12
H index
15
i10 index
628
Citations
Wayne Passmore : Citation Profile
Federal Reserve Board (Board of Governors of the Federal Reserve System) | RESEARCH PRODUCTION: 26 Articles 56 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1986 - 2024). 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:
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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.) | 35 |
| Proceedings / Federal Reserve Bank of Chicago | 15 |
| FEDS Notes / Board of Governors of the Federal Reserve System (U.S.) | 4 |
Recent works citing Wayne Passmore (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | The Time‐Varying Price of Financial Intermediation in the Mortgage Market. (2024). Willen, Paul ; Fuster, Andreas ; Lo, Stephanie H. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2553-2602. Full description at Econpapers || Download paper |
| 2024 | The outside option channel of central bank asset purchase programs: A tale of two crises. (2024). Lee, Changhyun. In: Working Papers. RePEc:cda:wpaper:363. Full description at Econpapers || Download paper |
| 2024 | Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Padhan, Rakesh ; Prabheesh, K P ; Bhat, Javed Ahmad. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982. Full description at Econpapers || Download paper |
| 2025 | The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice. (2025). Silva, Beatriz P ; Pinto, Joao M ; Kanda, Joana F. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000166. Full description at Econpapers || Download paper |
| 2025 | The performance of FDIC-identified community banks. (2025). Ongena, Steven ; Fairchild, Richard ; Petropoulou, Athina ; Pappas, Vasileios ; Gounopoulos, Dimitrios. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000233. Full description at Econpapers || Download paper |
| 2025 | Can everyone tap into the housing piggy bank? Racial disparities in access to home equity. (2025). Lambie-Hanson, Lauren ; Gerardi, Kristopher ; Conklin, James N. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000467. Full description at Econpapers || Download paper |
| 2025 | The collateral link between volatility and risk sharing. (2025). Ordoez, Guillermo ; Infante, Sebastian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224001466. Full description at Econpapers || Download paper |
| 2025 | Riding the Housing Wave: Home Equity Withdrawal and Consumer Debt Composition. (2025). Zhang, Xin ; Li, Jieying ; Grodecka-Messi, Anna. In: Working Paper Series. RePEc:hhs:rbnkwp:0452. Full description at Econpapers || Download paper |
| 2024 | The Volatility of Housing Prices: Do Different Types of Financial Intermediaries Affect Housing Market Cycles Differently?. (2024). Sommervoll, Dag Einar ; Langer, Julius ; Burghof, Hans-Peter ; Braun, Julia. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09907-y. Full description at Econpapers || Download paper |
| 2024 | Changing the Scope of GSE Loan Guarantees: Estimating Effects on Mortgage Pricing and Availability. (2024). Koulayev, Sergei ; Conkling, Thomas S ; Alexandrov, Alexei. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09910-3. Full description at Econpapers || Download paper |
| 2024 | Performance and Assets and Liabilities Management in the U.S. Credit Union. (2024). el Fadil, Jalal ; Hessou, Helyoth. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:1:f:14_1_6. Full description at Econpapers || Download paper |
| 2024 | Unconventional Monetary Policy and the Behavior of Shorts. (2024). Neely, Christopher ; McInish, Thomas ; Planchon, Jade. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:4:p:805-835. Full description at Econpapers || Download paper |
| 2025 | The Rationality Bias. (2025). Hagenhoff, Tim ; Lustenhouwer, Joep ; Tsionas, Mike. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:2-3:p:515-547. Full description at Econpapers || Download paper |
| 2025 | The distribution of household debt in the United States, 1950-2022. (2025). Kuhn, Moritz ; Bartscher, Alina K ; Steins, Ulrike I ; Schularick, Moritz. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:324154. 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 | 20 |
| 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 | 163 |
| 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 nother version. Agregated cites: 163 | paper | |
| 2007 | Federal Home Loan Bank advances and commercial bank portfolio composition In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 15 |
| 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 nother version. Agregated cites: 15 | 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 nother version. Agregated cites: 15 | 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 nother version. Agregated cites: 0 | paper | |
| 1998 | The subsidy provided by the federal safety net: theory and measurement In: Proceedings. [Citation analysis] | article | 3 |
| 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 | 6 |
| 2019 | The Community Reinvestment Act and the Profitability of Mortgage-Oriented Banks In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 8 |
| 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 nother version. Agregated cites: 8 | 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 | 10 |
| 1998 | The subsidy provided by the federal safety net: theory, measurement, and containment.(1998) In: Proceedings. [Citation analysis] This paper has nother version. Agregated cites: 10 | 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 | 30 |
| 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 nother version. Agregated cites: 30 | 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 | 7 |
| 2003 | The GSE implicit subsidy and value of government ambiguity In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 52 |
| 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 nother version. Agregated cites: 52 | paper | |
| 2005 | The effect of housing government-sponsored enterprises on mortgage rates In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 40 |
| 2005 | GSEs, mortgage rates, and secondary market activities In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 29 |
| 2006 | GSEs, mortgage rates, and secondary market activities.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | 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 nother version. Agregated cites: 29 | 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 | 17 |
| 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 | 4 |
| 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 | 1 |
| 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 nother 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 |
| 2024 | Government-Sponsored Mortgage Securitization and Financial Crises 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 | 9 |
| 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 nother 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 | 1 |
| 2020 | The Stability of Safe Asset Production In: FEDS Notes. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Mitigating Too Big to Fail 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 nother 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 | 3 |
| 1999 | The role of specialized lenders in extending mortgages to lower-income and minority homebuyers In: Federal Reserve Bulletin. [Full Text][Citation analysis] | article | 12 |
| 2002 | Mortgage refinancing in 2001 and early 2002 In: Federal Reserve Bulletin. [Full Text][Citation analysis] | article | 63 |
| 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 | 8 |
| 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 | 4 |
| 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 | 4 |
| 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 | 2 |
| 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 | 10 |
| 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 | 24 |
| 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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