10
H index
12
i10 index
433
Citations
Wayne Passmore : Citation Profile
Federal Reserve Board (Board of Governors of the Federal Reserve System) | RESEARCH PRODUCTION: 26 Articles 48 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1986 - 2017). 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 | 8 |
| The Journal of Real Estate Finance and Economics | 5 |
| Real Estate Economics | 4 |
| Journal of Monetary Economics | 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.) | 30 |
| Proceedings / Federal Reserve Bank of Chicago | 15 |
Recent works citing Wayne Passmore (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | The Interest Rate Elasticity of Mortgage Demand: Evidence from Bunching at the Conforming Loan Limit. (2017). DeFusco, Anthony ; Paciorek, Andrew . In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:9:y:2017:i:1:p:210-40. Full description at Econpapers || Download paper |
| 2017 | The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1157_17. Full description at Econpapers || Download paper |
| 2017 | Monetary policy transmission and trade-offs in the United States: Old and new. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:649. Full description at Econpapers || Download paper |
| 2017 | Do Banks Lend Less in Uncertain Times?. (2017). Sindermann, Friedrich ; Scharler, Johann ; Raunig, Burkhard. In: Economica. RePEc:bla:econom:v:84:y:2017:i:336:p:682-711. Full description at Econpapers || Download paper |
| 2017 | Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support. (2017). Christophersen, Casper ; Akram, Qaisar. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:165-204. Full description at Econpapers || Download paper |
| 2017 | Monetary policy spillovers and currency crisis in comparative perspective: East Asia before the 1997 crisis and Eastern Europe after tapering. (2017). Kim, Jong-Hee. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2752-2770. Full description at Econpapers || Download paper |
| 2017 | Monetary Policy Transmission and Trade-offs in the United States: Old and New. (2017). Peersman, Gert ; Hofmann, Boris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6745. Full description at Econpapers || Download paper |
| 2017 | The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy. (2017). Ravn, Morten ; Mertens, Karel ; Fieldhouse, Andrew . In: Discussion Papers. RePEc:cfm:wpaper:1707. Full description at Econpapers || Download paper |
| 2017 | The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy. (2017). Ravn, Morten ; Mertens, Karel ; Fieldhouse, Andrew . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11830. Full description at Econpapers || Download paper |
| 2017 | Modeling euro area bond yields using a time-varying factor model. (2017). Adam, Toma ; lo Duca, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172012. Full description at Econpapers || Download paper |
| 2017 | Fair valuation of mortgage insurance under stochastic default and interest rates. (2017). Wu, Yang-Che ; Chuang, Ming-Che ; Lin, Shih-Kuei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:433-447. Full description at Econpapers || Download paper |
| 2018 | The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs. (2018). Ãsterholm, Pär ; Osterholm, Par. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:186-192. Full description at Econpapers || Download paper |
| 2017 | The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46. Full description at Econpapers || Download paper |
| 2018 | Quantitative easing auctions of Treasury bonds. (2018). Song, Zhaogang ; Zhu, Haoxiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:103-124. Full description at Econpapers || Download paper |
| 2017 | Homeownership, housing capital gains and self-employment. (2017). Rosenthal, Stuart ; Harding, John P. In: Journal of Urban Economics. RePEc:eee:juecon:v:99:y:2017:i:c:p:120-135. Full description at Econpapers || Download paper |
| 2017 | Looking beyond banks’ average interest rate risk: Determinants of high exposures. (2017). Entrop, O ; Wilkens, M ; von La, L. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:204-218. Full description at Econpapers || Download paper |
| 2017 | Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets. (2017). Zietz, Joachim ; Markmann, Holger. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:314-327. Full description at Econpapers || Download paper |
| 2017 | The macroeconomic effects of Government asset purchases: evidence from postwar US housing credit policy. (2017). Ravn, Morten ; Mertens, Karel ; Fieldhouse, Andrew . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86167. Full description at Econpapers || Download paper |
| 2017 | The time-varying price of financial intermediation in the mortgage market. (2017). Fuster, Andreas ; Willen, Paul S ; Lo, Stephanie . In: Working Papers. RePEc:fip:fedbwp:16-28. Full description at Econpapers || Download paper |
| 2017 | The Effect of Interest Rates on Home Buying : Evidence from a Discontinuity in Mortgage Insurance Premiums. (2017). Bhutta, Neil ; Ringo, Daniel R. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-86. Full description at Econpapers || Download paper |
| 2017 | Improving the 30-Year Fixed-Rate Mortgage. (2017). Passmore, Wayne ; von Hafften, Alexander H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-90. Full description at Econpapers || Download paper |
| 2018 | Financing Affordable and Sustainable Homeownership with Fixed-COFI Mortgages. (2018). Passmore, Wayne ; von Hafften, Alexander H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-09. Full description at Econpapers || Download paper |
| 2018 | US Monetary Policy and International Bond Markets. (2018). Zakrajsek, Egon ; Yue, Vivian Z ; Gilchrist, Simon . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-14. Full description at Econpapers || Download paper |
| 2017 | Unconventional monetary Policy and Long Yields During QE1: Learning from the Shorts. (2017). Neely, Christopher ; Planchon, Jade ; McInish, Thomas. In: Working Papers. RePEc:fip:fedlwp:2017-031. Full description at Econpapers || Download paper |
| 2017 | Understanding mortgage spreads. (2017). Lucca, David ; Fuster, Andreas ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:674. Full description at Econpapers || Download paper |
| 2017 | The time-varying price of financial intermediation in the mortgage market. (2017). Fuster, Andreas ; Willen, Paul S ; Lo, Stephanie . In: Staff Reports. RePEc:fip:fednsr:805. Full description at Econpapers || Download paper |
| 2017 | The Rise in Loan-to-Deposit Ratios: Is 80 the New 60?. (2017). Johnston, Ryan ; Disalvo, James . In: Banking Trends. RePEc:fip:fedpbt:00005. Full description at Econpapers || Download paper |
