Valuing Government Guarantees: Fannie and Freddie Revisited
In: Measuring and Managing Federal Financial Risk
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"Credit risk transfer and de facto GSE reform,"
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"Government Guarantees and the Valuation of American Banks,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 33(1), pages 81-145.
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The Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 1064-1097.
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- Erik Hurst & Benjamin J. Keys & Amit Seru & Joseph S. Vavra, 2015. "Regional Redistribution Through the U.S. Mortgage Market," NBER Working Papers 21007, National Bureau of Economic Research, Inc.
- Zhao, Yunhui, 2016. "Got Hurt for What You Paid? Revisiting Government Subsidy in the U.S. Mortgage Market," MPRA Paper 81083, University Library of Munich, Germany, revised 01 Aug 2017.
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