11
H index
13
i10 index
548
Citations
Wayne Passmore : Citation Profile
Federal Reserve Board (Board of Governors of the Federal Reserve System) | RESEARCH PRODUCTION: 26 Articles 54 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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34 years (1986 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Wayne Passmore. | Is cited by:
| Cites to:
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Main data
Where Wayne Passmore has published?
| Journals with more than one article published | # docs |
|---|---|
| Federal Reserve Bulletin | 9 |
| The Journal of Real Estate Finance and Economics | 5 |
| Journal of Monetary Economics | 2 |
| Economic Policy Review | 2 |
| 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 Chicago | 15 |
| FEDS Notes / Board of Governors of the Federal Reserve System (U.S.) | 3 |
Recent works citing Wayne Passmore (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Term Premium Dynamics and its Determinants: The Mexican Case. (2020). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar-Argaez, Ana. In: Working Papers. RePEc:bdm:wpaper:2020-18. Full description at Econpapers || Download paper |
| 2022 | Term premium dynamics and its determinants: the Mexican case. (2022). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar, Ana. In: BIS Working Papers. RePEc:bis:biswps:993. Full description at Econpapers || Download paper |
| 2021 | Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597. Full description at Econpapers || Download paper |
| 2021 | Jumbo rates below conforming rates: When did this happen and why?. (2021). Fisher, Lynn ; Peter, Tobias J ; Oliner, Stephen D ; Fratantoni, Mike. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:s2:p:461-489. Full description at Econpapers || Download paper |
| 2020 | The Side Effects of Safe Asset Creation. (2020). Acharya, Sushant ; Dogra, Keshav. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14440. Full description at Econpapers || Download paper |
| 2021 | How useful is market information for the identification of G-SIBs?. (2021). Cappelletti, Giuseppe ; Busch, Pascal ; Wildmann, Nadya ; Meller, Barbara ; Marincas, Vlad. In: Occasional Paper Series. RePEc:ecb:ecbops:2021260. Full description at Econpapers || Download paper |
| 2020 | How ECB purchases of corporate bonds helped reduce firms’ borrowing costs. (2020). Zaghini, Andrea. In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0066:. Full description at Econpapers || Download paper |
| 2020 | Interest rate risk and monetary policy normalisation in the euro area. (2020). Reghezza, Alessio ; Dacri, Costanza Rodriguez ; Molyneux, Philip ; Pancotto, Livia. In: Working Paper Series. RePEc:ecb:ecbwps:20202496. Full description at Econpapers || Download paper |
| 2021 | Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500. Full description at Econpapers || Download paper |
| 2020 | What determines the issue price of lease asset-backed securities in China?. (2020). Wang, Rui ; Yang, Liuyong ; Luo, Xingguo ; Chen, Zhenyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302271. Full description at Econpapers || Download paper |
| 2022 | Does quantitative easing affect market liquidity?. (2022). Gillan, James M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009. Full description at Econpapers || Download paper |
| 2020 | Employment 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2021 | Bond flows and liquidity: Do foreigners matter?. (2021). Shultz, Patrick J ; Fischer, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000462. Full description at Econpapers || Download paper |
| 2021 | The marginal effect of government mortgage guarantees on homeownership. (2021). Kim, You Suk ; Grundl, Serafin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:119:y:2021:i:c:p:75-89. Full description at Econpapers || Download paper |
| 2021 | What kind of firm is more responsive to the unconventional monetary policy?. (2021). Gil, Hamilton Galindo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:188-200. Full description at Econpapers || Download paper |
| 2020 | Alternative 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. Full description at Econpapers || Download paper |
| 2020 | Financing 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | Unconventional 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. Full description at Econpapers || Download paper |
| 2020 | Issues 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. Full description at Econpapers || Download paper |
| 2020 | An Analysis of the Literature on International Unconventional Monetary Policy. (2018). Neely, Christopher ; Bhattarai, Saroj. In: Working Papers. RePEc:fip:fedlwp:2016-021. Full description at Econpapers || Download paper |
| 2020 | Unconventional 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. Full description at Econpapers || Download paper |
| 2022 | Mortgage-Backed Securities. (2022). Vickery, James ; Lucca, David ; Fuster, Andreas. In: Staff Reports. RePEc:fip:fednsr:93695. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | Mortgage 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. Full description at Econpapers || Download paper |
| 2021 | On the Consequences of the Discontinuation of the Eleventh District Cost of Funds Index. (2021). Nickelsburg, Jerry ; Yu, William. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:1:d:10.1007_s11146-020-09744-x. Full description at Econpapers || Download paper |
| 2021 | What Broker Charges Reveal About Subprime Mortgage Credit Risk. (2021). Hollifield, Burton ; Berndt, Antje ; Sands, Patrik. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:2:d:10.1007_s11146-020-09774-5. Full description at Econpapers || Download paper |
