Wayne Passmore : Citation Profile


Are you Wayne Passmore?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

11

H index

12

i10 index

475

Citations

RESEARCH PRODUCTION:

25

Articles

53

Papers

1

Chapters

RESEARCH ACTIVITY:

   34 years (1986 - 2020). See details.
   Cites by year: 13
   Journals where Wayne Passmore has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 25 (5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa1157
   Updated: 2020-10-24    RAS profile: 2017-02-27    
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Relations with other researchers


Works with:

Hancock, Diana (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Wayne Passmore.

Is cited by:

Frame, W (37)

Wall, Larry (14)

White, Lawrence (12)

Quigley, John (12)

Willen, Paul (11)

Fuster, Andreas (11)

Eisenbeis, Robert (11)

Bostic, Raphael (10)

Gabriel, Stuart (9)

Ravn, Morten (8)

Mertens, Karel (8)

Cites to:

Hancock, Diana (13)

Frame, W (11)

Shiller, Robert (10)

Ambrose, Brent (9)

Campbell, John (8)

Lagunoff, Roger (7)

Schreft, Stacey (7)

Schmeidler, David (7)

White, Lawrence (7)

Sharpe, Steven (6)

Willen, Paul (6)

Main data


Where Wayne Passmore has published?


Journals with more than one article published# docs
Federal Reserve Bulletin8
The Journal of Real Estate Finance and Economics5
Economic Policy Review2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)34
Proceedings / Federal Reserve Bank of Chicago15
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Wayne Passmore (2020 and 2019)


YearTitle of citing document
2019A two-player price impact game. (2019). Voss, Moritz. In: Papers. RePEc:arx:papers:1911.05122.

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2019Measuring the cost of U.S. housing policy. (2019). Richard, Condor. In: Working Papers. RePEc:bdm:wpaper:2019-08.

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2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

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2019Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs. (2019). Kaminska, Iryna ; Damico, Stefania. In: Bank of England working papers. RePEc:boe:boeewp:0825.

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2019Fixed-rate mortgages: building resilience or generating risk?. (2019). Myers, Samantha ; Kelly, Jane. In: Financial Stability Notes. RePEc:cbi:fsnote:5/fs/19.

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2020How ECB purchases of corporate bonds helped reduce firms’ borrowing costs. (2020). Zaghini, Andrea. In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0066:.

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2019The CSPP at work - yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20192264.

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2019A tale of two decades: the ECB’s monetary policy at 20. (2019). Rostagno, Massimo ; Altavilla, Carlo ; Yiangou, Jonathan ; Guilhem, Arthur Saint ; Motto, Roberto ; Lemke, Wolfgang ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20192346.

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2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

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2019The role of leverage in quantitative easing decisions: Evidence from the UK. (2019). Philippas, Dionisis ; Tomuleasa, Iuliana ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:308-324.

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2019Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study. (2019). Wang, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:235-251.

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2020Employment effects of unconventional monetary policy: Evidence from QE. (2020). Zimmermann, Tom ; Luck, Stephan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:678-703.

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2020The importance of being special: Repo markets during the crisis. (2020). Maddaloni, Angela ; Corradin, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:392-429.

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2019Risky lending, bank leverage and unconventional monetary policy. (2019). Ferrante, Francesco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:101:y:2019:i:c:p:100-127.

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2019The efficiency effects of life settlement on the life insurance market. (2019). Hong, Jimin ; Seog, Hun S. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:395-412.

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2020Alternative mortgage contracts and affordability- overview by Mark J. Garmaise. (2020). Garmaise, Mark J. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:80:y:2020:i:c:s0166046217303150.

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2020Financing affordable and sustainable homeownership with Fixed-COFI mortgages. (2020). Passmore, Stuart Wayne ; von Hafften, Alexander H. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:80:y:2020:i:c:s0166046217304519.

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2020The Wealth Building Home Loan. (2020). Oliner, Stephen D ; Pinto, Edward J ; Peter, Tobias J. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:80:y:2020:i:c:s0166046217304738.

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2019Disentangling the impact of securitization on bank profitability. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Abouarab, Rabab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:519-537.

