James Vickery

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Identifer

Contact

Affiliations

• Federal Reserve Bank of Philadelphia / Research Department
  • EDIRC entry
  • location:

Research profile

author of:

• Credit Ratings and Security Prices in the Subprime MBS Market
  American Economic Review, American Economic Association (2011)
  by Adam Ashcraft & Paul Goldsmith-Pinkham & Peter Hull & James Vickery
  (ReDIF-article, aea:aecrev:v:101:y:2011:i:3:p:115-19)
• Barriers to Household Risk Management: Evidence from India
  American Economic Journal: Applied Economics, American Economic Association (2013)
  by Shawn Cole & Xavier Gine & Jeremy Tobacman & Petia Topalova & Robert Townsend & James Vickery
  (ReDIF-article, aea:aejapp:v:5:y:2013:i:1:p:104-35)
• The Rescue of Fannie Mae and Freddie Mac
  Journal of Economic Perspectives, American Economic Association (2015)
  by W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery
  (ReDIF-article, aea:jecper:v:29:y:2015:i:2:p:25-52)
• Labour Market Adjustment: Evidence on Interstate LabourMobility
  Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research (1999)
  by Guy Debelle & James Vickery
  (ReDIF-article, bla:ausecr:v:32:y:1999:i:3:p:249-263)
• Is the Phillips Curve A Curve? Some Evidence and Implications for Australia
  The Economic Record, The Economic Society of Australia (1998)
  by Guy Debelle & James Vickery
  (ReDIF-article, bla:ecorec:v:74:y:1998:i:227:p:384-398)
• How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic
  Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2021)
  by Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James I. Vickery & Paul Willen
  (ReDIF-paper, chf:rpseri:rp2141)
• Mortgage-Backed Securities
  Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022)
  by Andreas Fuster & David O. Lucca & James I. Vickery
  (ReDIF-paper, chf:rpseri:rp2213)
• The Role of Technology in Mortgage Lending
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
  by Schnabl, Philipp & Vickery, James & Plosser, Matthew
  (ReDIF-paper, cpr:ceprdp:12961)
• Does CFPB Oversight Crimp Credit?
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
  by Plosser, Matthew & Vickery, James
  (ReDIF-paper, cpr:ceprdp:15681)
• How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
  by Hizmo, Aurel & Lambie-Hanson, Lauren & Vickery, James & Willen, Paul
  (ReDIF-paper, cpr:ceprdp:16110)
• Mortgage-Backed Securities
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
  by Fuster, Andreas & Lucca, David & Vickery, James
  (ReDIF-paper, cpr:ceprdp:16989)
• Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model
  Journal of Banking & Finance, Elsevier (2016)
  by Hirtle, Beverly & Kovner, Anna & Vickery, James & Bhanot, Meru
  (ReDIF-article, eee:jbfina:v:69:y:2016:i:s1:p:s35-s55)
• How and why do small firms manage interest rate risk
  Journal of Financial Economics, Elsevier (2008)
  by Vickery, James
  (ReDIF-article, eee:jfinec:v:87:y:2008:i:2:p:446-470)
• Mortgage-backed securities
  Chapters, Edward Elgar Publishing (2023)
  by Andreas Fuster & David Lucca & James Vickery
  (ReDIF-chapter, elg:eechap:20173_15)
• Barriers to Household Risk Management: Evidence from India
  Working Papers, eSocialSciences (2011)
  by Petia Topalova & Shawn Cole & Xavier Gene & Jeremy Tobacman & Robert Townsend & James Vickery
  (ReDIF-paper, ess:wpaper:id:4293)
• The rescue of Fannie Mae and Freddie Mac
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2015)
  by W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery
  (ReDIF-paper, fip:fedawp:2015-02)
• How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic
  Working Papers, Federal Reserve Bank of Boston (2021)
  by Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James Vickery & Paul S. Willen
  (ReDIF-paper, fip:fedbwp:91746)
• How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2021)
  by Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James Vickery & Paul S. Willen
  (ReDIF-paper, fip:fedgfe:2021-48)
• Intermediation Frictions in Debt Relief: Evidence from CARES Act Forbearance
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2022)
  by You Suk Kim & Donghoon Lee & Tess C. Scharlemann & James Vickery
  (ReDIF-paper, fip:fedgfe:2022-17)
• Interest rates and consumer choice in the residential mortgage market: a summary
  Proceedings, Federal Reserve Bank of Chicago (2007)
  by James Vickery
  (ReDIF-paper, fip:fedhpr:1041)
• Summary \"how do financial frictions shape the product market? evidence from mortgage originations\"
  Proceedings, Federal Reserve Bank of Chicago (2008)
  by James Vickery
  (ReDIF-paper, fip:fedhpr:1076)
• Why is the market share of adjustable-rate mortgages so low?