| 2017 | The Rise in Loan-to-Deposit Ratios: Is 80 the New 60?. (2017). Johnston, Ryan ; Disalvo, James . In: Economic Insights. RePEc:fip:fedpei:00021. Full description at Econpapers || Download paper |
| 2017 | Quantitative Easing by the Fed and International Capital Flows. (2017). Khatiwada, Sameer . In: IHEID Working Papers. RePEc:gii:giihei:heidwp02-2017. Full description at Econpapers || Download paper |
| 2017 | House Prices, Home Equity, and Personal Debt Composition. (2017). Li, Jieying ; Zhang, Xin. In: Working Paper Series. RePEc:hhs:rbnkwp:0343. Full description at Econpapers || Download paper |
| 2017 | Valuing Vulnerable Mortgage Insurance Under Capital Forbearance. (2017). Yu, Min-Teh ; Chang, Chia-Chien . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-015-9535-y. Full description at Econpapers || Download paper |
| 2018 | “Cure” Effects and Mortgage Default: A Split Population Survival Time Model. (2018). Liu, BO ; Sing, Tien Foo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-017-9597-0. Full description at Econpapers || Download paper |
| 2017 | The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy. (2017). Ravn, Morten ; Mertens, Karel ; Fieldhouse, Andrew . In: NBER Working Papers. RePEc:nbr:nberwo:23154. Full description at Econpapers || Download paper |
| 2017 | Distributional Implications of Government Guarantees in Mortgage Markets. (2017). Gete, Pedro ; Zecchetto, Franco . In: MPRA Paper. RePEc:pra:mprapa:80643. Full description at Econpapers || Download paper |
| 2017 | Got Hurt for What You Paid? Revisiting Government Subsidy in the U.S. Mortgage Market. (2017). Zhao, Yunhui. In: MPRA Paper. RePEc:pra:mprapa:81083. Full description at Econpapers || Download paper |
| 2017 | Quantitative Easing without Rational Expectations. (2017). Sergeyev, Dmitriy ; Iovino, Luigi. In: 2017 Meeting Papers. RePEc:red:sed017:1387. Full description at Econpapers || Download paper |
| 2017 | MONETARY POLICY TRANSMISSION AND TRADE-OFFS IN THE UNITED STATES: OLD AND NEW. (2017). Peersman, Gert ; Hofmann, Boris. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/940. Full description at Econpapers || Download paper |
| 2017 | The optimal conduct of central bank asset purchases. (2017). Kühl, Michael ; DARRACQ PARIES, Matthieu ; Kuhl, Michael ; Darracq-Paries, Matthieu . In: Discussion Papers. RePEc:zbw:bubdps:222017. 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 |
| 2000 | Automated Underwriting and the Profitability of Mortgage Securitization In: Real Estate Economics. [Full Text][Citation analysis] | article | 2 |
| 2005 | The Effect of Housing Government-Sponsored Enterprises on Mortgage Rates In: Real Estate Economics. [Full Text][Citation analysis] | article | 42 |
| 2005 | The effect of housing government-sponsored enterprises on mortgage rates.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2005 | The GSE Implicit Subsidy and the Value of Government Ambiguity In: Real Estate Economics. [Full Text][Citation analysis] | article | 31 |
| 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: 31 | paper | |
| 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 | 9 |
| 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 | 3 |
| 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 | 0 |
| 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 | 74 |
| 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: 74 | paper | |
| 2007 | Federal Home Loan Bank advances and commercial bank portfolio composition In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | 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: 7 | 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 | 5 |
| 1991 | Can retail depositories fund mortgages profitably? In: Finance and Economics Discussion Series. [Citation analysis] | paper | 3 |
| 1992 | Market power and the pricing of mortgage securitization In: Finance and Economics Discussion Series. [Citation analysis] | paper | 5 |
| 1997 | The Community Reinvestment Act and the Profitability of Mortgage-Oriented Banks In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | 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 |
| 1997 | 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 | 0 |
| 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 | 23 |
| 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: 23 | 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 | 10 |
| 2005 | GSEs, mortgage rates, and secondary market activities In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 21 |
| 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: 21 | 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: 21 | 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 | 2 |
| 2007 | Bank core deposits and the mitigation of monetary policy In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 13 |
| 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 | 9 |
| 2012 | The Federal Reserves portfolio and its effects on mortgage markets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 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 |
| 2017 | FHA, Fannie Mae, Freddie Mac, and the Great Recession 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 | 1 |
| 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 | 4 |
| 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: 4 | article | |
| 2016 | Government-Backed Mortgage Insurance Promoted a Speedier Recovery from the Great Recession In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Residential lending to low-income and minority families: evidence from the 1992 HMDA data In: Federal Reserve Bulletin. [Citation analysis] | article | 10 |
| 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 | 6 |
| 1995 | Home purchase lending in low-income neighborhoods and to low-income borrowers In: Federal Reserve Bulletin. [Citation analysis] | article | 7 |
| 1995 | Credit risk and the provision of mortgages to lower-income and minority homebuyers In: Federal Reserve Bulletin. [Citation analysis] | article | 2 |
| 1996 | Distribution of credit risk among providers of mortgages to lower- income and minority homebuyers In: Federal Reserve Bulletin. [Citation analysis] | article | 5 |
| 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 | 51 |
| 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 | 10 |
| 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 |
| 2009 | Strategic Trading in Multiple Assets and the Effects on Market Volatiliy In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 5 |
| 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 | 17 |
| 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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