| 2020 | The effect of corporate bond purchases by the ECB on firms’ borrowing costs. (2020). Bonfim, Diana ; Capela, Andre. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202008. Full description at Econpapers || Download paper |
| 2021 | Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions. (2021). Stefaski, Maciej. In: Working Papers. RePEc:sgh:kaewps:2021068. Full description at Econpapers || Download paper |
| 2021 | Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets. (2021). Yildirim, Zekeriya ; Ivrendi, Mehmet . In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00299-1. Full description at Econpapers || Download paper |
| 2020 | GOOD 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. Full description at Econpapers || Download paper |
Works by Wayne Passmore:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | Pragmatic monitoring of financial stability In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2015 | How Does the Federal Reserves Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates? In: Real Estate Economics. [Full Text][Citation analysis] | article | 11 |
| 2009 | Three Initiatives Enhancing the Mortgage Market and Promoting Financial Stability In: The B.E. Journal of Economic Analysis & Policy. [Full Text][Citation analysis] | article | 4 |
| 2016 | Cost 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. [Full Text][Citation analysis] | article | 2 |
| 2006 | Comment on: An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 4 |
| 2011 | Did the Federal Reserves MBS purchase program lower mortgage rates? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 149 |
| 2011 | Did the Federal Reserves MBS purchase program lower mortgage rates?.(2011) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 149 | paper | |
| 2007 | Federal Home Loan Bank advances and commercial bank portfolio composition In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 11 |
| 2007 | Federal Home Loan Bank advances and commercial bank portfolio composition.(2007) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2012 | Federal Home Loan Bank Advances and Commercial Bank Portfolio Composition.(2012) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 1998 | Is mortgage lending by savings associations special? In: Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1998 | Is mortgage lending by savings associations special?.(1998) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1998 | The subsidy provided by the federal safety net: theory and measurement In: Proceedings. [Citation analysis] | article | 4 |
| 1991 | Can retail depositories fund mortgages profitably? In: Finance and Economics Discussion Series. [Citation analysis] | paper | 2 |
| 1992 | Market power and the pricing of mortgage securitization In: Finance and Economics Discussion Series. [Citation analysis] | paper | 4 |
| 2019 | The Community Reinvestment Act and the Profitability of Mortgage-Oriented Banks In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 6 |
| 1997 | The Community Reinvestment Act and the profitability of mortgage-oriented banks.(1997) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1997 | The effect of automated underwriting on the profitability of mortgage securitization In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Subsidy Provided by the Federal Safety Net: Theory, Measurement, and Containment In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 7 |
| 1998 | The 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 | |
| 1999 | Pricing systemic crises: monetary and fiscal policy when savers are uncertain In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
| 1999 | The banking industry and the safety net subsidy In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Credit scoring and mortgage securitization: do they lower mortgage rates? In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
| 2001 | GSEs, mortgage rates, and the long-run effects of mortgage securitization In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 28 |
| 2002 | GSEs, Mortgage Rates, and the Long-Run Effects of Mortgage Securitization..(2002) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
| 2002 | Does the Community Reinvestment Act (CRA) cause banks to provide a subsidy to some mortgage borrowers? In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 6 |
| 2003 | The GSE implicit subsidy and value of government ambiguity In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 45 |
| 2005 | The GSE implicit subsidy and the value of government ambiguity.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2005 | The effect of housing government-sponsored enterprises on mortgage rates In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 37 |
| 2005 | GSEs, mortgage rates, and secondary market activities In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 27 |
| 2006 | GSEs, mortgage rates, and secondary market activities.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2008 | GSEs, Mortgage Rates, and Secondary Market Activities.(2008) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
| 2006 | The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Bank core deposits and the mitigation of monetary policy In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 14 |
| 2010 | The bank lending channel of monetary policy and its effect on mortgage lending In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 3 |
| 2010 | An analysis of government guarantees and the functioning of asset-backed securities markets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 10 |
| 2012 | The Federal Reserves portfolio and its effects on mortgage markets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
| 2014 | How 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. [Full Text][Citation analysis] | paper | 0 |