  Current Issues in Economics and Finance, Federal Reserve Bank of New York (2010)
  by Diego Aragon & Emanuel Moench & James Vickery
  (ReDIF-article, fip:fednci:y:2010:i:dec:n:v.16no.8)
• Do big banks have lower operating costs?
  Economic Policy Review, Federal Reserve Bank of New York (2014)
  by Anna Kovner & James Vickery & Lily Zhou
  (ReDIF-article, fip:fednep:00008)
• A Structural view of U.S. bank holding companies
  Economic Policy Review, Federal Reserve Bank of New York (2012)
  by Dafna Avraham & Patricia Selvaggi & James Vickery
  (ReDIF-article, fip:fednep:00022)
• Peas in a pod? Comparing the U.S. and Danish mortgage finance systems
  Economic Policy Review, Federal Reserve Bank of New York (2018)
  by Jesper Berg & Morten Bækmand Nielsen & James Vickery
  (ReDIF-article, fip:fednep:00055)
• Credit risk transfer and de facto GSE reform
  Economic Policy Review, Federal Reserve Bank of New York (2018)
  by David Finkelstein & Andreas Strzodka & James Vickery
  (ReDIF-article, fip:fednep:00056)
• TBA trading and liquidity in the agency MBS market
  Economic Policy Review, Federal Reserve Bank of New York (2013)
  by James Vickery & Joshua Wright
  (ReDIF-article, fip:fednep:y:2013:i:may:p:1-18:n:v.19no.1)
• Why are Adjustable Rate Mortgages So Rare These Days?
  Liberty Street Economics, Federal Reserve Bank of New York (2011)
  by James Vickery
  (ReDIF-paper, fip:fednls:86747)
• The Dodd-Frank Act’s Potential Effects on the Credit Rating Industry
  Liberty Street Economics, Federal Reserve Bank of New York (2012)
  by James Vickery
  (ReDIF-paper, fip:fednls:86789)
• What’s Driving Up Money Growth?
  Liberty Street Economics, Federal Reserve Bank of New York (2012)
  by James J. McAndrews & Donald P. Morgan & James Vickery
  (ReDIF-paper, fip:fednls:86807)
• Peeling the Onion: A Structural View of U.S. Bank Holding Companies
  Liberty Street Economics, Federal Reserve Bank of New York (2012)
  by Dafna Avraham & Patricia Selvaggi & James Vickery
  (ReDIF-paper, fip:fednls:86819)
• Tracking the U.S. Banking Industry
  Liberty Street Economics, Federal Reserve Bank of New York (2012)
  by Dafna Avraham & Tara Sullivan & James Vickery
  (ReDIF-paper, fip:fednls:86832)
• A Look at Bank Loan Performance
  Liberty Street Economics, Federal Reserve Bank of New York (2013)
  by Tara Sullivan & James Vickery
  (ReDIF-paper, fip:fednls:86900)
• Do Big Banks Have Lower Operating Costs?
  Liberty Street Economics, Federal Reserve Bank of New York (2014)
  by Anna Kovner & James Vickery & Lily Zhou
  (ReDIF-paper, fip:fednls:86943)
• The CLASS Model: A Top-Down Assessment of the U.S. Banking System
  Liberty Street Economics, Federal Reserve Bank of New York (2014)
  by Meru Bhanot & Beverly Hirtle & Anna Kovner & James Vickery
  (ReDIF-paper, fip:fednls:86951)
• Bank Capital and Risk: Cautionary or Precautionary?
  Liberty Street Economics, Federal Reserve Bank of New York (2015)
  by Beverly Hirtle & Anna Kovner & James Vickery
  (ReDIF-paper, fip:fednls:87007)
• Available for Sale? Understanding Bank Securities Portfolios
  Liberty Street Economics, Federal Reserve Bank of New York (2015)
  by Angela Deng & Tara Sullivan & James Vickery
  (ReDIF-paper, fip:fednls:87010)
• Rethinking Mortgage Design
  Liberty Street Economics, Federal Reserve Bank of New York (2015)
  by John Campbell & Andreas Fuster & David O. Lucca & Stijn Van Nieuwerburgh & James Vickery
  (ReDIF-paper, fip:fednls:87058)
• Evaluating the Rescue of Fannie Mae and Freddie Mac
  Liberty Street Economics, Federal Reserve Bank of New York (2015)
  by W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery
  (ReDIF-paper, fip:fednls:87072)
• Are Banks Being Roiled by Oil?
