11
H index
15
i10 index
606
Citations
Wayne Passmore : Citation Profile
Federal Reserve Board (Board of Governors of the Federal Reserve System) | RESEARCH PRODUCTION: 26 Articles 55 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:
| 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.) | 35 |
| 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03. Full description at Econpapers || Download paper |
| 2023 | To lend or not to lend: the Bank of Japans ETF purchase program and securities lending. (2023). Takahashi, Koji ; Shino, Junnosuke ; Katagiri, Mitsuru. In: BIS Working Papers. RePEc:bis:biswps:1113. Full description at Econpapers || Download paper |
| 2023 | Did quantitative easing reduce the borrowing costs of firms? The risk?taking channel. (2023). Shen, YI ; Wang, Gang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:507-536. Full description at Econpapers || Download paper |
| 2023 | Housing and the changing impact of monetary policy. (2023). Zhu, Xiaoyang ; Miles, William. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:587-603. Full description at Econpapers || Download paper |
| 2023 | Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:347-364. Full description at Econpapers || Download paper |
| 2023 | Monetary Policy across the Wealth Distribution. (2023). Rella, Giacomo ; Franconi, Alessandro. In: SocArXiv. RePEc:osf:socarx:hn3pc. Full description at Econpapers || Download paper |
| 2023 | Heterogeneous Spillovers of Housing Credit Policy. (). Pidkuyko, Myroslav. In: Review of Economic Dynamics. RePEc:red:issued:21-100. Full description at Econpapers || Download paper |
| 2023 | To Lend or Not to Lend: The Bank of Japan’s ETF Purchase Program and Securities Lending. (2023). Takahashi, Koji ; Shino, Junnosuke ; Katagiri, Mitsuru. In: Working Papers. RePEc:wap:wpaper:2304. Full description at Econpapers || Download paper |
| 2023 | The U.S. Postal Savings System and the collapse of building and loan associations during the Great Depression. (2023). Jaremski, Matthew ; Schuster, Steven Sprick ; Fleitas, Sebastian. In: Southern Economic Journal. RePEc:wly:soecon:v:89:y:2023:i:4:p:1196-1215. 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 | 18 |
| 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 | 157 |
| 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: 157 | paper | |
| 2007 | Federal Home Loan Bank advances and commercial bank portfolio composition In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 13 |
| 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: 13 | 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: 13 | 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 | 28 |
| 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: 28 | 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: 28 | 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 | 16 |
| 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 | 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 | 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 | 11 |
| 2002 | Mortgage refinancing in 2001 and early 2002 In: Federal Reserve Bulletin. [Full Text][Citation analysis] | article | 59 |
| 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 | 2 |
| 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 | 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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