James Vickery

James Vickery

Research Officer
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

Academic and Policy Journals

Securitization and the Fixed-Rate Mortgage
With Andreas Fuster
Review of Financial Studies, Forthcoming, 2014
Read the full text in SSRN ››

Do Big Banks Have Lower Operating Costs?
With Anna Kovner and Lily Zhou
Federal Reserve Bank of New York Economic Policy Review, Forthcoming, 2014
Read the full text in SSRN ››
Liberty Street Economics Blog Post ››

TBA Trading and Liquidity in the Agency MBS Market
With Joshua Wright
Federal Reserve Bank of New York Economic Policy Review, 19(1), 1-18, 2013
Read the full text in SSRN ››

Barriers to Household Risk Management: Evidence From India
With Shawn Cole, Xavier Giné, Jeremy Tobacman, Petia Topalova and Robert Townsend
American Economic Journal: Applied Economics, 5(1), 104-135, 2013
Published version (subscription required)
Read the full text in SSRN ››

A Structural View of U.S. Bank Holding Companies
With Dafna Avraham and Patricia Selvaggi
Federal Reserve Bank of New York Economic Policy Review, Volume 18, Number 2,July 2012
Read the full text in SSRN ››
Liberty Street Economics Blog Post ››
Technical Appendix››

Credit Ratings and Security Prices in the Subprime MBS Market
With Adam Ashcraft, Paul Goldsmith-Pinkham and Peter Hull
American Economic Review (Papers and Proceedings), 101(3), 115-19, 2011
Published version (subscription required)
SSRN link (abstract only) ››

Why Is the Market Share of Adjustable-Rate Mortgages So Low?
With Emanuel Moench and Diego Aragon
Federal Reserve Bank of New York Current Issues in Economics and Finance, Volume 16, Number 8, December 2010
Read the full text in SSRN ››
Liberty Street Economics Blog Post ››

Patterns of Rainfall Insurance Participation in Rural India
With Xavier Giné and Robert Townsend
World Bank Economic Review, 22, 539-66, 2008
Published version (subscription required)
Read the full text in SSRN ››

How and Why Do Small Firms Manage Interest Rate Risk?
Journal of Financial Economics, 87, 446-470. 2008
Read the full text from ScienceDirect ›› (subscription required)
Read the full text in SSRN ››

Statistical Analysis of Rainfall Insurance Payouts in Southern India
With Xavier Giné and Robert Townsend
American Journal of Agricultural Economics, 89, 1248-54, 2007
Published version (subscription required)
Read the full text in SSRN ››

Labor Market Adjustment: Evidence on Interstate Labor Mobility
With Guy Debelle
Australian Economic Review, 32, 249-263, 1999
Read the full text in Wiley Online Library ›› (subscription required)

Is the Phillips Curve A Curve? Some Evidence and Implications for Australia
With Guy Debelle
Economic Record, 74, 384-98, 1998
Read the full text in Wiley Online Library ›› (subscription required)


Book Chapters


A Private Lender Cooperative Model for Residential Mortgage Finance in The American Mortgage System: Crisis and Reform
With Toni Dechario, Patricia Mosser, Joseph Tracy and Joshua Wright
S. Wachter and M. Smith (eds.), University of Pennsylvania Press, Forthcoming
Read the full text in SSRN ››

Microinsurance: A Case Study of the Indian Rainfall Index Insurance Market in Handbook of the Indian Economy
With Xavier Giné, Lev Menand and Robert Townsend
Chetan Ghate (ed.), Oxford University Press, Forthcoming
Read the full text in SSRN ››

Rainfall Insurance in Semi-Arid India: Contract Design, Household Participation and Future Prospects in Weather Risk Management
With Xavier Giné and Robert Townsend
K. Tang (ed.), RiskBooks, London, UK, 2010

The Macroeconomics of Australian Unemployment in Unemployment and the Australian Labour Market
With Guy Debelle
J. Borland and G. Debelle (eds.), Reserve Bank of Australia, 1998

James Vickery's CV PDFThe 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.