  Liberty Street Economics, Federal Reserve Bank of New York (2016)
  by Lauren Thomas & Ulysses Velasquez & James Vickery
  (ReDIF-paper, fip:fednls:87160)
• Landing a Jumbo Is Getting Easier
  Liberty Street Economics, Federal Reserve Bank of New York (2018)
  by Andreas Fuster & Akhtar Shah & James Vickery
  (ReDIF-paper, fip:fednls:87242)
• How Is Technology Changing the Mortgage Market?
  Liberty Street Economics, Federal Reserve Bank of New York (2018)
  by Andreas Fuster & Matthew Plosser & James Vickery
  (ReDIF-paper, fip:fednls:87261)
• Analyzing the Effects of CFPB Oversight
  Liberty Street Economics, Federal Reserve Bank of New York (2018)
  by Andreas Fuster & Matthew Plosser & James Vickery
  (ReDIF-paper, fip:fednls:87283)
• What Happens When Regulatory Capital Is Marked to Market?
  Liberty Street Economics, Federal Reserve Bank of New York (2018)
  by Andreas Fuster & James Vickery
  (ReDIF-paper, fip:fednls:87285)
• Ten Years after the Crisis, Is the Banking System Safer?
  Liberty Street Economics, Federal Reserve Bank of New York (2018)
  by Dong Beom Choi & Fernando M. Duarte & Thomas M. Eisenbach & James Vickery
  (ReDIF-paper, fip:fednls:87293)
• How and why do small firms manage interest rate risk? Evidence from commercial loans
  Staff Reports, Federal Reserve Bank of New York (2005)
  by James Vickery
  (ReDIF-paper, fip:fednsr:215)
• Patterns of rainfall insurance participation in rural India
  Staff Reports, Federal Reserve Bank of New York (2007)
  by Xavier Gine & Robert M. Townsend & James Vickery
  (ReDIF-paper, fip:fednsr:302)
• Barriers to household risk management: evidence from India
  Staff Reports, Federal Reserve Bank of New York (2009)
  by Shawn Cole & Xavier Gine & Jeremy Tobacman & Petia Topalova & Robert M. Townsend & James Vickery
  (ReDIF-paper, fip:fednsr:373)
• MBS ratings and the mortgage credit boom
  Staff Reports, Federal Reserve Bank of New York (2010)
  by Adam B. Ashcraft & Paul Goldsmith-Pinkham & James Vickery
  (ReDIF-paper, fip:fednsr:449)
• A private lender cooperative model for residential mortgage finance
  Staff Reports, Federal Reserve Bank of New York (2010)
  by Toni Dechario & Patricia C. Mosser & Joseph Tracy & James Vickery & Joshua Wright
  (ReDIF-paper, fip:fednsr:466)
• TBA trading and liquidity in the agency MBS market
  Staff Reports, Federal Reserve Bank of New York (2010)
  by James Vickery & Joshua Wright
  (ReDIF-paper, fip:fednsr:468)
• Securitization and the fixed-rate mortgage
  Staff Reports, Federal Reserve Bank of New York (2013)
  by Andreas Fuster & James Vickery
  (ReDIF-paper, fip:fednsr:594)
• A sampling-window approach to transactions-based Libor fixing
  Staff Reports, Federal Reserve Bank of New York (2013)
  by Darrell Duffie & David R. Skeie & James Vickery
  (ReDIF-paper, fip:fednsr:596)
• Identifying term interbank loans from Fedwire payments data
  Staff Reports, Federal Reserve Bank of New York (2013)
  by Dennis Kuo & David R. Skeie & James Vickery & Thomas Youle
  (ReDIF-paper, fip:fednsr:603)
• Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model
  Staff Reports, Federal Reserve Bank of New York (2014)
  by Meru Bhanot & Beverly Hirtle & Anna Kovner & James Vickery
  (ReDIF-paper, fip:fednsr:663)
• How does risk management influence production decisions? evidence from a field experiment
  Staff Reports, Federal Reserve Bank of New York (2014)
  by Shawn Cole & Xavier Gine & James Vickery
  (ReDIF-paper, fip:fednsr:692)
• The rescue of Fannie Mae and Freddie Mac
  Staff Reports, Federal Reserve Bank of New York (2015)
  by W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery
  (ReDIF-paper, fip:fednsr:719)
• The role of technology in mortgage lending
  Staff Reports, Federal Reserve Bank of New York (2018)
  by Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery
  (ReDIF-paper, fip:fednsr:836)
• Credit risk transfer and de facto GSE reform
  Staff Reports, Federal Reserve Bank of New York (2018)
  by David Finkelstein & Andreas Strzodka & James Vickery
  (ReDIF-paper, fip:fednsr:838)
• Peas in a pod? Comparing the U.S. and Danish mortgage finance systems
  Staff Reports, Federal Reserve Bank of New York (2018)
  by Jesper Berg & Morten Bækmand Nielsen & James Vickery
  (ReDIF-paper, fip:fednsr:848)
• Regulation and risk shuffling in bank securities portfolios
  Staff Reports, Federal Reserve Bank of New York (2018)
  by Andreas Fuster & James Vickery
  (ReDIF-paper, fip:fednsr:851)
• Does CFPB Oversight Crimp Credit?