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2020Unconventional monetary policy and stock repurchases: Firm-level evidence from a comparison between the United States and Japan. (2020). Wang, Ling. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531917309509.

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2019Bond Flows and Liquidity: Do Foreigners Matter?. (2019). Christensen, Jens ; Shultz, Patrick ; Fischer, Eric. In: Working Paper Series. RePEc:fip:fedfwp:2019-08.

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2019The Marginal Effect of Government Mortgage Guarantees on Homeownership. (2019). Kim, You Suk ; Grundl, Serafin J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-27.

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2020Issues in the Use of the Balance Sheet Tool. (2020). Fuentes-Albero, Cristina ; Carlson, Mark ; Wood, Paul R ; Schlusche, Bernd ; D'Amico, Stefania. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-71.

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2020An Analysis of the Literature on International Unconventional Monetary Policy. (2018). Neely, Christopher ; Bhattarai, Saroj. In: Working Papers. RePEc:fip:fedlwp:2016-021.

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2020Unconventional monetary Policy and Long Yields During QE1: Learning from the Shorts. (2017). Neely, Christopher ; McInish, Thomas ; Planchon, Jade. In: Working Papers. RePEc:fip:fedlwp:2017-031.

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2020The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries. (2020). Huong, Hoang Cam ; Ngoc, Thi Bich. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:165-:d:390855.

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2019Using Bankruptcy to Reduce Foreclosures: Does Strip-Down of Mortgages Affect the Mortgage Market?. (2019). White, Michelle J ; Tewari, Ishani ; Li, Wenli. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:55:y:2019:i:1:d:10.1007_s10693-017-0278-1.

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2019How Big are the Ambiguity-Based Premiums on Mortgage Insurances?. (2019). Chen, Chang-Chih ; Chang, Chia-Chien. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:1:d:10.1007_s11146-016-9569-9.

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2020Mortgage Pricing Implications of Prepayment: Separating Pecuniary and Non-pecuniary Prepayment. (2020). Fang, LU. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:3:d:10.1007_s11146-019-09735-7.

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2019How Much Are Car Purchases Driven by Home Equity Withdrawal?. (2019). Pence, Karen ; Vine, Daniel J ; McCully, Brett A. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:5:p:1403-1426.

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2020GOOD MONEY AFTER BAD? THE COMPARATIVE EFFICIENCY OF MINORITY DEPOSITORY INSTITUTIONS. (2020). Betru, Aron ; Juelfs, Megan E ; Kim, Young ; Fairchild, Gregory B. In: Journal of Developmental Entrepreneurship (JDE). RePEc:wsi:jdexxx:v:25:y:2020:i:01:n:s1084946720500028.

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2019Highly Liquid Mortgage Bonds Using the Match Funding Principle. (2019). Gyntelberg, Jacob ; Dick-Nielsen, Jens. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:10:y:2019:i:01:n:s2010139220500019.

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2019PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES. (2019). Papadamou, Stephanos ; Kollias, Christos. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:64:y:2019:i:02:n:s0217590817470038.

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2019Mortgage supply and the US housing boom: The role of the Community Reinvestment Act. (2016). Saadi, Vahid . In: SAFE Working Paper Series. RePEc:zbw:safewp:155.

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Works by Wayne Passmore:


