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The Interest Rate Risk of Fannie Mae and Freddie Mac Author info | Abstract | Publisher info | Download info | Related research | Statistics Dwight Jaffee
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Article provided by Springer in its journal Journal of Financial Services Research .
Volume (Year): 24 (2003)
Issue (Month): 1 (August)
Pages: 5-29
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Handle: RePEc:kap:jfsres:v:24:y:2003:i:1:p:5-29Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=102934
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Fannie Mae ; Freddie Mac ; government sponsored enterprises ; interest rate risk ; mortgage market. ; Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Ambrose, Brent W & Warga, Arthur, 2002.
"Measuring Potential GSE Funding Advantages ,"
The Journal of Real Estate Finance and Economics ,
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Su Zhou & Mohsen Bahmani-Oskooee & Aali M. Kutan, .
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Other versions: Lawrence White & W. Scott Frame, 2004.
"Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire? ,"
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04-27, New York University, Leonard N. Stern School of Business, Department of Economics.
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Kristopher Gerardi & Harvey S. Rosen & Paul Willen, 2007.
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William Poole, 2005.
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[Downloadable!] Willemann, Søren, 2005.
"GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing ,"
Finance Research Group Working Papers
F-2005-04, University of Aarhus, Aarhus School of Business, Department of Business Studies.
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Wayne Passmore & Shane M. Sherlund & Gillian Burgess, 2005.
"The effect of housing government-sponsored enterprises on mortgage rates ,"
Finance and Economics Discussion Series
2005-06, Board of Governors of the Federal Reserve System (U.S.).
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Robert A. Eisenbeis & W. Scott Frame & Larry D. Wall, 2006.
"An analysis of the systemic risks posed by Fannie Mae and Freddie Mac and an evaluation of the policy options for reducing those risks ,"
Working Paper
2006-02, Federal Reserve Bank of Atlanta.
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Other versions: Patrick Honohan, 2008.
"Bank Failures: The Limitations of Risk Modelling ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp263, IIIS.
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Roberto Perli & Brian Sack, 2003.
"Does mortgage hedging amplify movements in long-term interest rates? ,"
Finance and Economics Discussion Series
2003-49, Board of Governors of the Federal Reserve System (U.S.).
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Lawrence J. White & W. Scott Frame, 2004.
"Regulating Housing GSEs: Thoughts on Institutional Structure and Authorities ,"
Working Papers
04-01, New York University, Leonard N. Stern School of Business, Department of Economics.
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Robert A. Eisenbeis & W. Scott Frame & Larry D. Wall, 2004.
"Resolving large financial intermediaries: banks versus housing enterprises ,"
Working Paper
2004-23, Federal Reserve Bank of Atlanta.
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Other versions: Mikkel Svenstrup & Soren Willemann, 2006.
"Reforming Housing Finance - Perspectives from Denmark ,"
Journal of Real Estate Research ,
American Real Estate Society, vol. 28(2), pages 105-130.
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William Poole, 2007.
"The GSEs: where do we stand? ,"
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Federal Reserve Bank of St. Louis, issue May, pages 143-152.
[Downloadable!]
Other versions: Frank A. Schmid, 2005.
"Stock return and interest rate risk at Fannie Mae and Freddie Mac ,"
Review ,
Federal Reserve Bank of St. Louis, issue Jan, pages 35-48.
[Downloadable!]
W. Scott Frame & Lawrence J. White, 2004.
"Fussing and fuming over Fannie and Freddie: how much smoke, how much fire? ,"
Working Paper
2004-26, Federal Reserve Bank of Atlanta.
[Downloadable!]
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