  Staff Reports, Federal Reserve Bank of New York (2018)
  by Andreas Fuster & Matthew Plosser & James Vickery
  (ReDIF-paper, fip:fednsr:857)
• Defragmenting Markets: Evidence from Agency MBS
  Staff Reports, Federal Reserve Bank of New York (2021)
  by Haoyang Liu & Zhaogang Song & James Vickery
  (ReDIF-paper, fip:fednsr:91312)
• Mortgage-Backed Securities
  Staff Reports, Federal Reserve Bank of New York (2022)
  by Andreas Fuster & David O. Lucca & James Vickery
  (ReDIF-paper, fip:fednsr:93695)
• Intermediation Frictions in Debt Relief: Evidence from CARES Act Forbearance
  Staff Reports, Federal Reserve Bank of New York (2022)
  by You Suk Kim & Donghoon Lee & Tess C. Scharlemann & James Vickery
  (ReDIF-paper, fip:fednsr:94910)
• The Pandemic Mortgage Boom
  Economic Insights, Federal Reserve Bank of Philadelphia (2022)
  by Natalie Newton & James Vickery
  (ReDIF-article, fip:fedpei:95125)
• Does CFPB Oversight Crimp Credit?
  Working Papers, Federal Reserve Bank of Philadelphia (2020)
  by Andreas Fuster & Matthew Plosser & James Vickery
  (ReDIF-paper, fip:fedpwp:90049)
• How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic
  Working Papers, Federal Reserve Bank of Philadelphia (2021)
  by Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James Vickery & Paul S. Willen
  (ReDIF-paper, fip:fedpwp:92115)
• Defragmenting Markets: Evidence from Agency MBS
  Working Papers, Federal Reserve Bank of Philadelphia (2021)
  by Haoyang Liu & Zhaogang Song & James Vickery
  (ReDIF-paper, fip:fedpwp:92849)
• Mortgage-Backed Securities
  Working Papers, Federal Reserve Bank of Philadelphia (2025)
  by Andreas Fuster & David O. Lucca & James Vickery
  (ReDIF-paper, fip:fedpwp:99708)
• Barriers to Household Risk Management: Evidence from India
  IMF Working Papers, International Monetary Fund (2012)
  by Robert M. Townsend & Ms. Shawn Cole & Mr. Jeremy Tobacman & Mr. Xavier Gine & Mr. James Ian Vickery & Petia Topalova
  (ReDIF-paper, imf:imfwpa:2012/195)
• The Role of Technology in Mortgage Lending
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery
  (ReDIF-paper, nbr:nberwo:24500)
• How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James Vickery & Paul S. Willen
  (ReDIF-paper, nbr:nberwo:28843)
• Statistical Analysis of Rainfall Insurance Payouts in Southern India
  American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2007)
  by Xavier Giné & Robert Townsend & James Vickery
  (ReDIF-article, oup:ajagec:v:89:y:2007:i:5:p:1248-1254)
• Securitization and the Fixed-Rate Mortgage
  The Review of Financial Studies, Society for Financial Studies (2015)
  by Andreas Fuster & James Vickery
  (ReDIF-article, oup:rfinst:v:28:y:2015:i:1:p:176-211.)