YearTitleTypeCited
2001Pragmatic monitoring of financial stability In: BIS Papers chapters.
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chapter0
2015How Does the Federal Reserves Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates? In: Real Estate Economics.
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article10
2009Three Initiatives Enhancing the Mortgage Market and Promoting Financial Stability In: The B.E. Journal of Economic Analysis & Policy.
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article4
2016Cost of funds indexed mortgage contracts with government-backed catastrophic insurance (COFI-Cats): A realistic alternative to the 30-year fixed-rate mortgage? In: Journal of Economics and Business.
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article1
2006Comment on: An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac In: Journal of Monetary Economics.
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article4
2011Did the Federal Reserves MBS purchase program lower mortgage rates? In: Journal of Monetary Economics.
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article99
2011Did the Federal Reserves MBS purchase program lower mortgage rates?.(2011) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 99
paper
2007Federal Home Loan Bank advances and commercial bank portfolio composition In: FRB Atlanta Working Paper.
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paper11
2007Federal Home Loan Bank advances and commercial bank portfolio composition.(2007) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 11
paper
2012Federal Home Loan Bank Advances and Commercial Bank Portfolio Composition.(2012) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 11
article
1998Is mortgage lending by savings associations special? In: Economic Review.
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article0
1998Is mortgage lending by savings associations special?.(1998) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 0
paper
1998The subsidy provided by the federal safety net: theory and measurement In: Proceedings.
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article4
1991Can retail depositories fund mortgages profitably? In: Finance and Economics Discussion Series.
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paper3
1992Market power and the pricing of mortgage securitization In: Finance and Economics Discussion Series.
[Citation analysis]
paper4
2019The Community Reinvestment Act and the Profitability of Mortgage-Oriented Banks In: Finance and Economics Discussion Series.
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paper4
1997The Community Reinvestment Act and the profitability of mortgage-oriented banks.(1997) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 4
paper
1997The effect of automated underwriting on the profitability of mortgage securitization In: Finance and Economics Discussion Series.
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paper0
2019The Subsidy Provided by the Federal Safety Net: Theory, Measurement, and Containment In: Finance and Economics Discussion Series.
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paper7
1998The subsidy provided by the federal safety net: theory, measurement, and containment.(1998) In: Proceedings.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
1999Pricing systemic crises: monetary and fiscal policy when savers are uncertain In: Finance and Economics Discussion Series.
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paper2
1999The banking industry and the safety net subsidy In: Finance and Economics Discussion Series.
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paper0
2000Credit scoring and mortgage securitization: do they lower mortgage rates? In: Finance and Economics Discussion Series.
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paper2
2001GSEs, mortgage rates, and the long-run effects of mortgage securitization In: Finance and Economics Discussion Series.
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paper25
2002GSEs, Mortgage Rates, and the Long-Run Effects of Mortgage Securitization..(2002) In: The Journal of Real Estate Finance and Economics.
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This paper has another version. Agregated cites: 25
article
2002Does the Community Reinvestment Act (CRA) cause banks to provide a subsidy to some mortgage borrowers? In: Finance and Economics Discussion Series.
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paper6
2003The GSE implicit subsidy and value of government ambiguity In: Finance and Economics Discussion Series.
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paper45
2005The GSE implicit subsidy and the value of government ambiguity.(2005) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 45
paper
2005The effect of housing government-sponsored enterprises on mortgage rates In: Finance and Economics Discussion Series.
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paper33
2005GSEs, mortgage rates, and secondary market activities In: Finance and Economics Discussion Series.
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paper26
2006GSEs, mortgage rates, and secondary market activities.(2006) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 26
paper
2008GSEs, Mortgage Rates, and Secondary Market Activities.(2008) In: The Journal of Real Estate Finance and Economics.
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This paper has another version. Agregated cites: 26
article
2006The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets In: Finance and Economics Discussion Series.
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paper4
2007Bank core deposits and the mitigation of monetary policy In: Finance and Economics Discussion Series.
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paper13
2010The bank lending channel of monetary policy and its effect on mortgage lending In: Finance and Economics Discussion Series.
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paper3
2010An analysis of government guarantees and the functioning of asset-backed securities markets In: Finance and Economics Discussion Series.
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paper9
2012The Federal Reserves portfolio and its effects on mortgage markets In: Finance and Economics Discussion Series.
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paper2
2014How the Federal Reserves Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates In: Finance and Economics Discussion Series.
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paper0
2016FHA, Fannie Mae, Freddie Mac, and the Great Recession In: Finance and Economics Discussion Series.
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paper0
