James Vickery

James Vickery

Assistant Vice President
Financial Intermediation Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-6691
Fax (212) 720-8363
james.vickery@ny.frb.org

   
Peas in a Pod? Comparing the U.S. and Danish Mortgage Finance Systems
With Jesper Berg and Morten Bækmand Nielsen
Federal Reserve Bank of New York Staff Reports 848, May 2018

Credit Risk Transfer and De Facto GSE Reform
With David Finkelstein and Andreas Strzodka
Federal Reserve Bank of New York Staff Reports 838, February 2018

The Role of Technology in Mortgage Lending
With Andreas Fuster, Matthew C. Plosser, and Philipp Schnabl
Federal Reserve Bank of New York Staff Reports 836, February 2018

Identifying Term Interbank Loans from Fedwire Payments Data
With Dennis Kuo,David Skeie, and Thomas Youle
Federal Reserve Bank of New York Staff Report, Number 603,March 2013
Read the full text in SSRN ››

A Sampling-Window Approach to Transactions-Based Libor Fixing
With Darrell Duffie and David Skeie
Federal Reserve Bank of New York Staff Report, Number 596, February 2013
Read the full text in SSRN ››

MBS Ratings and the Mortgage Credit Boom
With Adam Ashcraft and Paul Goldsmith-Pinkham
Federal Reserve Bank of New York Staff Reports, Number 449, May 2010
Read the full text in SSRN ››

Work in Progress

A comparison of Libor to other measures of bank borrowing costs
With Dennis Kuo and David Skeie
June 2012
37 pages / 166 kb


Older

Forecasting When It Matters: Evidence from Semi-Arid India
With Xavier Giné and Robert Townsend
available on request

Banking Relationships and the Credit Cycle: Evidence from the Asian Financial Crisis
August 2005
41 pages / 454 kb

James Vickery's CV PDF

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.