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Diana Hancock

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Personal Details

First Name:Diana
Middle Name:
Last Name:Hancock
Suffix:
RePEc Short-ID:pha1146
[This author has chosen not to make the email address public]
Washington, District of Columbia (United States)
http://www.federalreserve.gov/

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20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)
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  1. Hancock, Diana & Passmore, Wayne, 2014. "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 2014-12, Board of Governors of the Federal Reserve System (U.S.).
  2. Diana Hancock & Wayne Passmore, 2012. "The Federal Reserve's portfolio and its effects on mortgage markets," Finance and Economics Discussion Series 2012-22, Board of Governors of the Federal Reserve System (U.S.).
  3. Diana Hancock & Wayne Passmore, 2011. "Did the Federal Reserve's MBS purchase program lower mortgage rates?," Finance and Economics Discussion Series 2011-01, Board of Governors of the Federal Reserve System (U.S.).
  4. Lamont K. Black & Diana Hancock & Wayne Passmore, 2010. "The bank lending channel of monetary policy and its effect on mortgage lending," Finance and Economics Discussion Series 2010-39, Board of Governors of the Federal Reserve System (U.S.).
  5. Diana Hancock & Wayne Passmore, 2010. "An analysis of government guarantees and the functioning of asset-backed securities markets," Finance and Economics Discussion Series 2010-46, Board of Governors of the Federal Reserve System (U.S.).
  6. Diana Hancock & Wayne Passmore, 2010. "A proposal for "financial institutions' secured asset-backed insurance fund" or FINSAIF," Proceedings 1139, Federal Reserve Bank of Chicago.
  7. Diana Hancock & Wayne Passmore, 2010. "A framework that incorporation contingent capital into the capital structure of systemically-important firms," Proceedings 1141, Federal Reserve Bank of Chicago.
  8. W. Scott Frame & Diana Hancock & Wayne Passmore, 2007. "A summary of "Federal Home Loan Bank advances and commercial bank portfolio composition"," Proceedings 1057, Federal Reserve Bank of Chicago.
  9. Lamont K. Black & Diana Hancock & Wayne Passmore, 2007. "Bank core deposits and the mitigation of monetary policy," Finance and Economics Discussion Series 2007-65, Board of Governors of the Federal Reserve System (U.S.).
  10. W. Scott Frame & Diana Hancock & Wayne Passmore, 2007. "Federal Home Loan Bank advances and commercial bank portfolio composition," Finance and Economics Discussion Series 2007-31, Board of Governors of the Federal Reserve System (U.S.).
  11. Diana Hancock & Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2006. "The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets," Finance and Economics Discussion Series 2006-46, Board of Governors of the Federal Reserve System (U.S.).
  12. Wayne Passmore & Gillian Burgess & Diana Hancock & Andreas Lehnert & Shane M. Sherlund, 2006. "Federal Reserve research on government-sponsored enterprises," Proceedings 1018, Federal Reserve Bank of Chicago.
  13. Diana Hancock & Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2005. "An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization," Basel II White Paper 3, Board of Governors of the Federal Reserve System (U.S.).
  14. Diana Hancock & Wayne Passmore, 2005. "Basel II competitive implications," Proceedings 974, Federal Reserve Bank of Chicago.
  15. Diana Hancock & Urs W. Birchler, 2004. "What Does the Yield on Subordinated Bank Debt Measure?," Working Papers 2004-02, Swiss National Bank.
  16. Christopher Bianchi & Diana Hancock & Laura Kawano, 2004. "Does trading frequency affect subordinated debt spreads?," Finance and Economics Discussion Series 2005-08, Board of Governors of the Federal Reserve System (U.S.).
  17. Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2004. "Market discipline in banking reconsidered: the roles of funding manager decisions and deposit insurance reform," Finance and Economics Discussion Series 2004-53, Board of Governors of the Federal Reserve System (U.S.).
  18. Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2002. "Market discipline in banking reconsidered: the roles of deposit insurance reform, funding manager decisions and bond market liquidity," Finance and Economics Discussion Series 2002-46, Board of Governors of the Federal Reserve System (U.S.).
