Wayne Passmore : Citation Profile


Are you Wayne Passmore?

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

11

H index

15

i10 index

613

Citations

RESEARCH PRODUCTION:

26

Articles

56

Papers

1

Chapters

RESEARCH ACTIVITY:

   38 years (1986 - 2024). See details.
   Cites by year: 16
   Journals where Wayne Passmore has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 25 (3.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1157
   Updated: 2024-11-04    RAS profile: 2023-02-24    
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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:

Frame, W (50)

Wall, Larry (16)

Fuster, Andreas (16)

White, Lawrence (15)

Willen, Paul (13)

Ravn, Morten (12)

Eisenbeis, Robert (12)

Fieldhouse, Andrew (12)

Mertens, Karel (12)

Bostic, Raphael (10)

Zakrajšek, Egon (9)

Cites to:

Campbell, John (20)

Hancock, Diana (16)

Frame, W (11)

Shiller, Robert (10)

Ambrose, Brent (9)

Schreft, Stacey (8)

Calvet, Laurent (8)

Lagunoff, Roger (8)

Bernanke, Ben (7)

White, Lawrence (7)

wachter, susan (7)

Main data


Where Wayne Passmore has published?


Journals with more than one article published# docs
Federal Reserve Bulletin9
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.)35
Proceedings / Federal Reserve Bank of Chicago15
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)4

Recent works citing Wayne Passmore (2024 and 2023)


YearTitle of citing document
2023Effects 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.

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2023To 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.

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2024Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Bhat, Javed Ahmad ; Padhan, Rakesh ; Prabheesh, K P. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982.

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2023Liquidity regulations, bank lending and fire-sale risk. (2023). Shachar, Or ; Sarkar, Asani ; Roberts, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s037842662300198x.

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2023Housing 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.

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2023Central 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.

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2023Monetary Policy across the Wealth Distribution. (2023). Rella, Giacomo ; Franconi, Alessandro. In: SocArXiv. RePEc:osf:socarx:hn3pc.

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2023Heterogeneous Spillovers of Housing Credit Policy. (). Pidkuyko, Myroslav. In: Review of Economic Dynamics. RePEc:red:issued:21-100.

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2023To 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.

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2023The 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.

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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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article19
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.
[Full Text][Citation analysis]
article2
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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article160
2011Did the Federal Reserves MBS purchase program lower mortgage rates?.(2011) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 160
paper
2007Federal Home Loan Bank advances and commercial bank portfolio composition In: FRB Atlanta Working Paper.
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paper13
2007Federal Home Loan Bank advances and commercial bank portfolio composition.(2007) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 13
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 nother version. Agregated cites: 13
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 nother version. Agregated cites: 0
paper
1998The subsidy provided by the federal safety net: theory and measurement In: Proceedings.
[Citation analysis]
article3
1991Can retail depositories fund mortgages profitably? In: Finance and Economics Discussion Series.
[Citation analysis]
paper3
1992Market power and the pricing of mortgage securitization In: Finance and Economics Discussion Series.
[Citation analysis]
paper6
2019The Community Reinvestment Act and the Profitability of Mortgage-Oriented Banks In: Finance and Economics Discussion Series.
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paper8
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 nother version. Agregated cites: 8
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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paper10
1998The 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
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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paper30
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 nother version. Agregated cites: 30
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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paper7
2003The GSE implicit subsidy and value of government ambiguity In: Finance and Economics Discussion Series.
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paper52
2005The GSE implicit subsidy and the value of government ambiguity.(2005) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 52
paper
2005The effect of housing government-sponsored enterprises on mortgage rates In: Finance and Economics Discussion Series.
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paper40
2005GSEs, mortgage rates, and secondary market activities In: Finance and Economics Discussion Series.
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paper29
2006GSEs, mortgage rates, and secondary market activities.(2006) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 29
paper
2008GSEs, 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
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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paper16
2010The bank lending channel of monetary policy and its effect on mortgage lending In: Finance and Economics Discussion Series.
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paper4
2010An analysis of government guarantees and the functioning of asset-backed securities markets In: Finance and Economics Discussion Series.
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paper10
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.
[Full Text][Citation analysis]
paper1
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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paper1
2017Are 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
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
2024Government-Sponsored Mortgage Securitization and Financial Crises 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.
[Citation analysis]
paper1
1994Optimal bank portfolios and the credit crunch In: Finance and Economics Discussion Series.
[Citation analysis]
paper9
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 nother version. Agregated cites: 3
article
2016Government-Backed Mortgage Insurance Promoted a Speedier Recovery from the Great Recession In: FEDS Notes.
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paper1
2020The Stability of Safe Asset Production In: FEDS Notes.
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paper0
2024Mitigating Too Big to Fail In: FEDS Notes.
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paper0
1996Distribution of Credit Risk Among Providers of Mortgages to Lower-Income and Minority Homebuyers In: Federal Reserve Bulletin.
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article4
1996Distribution 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
1994Residential lending to low-income and minority families: evidence from the 1992 HMDA data In: Federal Reserve Bulletin.
[Citation analysis]
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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article8
1995Home purchase lending in low-income neighborhoods and to low-income borrowers In: Federal Reserve Bulletin.
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article8
1995Credit risk and the provision of mortgages to lower-income and minority homebuyers In: Federal Reserve Bulletin.
[Citation analysis]
article3
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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article59
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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paper8
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.
[Citation analysis]
paper2
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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paper4
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.
[Citation analysis]
paper1
1996The relative profitability of commercial banks active in lending in lower-income borrowers In: Proceedings.
[Citation analysis]
paper2
1997The effect of automated underwriting on adverse selection and on the profitability of mortgage securitization In: Proceedings.
[Citation analysis]
paper0
2001The simple microeconomics of government-sponsored enterprises In: Proceedings.
[Citation analysis]
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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article10
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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article24
1993Econometric Models of the Eleventh District Cost of Funds Index. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article3

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