Current Working Papers

Identifying Term Interbank Loans from Fedwire Payments Data
With Dennis Kuo, David Skeie, and Thomas Youle
Federal Reserve Bank of New York Staff Report, Number 603, March 2013

A Sampling-Window Approach to Transactions-Based Libor Fixing
With Darrell Duffie and David Skeie
Federal Reserve Bank of New York Staff Report, Number 596, February 2013
Read the full text in SSRN › ›

Securitization and the Fixed-Rate Mortgage
With Andreas Fuster
Federal Reserve Bank of New York Staff Reports, Number 594, January 2013
Read the full text in SSRN  › ›

MBS Ratings and the Mortgage Credit Boom
With Adam Ashcraft and Paul Goldsmith-Pinkham
Federal Reserve Bank of New York Staff Reports, Number 449, May 2010
Read the full text in SSRN › ›

How Does Risk Management Influence Production Decisions? Evidence from a Field Experiment
With Shawn Cole and Xavier Giné
available on request

Work in Progress

A comparison of Libor to other measures of bank borrowing costs
With Dennis Kuo and David Skeie
June 2012


Older Working Papers

Forecasting When It Matters: Evidence from Semi-Arid India
With Xavier Giné and Robert Townsend
available on request

Banking Relationships and the Credit Cycle: Evidence from the Asian Financial Crisis  
August 2005
41 pages / 454 kb

James Vickery's CV

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.