  19. Diana Hancock & Myron L. Kwast, 2001. "Using subordinated debt to monitor bank holding companies: is it feasible?," Finance and Economics Discussion Series 2001-22, Board of Governors of the Federal Reserve System (U.S.).
  20. Allen N. Berger & Seth D. Bonime & Daniel M. Covitz & Diana Hancock, 1999. "Why are bank profits so persistent: the roles of product market competition, informational opacity, and regional/macroeconomic shocks," Finance and Economics Discussion Series 1999-28, Board of Governors of the Federal Reserve System (U.S.).
  21. Allen N. Berger & Seth D. Bonime & Daniel M. Covitz & Diana Hancock, 1998. "The extraordinary persistence of profits in the U.S. banking industry: a breakdown of the competitive paradigm?," Proceedings 581, Federal Reserve Bank of Chicago.
  22. Diana Hancock and James A. Wilcox., 1998. "The "Credit Crunch" and the Availability of Credit to Small Business," Research Program in Finance Working Papers RPF-282, University of California at Berkeley.
  23. Diana Hancock, 1996. "Measuring the efficiency of financial institutions: the importance of choosing a frontier," Proceedings 502, Federal Reserve Bank of Chicago.
  24. Diana Hancock & James A. Wilcox, 1993. "Domestic and international capital standards and bank assets," Proceedings 405, Federal Reserve Bank of Chicago.
  25. Allen N. Berger & Diana Hancock & David B. Humphrey, 1992. "Bank efficiency derived from a profit function," Finance and Economics Discussion Series 211, Board of Governors of the Federal Reserve System (U.S.).
  26. Diana Hancock & James A. Wilcox, 1992. "The effect on bank assets of business conditions and capital shortfalls," Proceedings 373, Federal Reserve Bank of Chicago.
  27. Diana Hancock, 1989. "Bank profitability, deregulation, and the production of financial services," Research Working Paper 89-16, Federal Reserve Bank of Kansas City.
  1. Hancock, Diana & Passmore, Wayne, 2016. "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, Elsevier, vol. 84(C), pages 109-130.
  2. Diana Hancock & Wayne Passmore, 2015. "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, American Real Estate and Urban Economics Association, vol. 43(4), pages 855-890, November.
  3. W. Scott Frame & Diana Hancock & Wayne Passmore, 2012. "Federal Home Loan Bank Advances and Commercial Bank Portfolio Composition," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 661-684, 06.
  4. Hancock, Diana & Passmore, Wayne, 2011. "Did the Federal Reserve's MBS purchase program lower mortgage rates?," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 498-514.
  5. Hancock Diana & Passmore Wayne, 2009. "Three Initiatives Enhancing the Mortgage Market and Promoting Financial Stability," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 9(3), pages 1-25, March.
  6. Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2004. "A reconsideration of the risk sensitivity of U.S. banking organization subordinated debt spreads: a sample selection approach," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 73-92.
  7. James Bohn & Diana Hancock & Paul Bauer, 2001. "Estimates of scale and cost efficiency for Federal Reserve currency operations," Economic Review, Federal Reserve Bank of Cleveland, issue Q IV, pages 2-26.
  8. Diana Hancock & Myron Kwast, 2001. "Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 20(2), pages 147-187, October.
  9. Berger, Allen N. & Bonime, Seth D. & Covitz, Daniel M. & Hancock, Diana, 2000. "Why are bank profits so persistent? The roles of product market competition, informational opacity, and regional/macroeconomic shocks," Journal of Banking & Finance, Elsevier, vol. 24(7), pages 1203-1235, July.
  10. Hancock, Diana & Humphrey, David B. & Wilcox, James A., 1999. "Cost reductions in electronic payments: The roles of consolidation, economies of scale, and technical change," Journal of Banking & Finance, Elsevier, vol. 23(2-4), pages 391-421, February.
  11. Hancock, Diana & Wilcox, James A., 1998. "The "credit crunch" and the availability of credit to small business," Journal of Banking & Finance, Elsevier, vol. 22(6-8), pages 983-1014, August.
  12. Hancock, Diana & Humphrey, David B., 1997. "Payment transactions, instruments, and systems: A survey," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1573-1624, December.