| 2016 | FHA, Fannie Mae, Freddie Mac, and the Great Recession In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Are Basels Capital Surcharges for Global Systemically Important Banks Too Small? In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Are Basels Capital Surcharges for Global Systemically Important Banks Too Small?.(2017) In: FEDS Notes. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Improving the 30-Year Fixed-Rate Mortgage In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Financing Affordable and Sustainable Homeownership with Fixed-COFI Mortgages In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Investor Demands for Safety, Bank Capital, and Liquidity Measurement In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 1992 | The influence of risk-adjusted capital regulations on asset allocation by savings and loans In: Finance and Economics Discussion Series. [Citation analysis] | paper | 0 |
| 1993 | An efficiency model of deposit pricing and rate rigidity In: Finance and Economics Discussion Series. [Citation analysis] | paper | 1 |
| 1994 | Optimal bank portfolios and the credit crunch In: Finance and Economics Discussion Series. [Citation analysis] | paper | 7 |
| 1995 | Putting the squeeze on a market for lemons: government-sponsored mortgage securitization In: Finance and Economics Discussion Series. [Citation analysis] | paper | 3 |
| 1996 | Putting 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 | |
| 2016 | Government-Backed Mortgage Insurance Promoted a Speedier Recovery from the Great Recession In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The Stability of Safe Asset Production In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Distribution of Credit Risk Among Providers of Mortgages to Lower-Income and Minority Homebuyers In: Federal Reserve Bulletin. [Full Text][Citation analysis] | article | 4 |
| 1996 | Distribution of credit risk among providers of mortgages to lower- income and minority homebuyers.(1996) In: Federal Reserve Bulletin. [Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 1994 | Residential lending to low-income and minority families: evidence from the 1992 HMDA data In: Federal Reserve Bulletin. [Citation analysis] | article | 12 |
| 1994 | Correction 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. [Citation analysis] | article | 0 |
| 1994 | Private mortgage insurance In: Federal Reserve Bulletin. [Citation analysis] | article | 8 |
| 1995 | Home purchase lending in low-income neighborhoods and to low-income borrowers In: Federal Reserve Bulletin. [Citation analysis] | article | 8 |
| 1995 | Credit risk and the provision of mortgages to lower-income and minority homebuyers In: Federal Reserve Bulletin. [Citation analysis] | article | 2 |
| 1999 | The role of specialized lenders in extending mortgages to lower-income and minority homebuyers In: Federal Reserve Bulletin. [Full Text][Citation analysis] | article | 11 |
| 2002 | Mortgage refinancing in 2001 and early 2002 In: Federal Reserve Bulletin. [Full Text][Citation analysis] | article | 57 |
| 2005 | An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization In: Basel II White Paper. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Federal Reserve research on government-sponsored enterprises In: Proceedings. [Citation analysis] | paper | 0 |
| 2007 | A summary of \Federal Home Loan Bank advances and commercial bank portfolio composition\ In: Proceedings. [Citation analysis] | paper | 0 |
| 2010 | A proposal for \financial institutions secured asset-backed insurance fund\ or FINSAIF In: Proceedings. [Citation analysis] | paper | 0 |
| 2010 | A framework that incorporation contingent capital into the capital structure of systemically-important firms In: Proceedings. [Citation analysis] | paper | 0 |
| 1986 | Strategic niche and the profitability of banking In: Proceedings. [Citation analysis] | paper | 3 |
| 1988 | Loan loss reserves and stock market valuations of financial institutions In: Proceedings. [Citation analysis] | paper | 0 |
| 1991 | Can banks profitably fund mortgages? In: Proceedings. [Citation analysis] | paper | 0 |
| 1995 | Implementing CRA: what is the target? In: Proceedings. [Citation analysis] | paper | 1 |
| 1996 | The relative profitability of commercial banks active in lending in lower-income borrowers In: Proceedings. [Citation analysis] | paper | 0 |
| 1997 | The effect of automated underwriting on adverse selection and on the profitability of mortgage securitization In: Proceedings. [Citation analysis] | paper | 0 |
| 2001 | The simple microeconomics of government-sponsored enterprises In: Proceedings. [Citation analysis] | paper | 0 |
| 2002 | Measuring the CRA subsidy in mortgage markets In: Proceedings. [Citation analysis] | paper | 0 |
| 2004 | An update to the GSE implicit subsidy and the value of government ambiguity In: Proceedings. [Citation analysis] | paper | 0 |
| 2005 | Basel II competitive implications In: Proceedings. [Citation analysis] | paper | 1 |
| 2018 | GSE guarantees, financial stability, and home equity accumulation In: Economic Policy Review. [Full Text][Citation analysis] | article | 1 |
| 2018 | The FHA and the GSEs as countercyclical tools in the mortgage markets In: Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
| 2009 | Strategic Trading in Multiple Assets and the Effects on Market Volatiliy In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 9 |
| 2000 | Do Savings Associations Have a Special Commitment to Housing? In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 2 |
| 2001 | Credit Scoring and Mortgage Securitization: Implications for Mortgage Rates and Credit Availability. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 23 |
| 1993 | Econometric Models of the Eleventh District Cost of Funds Index. In: The Journal of Real Estate Finance and Economics. [Citation analysis] | article | 3 |
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