2017Are Basels Capital Surcharges for Global Systemically Important Banks Too Small? In: Finance and Economics Discussion Series.
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paper0
2017Are Basels Capital Surcharges for Global Systemically Important Banks Too Small?.(2017) In: FEDS Notes.
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This paper has another version. Agregated cites: 0
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2017Improving the 30-Year Fixed-Rate Mortgage In: Finance and Economics Discussion Series.
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paper1
2018Financing Affordable and Sustainable Homeownership with Fixed-COFI Mortgages In: Finance and Economics Discussion Series.
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paper3
2020Investor Demands for Safety, Bank Capital, and Liquidity Measurement In: Finance and Economics Discussion Series.
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paper0
1992The influence of risk-adjusted capital regulations on asset allocation by savings and loans In: Finance and Economics Discussion Series.
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paper0
1993An efficiency model of deposit pricing and rate rigidity In: Finance and Economics Discussion Series.
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paper1
1994Optimal bank portfolios and the credit crunch In: Finance and Economics Discussion Series.
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paper7
1995Putting the squeeze on a market for lemons: government-sponsored mortgage securitization In: Finance and Economics Discussion Series.
[Citation analysis]
paper3
1996Putting the Squeeze on a Market for Lemons: Government-Sponsored Mortgage Securitization..(1996) In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
This paper has another version. Agregated cites: 3
article
2016Government-Backed Mortgage Insurance Promoted a Speedier Recovery from the Great Recession In: FEDS Notes.
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paper0
1994Residential lending to low-income and minority families: evidence from the 1992 HMDA data In: Federal Reserve Bulletin.
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article12
1994Correction of a table appearing in the February 1994 issue in Residential lending to low-income and minority families: evidence from the 1992 HMDA data. In: Federal Reserve Bulletin.
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article0
1994Private mortgage insurance In: Federal Reserve Bulletin.
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article7
1995Home purchase lending in low-income neighborhoods and to low-income borrowers In: Federal Reserve Bulletin.
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article7
1995Credit risk and the provision of mortgages to lower-income and minority homebuyers In: Federal Reserve Bulletin.
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article2
1996Distribution of credit risk among providers of mortgages to lower- income and minority homebuyers In: Federal Reserve Bulletin.
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article4
1999The role of specialized lenders in extending mortgages to lower-income and minority homebuyers In: Federal Reserve Bulletin.
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article11
2002Mortgage refinancing in 2001 and early 2002 In: Federal Reserve Bulletin.
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article56
2005An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization In: Basel II White Paper.
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paper3
2006Federal Reserve research on government-sponsored enterprises In: Proceedings.
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paper0
2007A summary of \\Federal Home Loan Bank advances and commercial bank portfolio composition\\ In: Proceedings.
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paper0
2010A proposal for \\financial institutions secured asset-backed insurance fund\\ or FINSAIF In: Proceedings.
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paper0
2010A framework that incorporation contingent capital into the capital structure of systemically-important firms In: Proceedings.
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paper0
1986Strategic niche and the profitability of banking In: Proceedings.
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paper3
1988Loan loss reserves and stock market valuations of financial institutions In: Proceedings.
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paper0
1991Can banks profitably fund mortgages? In: Proceedings.
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paper0
1995Implementing CRA: what is the target? In: Proceedings.
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paper1
1996The relative profitability of commercial banks active in lending in lower-income borrowers In: Proceedings.
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paper0
1997The effect of automated underwriting on adverse selection and on the profitability of mortgage securitization In: Proceedings.
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paper0
2001The simple microeconomics of government-sponsored enterprises In: Proceedings.
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paper0
2002Measuring the CRA subsidy in mortgage markets In: Proceedings.
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paper0
2004An update to the GSE implicit subsidy and the value of government ambiguity In: Proceedings.
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paper0
2005Basel II competitive implications In: Proceedings.
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paper1
2018GSE guarantees, financial stability, and home equity accumulation In: Economic Policy Review.
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article1
2018The FHA and the GSEs as countercyclical tools in the mortgage markets In: Economic Policy Review.
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article0
2009Strategic Trading in Multiple Assets and the Effects on Market Volatiliy In: International Journal of Central Banking.
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article8
2000Do Savings Associations Have a Special Commitment to Housing? In: Journal of Financial Services Research.
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article2
2001Credit Scoring and Mortgage Securitization: Implications for Mortgage Rates and Credit Availability. In: The Journal of Real Estate Finance and Economics.
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article19
1993Econometric Models of the Eleventh District Cost of Funds Index. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article2

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