  13. Diana Hancock & James A. Wilcox, 1996. "Intraday management of bank reserves: the effects of caps and fees on daylight overdrafts," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 870-913.
  14. Allen N. Berger & Diana Hancock & Jeffrey C. Marquardt, 1996. "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, Board of Governors of the Federal Reserve System (U.S.).
  15. Berger, Allen N & Hancock, Diana & Marquardt, Jeffrey C, 1996. "A Framework for Analyzing Efficiency, Risks, Costs, and Innovations in the Payments System," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(4), pages 696-732, November.
  16. Paul W. Bauer & Diana Hancock, 1995. "Scale economies and technological change in Federal Reserve ACH payment processing," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 14-29.
  17. Hancock, Diana & Laing, Andrew J. & Wilcox, James A., 1995. "Bank capital shocks: Dynamic effects on securities, loans, and capital," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 661-677, June.
  18. Hancock, Diana & Wilcox, James A., 1994. "Bank Capital, Loan Delinquencies, and Real Estate Lending," Journal of Housing Economics, Elsevier, vol. 3(2), pages 121-146, June.
  19. Diana Hancock & James A. Wilcox, 1994. "Bank Capital and the Credit Crunch: The Roles of Risk-Weighted and Unweighted Capital Regulations," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 22(1), pages 59-94.
  20. Bauer, Paul W. & Hancock, Diana, 1993. "The efficiency of the Federal Reserve in providing check processing services," Journal of Banking & Finance, Elsevier, vol. 17(2-3), pages 287-311, April.
  21. Hancock, Diana & Wilcox James A., 1993. "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, Elsevier, vol. 3(1), pages 31-50, December.
  22. Berger, Allen N. & Hancock, Diana & Humphrey, David B., 1993. "Bank efficiency derived from the profit function," Journal of Banking & Finance, Elsevier, vol. 17(2-3), pages 317-347, April.
  23. Allan D. Brunner & Diana Hancock & Mary M. McLaughlin, 1992. "Recent developments affecting the profitability and practices of commercial banks," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jul, pages 459-483.
  24. Hancock, Diana, 1986. "A model of the financial firm with imperfect asset and deposit elasticities," Journal of Banking & Finance, Elsevier, vol. 10(1), pages 37-54, March.
  25. Hancock, Diana, 1986. "Testing Price Taking in Loan and Deposit Markets by Financial Firms," The Financial Review, Eastern Finance Association, vol. 21(2), pages 239-257, May.
  26. Hancock, Diana, 1985. "Bank Profitability, Interest Rates, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(2), pages 189-202, May.
  27. Hancock, Diana, 1985. "The Financial Firm: Production with Monetary and Nonmonetary Goods," Journal of Political Economy, University of Chicago Press, vol. 93(5), pages 859-880, October.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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-URE: Urban & Real Estate Economics (7) 2007-01-02 2007-08-27 2010-07-24 2010-09-25 2011-02-05 2012-05-15 2014-06-22. Author is listed
  2. NEP-BAN: Banking (6) 2007-01-02 2007-08-08 2007-08-27 2008-02-16 2010-07-24 2011-02-05. Author is listed
  3. NEP-MON: Monetary Economics (5) 2008-02-16 2010-07-24 2011-02-05 2012-05-15 2014-06-22. Author is listed
  4. NEP-CBA: Central Banking (4) 2008-02-16 2010-07-24 2011-02-05 2012-05-15. Author is listed
  5. NEP-MAC: Macroeconomics (3) 2007-08-08 2008-02-16 2014-06-22
  6. NEP-RMG: Risk Management (2) 2002-12-09 2007-01-02
  7. NEP-ACC: Accounting & Auditing (1) 2001-06-08
  8. NEP-CSE: Economics of Strategic Management (1) 2007-01-02
  9. NEP-FMK: Financial Markets (1) 2002-12-09
  10. NEP-IFN: International Finance (1) 2002-12-09
  11. NEP-IND: Industrial Organization (1) 1999-08-04
  12. NEP-REG: Regulation (1) 2007-01-02
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