy Debelle & James Vickery, 1998. "The Macroeconomics of Australian Unemployment," RBA Annual Conference Volume, in: Guy Debelle & Jeff Borland (ed.), Unemployment and the Australian Labour Market Reserve Bank of Australia.

NEP Fields

19 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (5) 2007-10-06 2007-12-15 2010-11-06 2013-07-28 2013-12-29. Author is listed
  2. NEP-BAN: Banking (5) 2010-06-11 2010-09-11 2013-01-26 2013-03-23 2014-03-22. Author is listed
  3. NEP-BEC: Business Economics (1) 2005-10-04
  4. NEP-CFN: Corporate Finance (2) 2005-10-04 2014-03-22
  5. NEP-CWA: Central & Western Asia (3) 2007-10-06 2007-12-15 2009-07-11
  6. NEP-DEV: Development (5) 2007-10-06 2007-12-15 2009-07-11 2011-01-16 2012-08-23. Author is listed
  7. NEP-EXP: Experimental Economics (5) 2009-07-11 2011-01-16 2012-08-23 2013-07-28 2013-12-29. Author is listed
  8. NEP-FMK: Financial Markets (4) 2005-10-04 2010-06-11 2010-09-11 2010-09-25
  9. NEP-IAS: Insurance Economics (7) 2007-10-06 2007-12-15 2009-07-11 2010-09-03 2010-11-06 2012-08-23 2013-07-28. Author is listed
  10. NEP-MFD: Microfinance (6) 2009-07-11 2010-11-06 2011-01-16 2012-08-23 2013-07-28 2013-12-29. Author is listed
  11. NEP-MON: Monetary Economics (1) 2013-03-23
  12. NEP-MST: Market Microstructure (1) 2010-09-25
  13. NEP-RMG: Risk Management (6) 2005-10-04 2009-07-11 2010-06-11 2010-09-11 2013-07-28 2013-12-29. Author is listed
  14. NEP-URE: Urban & Real Estate Economics (5) 2010-06-11 2010-09-03 2010-09-11 2010-09-25 2013-01-26. Author is listed

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