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James Vickery

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Personal Details

First Name:James
Middle Name:
Last Name:Vickery
Suffix:
RePEc Short-ID:pvi152
http://www.newyorkfed.org/research/economists/vickery/index.html
New York City, New York (United States)
http://www.newyorkfed.org/research/

:

33 Liberty Street, New York, NY 10045-0001
RePEc:edi:rfrbnus (more details at EDIRC)
New York City, New York (United States)
http://www.newyorkfed.org/

:

33 Liberty Street, New York, NY 10045-0001
RePEc:edi:frbnyus (more details at EDIRC)
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  1. Frame, W. Scott & Fuster, Andreas & Tracy, Joseph & Vickery, James, 2015. "The rescue of Fannie Mae and Freddie Mac," Staff Reports 719, Federal Reserve Bank of New York.
  2. Hirtle, Beverly & Kovner, Anna & Vickery, James & Bhanot, Meru, 2014. "Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model," Staff Reports 663, Federal Reserve Bank of New York, revised 01 Jul 2015.
  3. Cole,Shawn A. & 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.
  4. Darrell Duffie & David R. Skeie & James Vickery, 2013. "A sampling-window approach to transactions-based Libor fixing," Staff Reports 596, Federal Reserve Bank of New York.
  5. Fuster, Andreas & Vickery, James, 2013. "Securitization and the fixed-rate mortgage," Staff Reports 594, Federal Reserve Bank of New York, revised 01 Jun 2014.
  6. Kuo, Dennis & Skeie, David R. & Vickery, James & Youle, Thomas, 2013. "Identifying term interbank loans from Fedwire payments data," Staff Reports 603, Federal Reserve Bank of New York, revised 01 Aug 2014.
  7. James Vickery & Joshua Wright, 2010. "TBA trading and liquidity in the agency MBS market," Staff Reports 468, Federal Reserve Bank of New York.
  8. Adam B. Ashcraft & Paul Goldsmith-Pinkham & James Vickery, 2010. "MBS ratings and the mortgage credit boom," Staff Reports 449, Federal Reserve Bank of New York.
  9. Toni Dechario & Patricia C. 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.
  10. 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.
  11. Shawn Cole & Xavier Giné & Jeremy Tobacman & Petia Topalova & Robert M. 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. 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.
  14. James Vickery, 2007. "Interest rates and consumer choice in the residential mortgage market: a summary," Proceedings 1041, Federal Reserve Bank of Chicago.
  15. Xavier Giné & Robert M. 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.
  1. Hirtle, Beverly & Kovner, Anna & Vickery, James & Bhanot, Meru, 2016. "Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model," Journal of Banking & Finance, Elsevier, vol. 69(S1), pages S35-S55.
  2. Andreas Fuster & James Vickery, 2015. "Securitization and the Fixed-Rate Mortgage," Review of Financial Studies, Society for Financial Studies, vol. 28(1), pages 176-211.
  3. W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015. "The Rescue of Fannie Mae and Freddie Mac," Journal of Economic Perspectives, American Economic Association, vol. 29(2), pages 25-52, Spring.
  4. Kovner, Anna & Vickery, James & Zhou, Lily, 2014. "Do big banks have lower operating costs?," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 1-27.
  5. 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.
  6. 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.
  7. Avraham, Dafna & Selvaggi, Patricia & Vickery, James, 2012. "A Structural view of U.S. bank holding companies," Economic Policy Review, Federal Reserve Bank of New York, issue 07, pages 65-81.
  8. 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.
  9. 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).
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. 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
  2. NEP-MFD: Microfinance (7) 2009-07-11 2010-11-06 2011-01-16 2012-08-23 2013-07-28 2013-12-29 2014-11-01. Author is listed
  3. NEP-AGR: Agricultural Economics (6) 2007-10-06 2007-12-15 2010-11-06 2013-07-28 2013-12-29 2014-11-01. Author is listed
  4. NEP-EXP: Experimental Economics (6) 2009-07-11 2011-01-16 2012-08-23 2013-07-28 2013-12-29 2014-11-01. Author is listed
  5. NEP-RMG: Risk Management (6) 2005-10-04 2009-07-11 2010-06-11 2013-07-28 2013-12-29 2014-11-01. Author is listed
  6. NEP-URE: Urban & Real Estate Economics (6) 2010-06-11 2010-09-03 2010-09-25 2013-01-26 2015-03-27 2015-04-19. Author is listed
  7. NEP-DEV: Development (5) 2007-10-06 2007-12-15 2009-07-11 2011-01-16 2012-08-23. Author is listed
  8. NEP-BAN: Banking (4) 2010-06-11 2013-01-26 2013-03-23 2014-03-22
  9. NEP-CWA: Central & Western Asia (3) 2007-10-06 2007-12-15 2009-07-11
  10. NEP-FMK: Financial Markets (3) 2005-10-04 2010-06-11 2010-09-25
  11. NEP-CFN: Corporate Finance (2) 2005-10-04 2014-03-22
  12. NEP-BEC: Business Economics (1) 2005-10-04
  13. NEP-MON: Monetary Economics (1) 2013-03-23
  14. NEP-MST: Market Microstructure (1) 2010-09-25
This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  3. Breadth of citations across fields

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