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Valuing Government Guarantees: Fannie and Freddie Revisited

In: Measuring and Managing Federal Financial Risk

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  • Deborah Lucas
  • Robert McDonald

Abstract

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Suggested Citation

  • Deborah Lucas & Robert McDonald, 2010. "Valuing Government Guarantees: Fannie and Freddie Revisited," NBER Chapters,in: Measuring and Managing Federal Financial Risk, pages 131-154 National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberch:3041
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    File URL: http://www.nber.org/chapters/c3041.pdf
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    References listed on IDEAS

    as
    1. W. Scott Frame & Lawrence J. White, 2005. "Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire?," Journal of Economic Perspectives, American Economic Association, vol. 19(2), pages 159-184, Spring.
    2. Lucas, Deborah & McDonald, Robert L., 2006. "An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac," Journal of Monetary Economics, Elsevier, vol. 53(1), pages 155-176, January.
    3. Panageas, Stavros, 2010. "Bailouts, the incentive to manage risk, and financial crises," Journal of Financial Economics, Elsevier, vol. 95(3), pages 296-311, March.
    4. Ambrose, Brent W & Warga, Arthur, 2002. "Measuring Potential GSE Funding Advantages," The Journal of Real Estate Finance and Economics, Springer, vol. 25(2-3), pages 129-150, Sept.-Dec.
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    Cited by:

    1. Finkelstein, David & Strzodka, Andreas & Vickery, James, 2018. "Credit risk transfer and de facto GSE reform," Staff Reports 838, Federal Reserve Bank of New York.
    2. Dwight M. Jaffee & John M. Quigley, 1975. "Housing Policy, Mortgage Policy, and the Federal Housing Administration," NBER Chapters,in: Measuring and Managing Federal Financial Risk, pages 97-125 National Bureau of Economic Research, Inc.
    3. McDonald, Robert L., 2013. "Contingent capital with a dual price trigger," Journal of Financial Stability, Elsevier, vol. 9(2), pages 230-241.

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