• How Does Risk Management Influence Production Decisions? Evidence from a Field Experiment
  The Review of Financial Studies, Society for Financial Studies (2017)
  by Shawn Cole & Xavier Giné & James Vickery
  (ReDIF-article, oup:rfinst:v:30:y:2017:i:6:p:1935-1970.)
• The Role of Technology in Mortgage Lending
  The Review of Financial Studies, Society for Financial Studies (2019)
  by Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery
  (ReDIF-article, oup:rfinst:v:32:y:2019:i:5:p:1854-1899.)
• Patterns of Rainfall Insurance Participation in Rural India
  The World Bank Economic Review, World Bank (2008)
  by Xavier Giné & Robert Townsend & James Vickery
  (ReDIF-article, oup:wbecrv:v:22:y:2008:i:3:p:539-566)
• The Macroeconomics of Australian Unemployment
  RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia (1998)
  by Guy Debelle & James Vickery
  (ReDIF-chapter, rba:rbaacv:acv1998-15)
• Unemployment and Skills in Australia
  RBA Research Discussion Papers, Reserve Bank of Australia (1999)
  by James Vickery
  (ReDIF-paper, rba:rbardp:rdp1999-12)
• The Efficient Market Hypothesis: A Survey
  RBA Research Discussion Papers, Reserve Bank of Australia (2000)
  by Meredith Beechey & David Gruen & James Vickery
  (ReDIF-paper, rba:rbardp:rdp2000-01)
• Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
  RBA Research Discussion Papers, Reserve Bank of Australia (1997)
  by Guy Debelle & James Vickery
  (ReDIF-paper, rba:rbardp:rdp9706)
• Labour Market Adjustment: Evidence on Interstate Labour Mobility
  RBA Research Discussion Papers, Reserve Bank of Australia (1998)
  by Guy Debelle & James Vickery
  (ReDIF-paper, rba:rbardp:rdp9801)
• How Does Risk Management Influence Production Decisions? Evidence From a Field Experiment
  2013 Meeting Papers, Society for Economic Dynamics (2013)
  by Xavier Gine & James Vickery & Shawn Cole
  (ReDIF-paper, red:sed013:676)
• Do big banks have lower operating costs?
  Journal of Financial Perspectives, EY Global FS Institute (2015)
  by Kovner, Anna & Vickery, James & Zhou, Lily
  (ReDIF-article, ris:jofipe:0064)
• MBS Ratings and the Mortgage Credit Boom
  Discussion Paper, Tilburg University, Center for Economic Research (2010)
  by Ashcraft, A. & Goldsmith-Pinkham, P. & Vickery, J.
  (ReDIF-paper, tiu:tiucen:5da00f7a-44c3-4829-903c-d17b50802480)
• MBS Ratings and the Mortgage Credit Boom
  Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
  by Ashcraft, A. & Goldsmith-Pinkham, P. & Vickery, J.
  (ReDIF-paper, tiu:tiutis:5da00f7a-44c3-4829-903c-d17b50802480)
• MBS Ratings and the Mortgage Credit Boom
  Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
  by Ashcraft, A. & Goldsmith-Pinkham, P. & Vickery, J.
  (ReDIF-paper, tiu:tiutis:aea4b6fb-eb57-49d4-a347-f90dc22dfbc2)
• Patternsof rainfall insurance participation in rural India
  Policy Research Working Paper Series, The World Bank (2007)
  by Gine, Xavier & Townsend, Robert & Vickery, James
  (ReDIF-paper, wbk:wbrwps:4408)
• Statistical analysis of rainfall insurance payouts in southern India
  Policy Research Working Paper Series, The World Bank (2007)
  by Gine, Xavier & Townsend, Robert & Vickery, James
  (ReDIF-paper, wbk:wbrwps:4426)
• Microinsurance : a case study of the Indian rainfall index insurance market
  Policy Research Working Paper Series, The World Bank (2010)
  by Gine, Xavier & Menand, Lev & Townsend, Robert & Vickery, James
  (ReDIF-paper, wbk:wbrwps:5459)
• Barriers to household risk management : evidence from India
  Policy Research Working Paper Series, The World Bank (2010)
  by Cole, Shawn & Gine, Xavier & Tobacman, Jeremy & Topalova, Petia & Townsend, Robert & Vickery, James
  (ReDIF-paper, wbk:wbrwps:5504)
• How does risk management influence production decisions? evidence from a field experiment
  Policy Research Working Paper Series, The World Bank (2013)
  by Cole,Shawn A. & Gine,Xavier & Vickery,James
  (ReDIF-paper, wbk:wbrwps:6546)