James Vickery

James Vickery

Senior Economist
Financial Intermediation Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-6691
Fax (212) 720-8363
james.vickery@ny.frb.org

Current Working Papers

The Capital and Loss Assessment under Stress Scenarios (CLASS) Model
With Beverly Hirtle, Anna Kovner, and Meru Bhanot
Federal Reserve Bank of New York Staff Report, no. 663, February 2014

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
Read the full text in SSRN › ›

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 PDF
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 PDF
August 2005
41 pages / 454 kb

James Vickery's CVPDFThe 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.