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The Interest Rate Risk of Fannie Mae and Freddie Mac · Study

ArticleShelves

ArticleThe Interest Rate Risk of Fannie Mae and Freddie Mac

Dwight M. Jaffee2003

OA

Articlegreen2003

The Interest Rate Risk of Fannie Mae and Freddie Mac

Dwight M. Jaffee

93 citations·0/0 files stored·Journal of Financial Services Research

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Risk Management in Financial Firms Banking stability, regulation, efficiency Credit Risk and Financial Regulations

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 93 citations exist upstream.

References

1985Option Pricing and Replication with Transactions Costs 2013The Journal of Real Estate Finance and Economics 2002Measures of risk 2000Crisis and Risk Management

Cited by

2005Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire?2010The Impact of Deregulation and Financial Innovation on Consumers: The Case of the Mortgage Market 2014Derivatives holdings and systemic risk in the U.S. banking sector 2005The Effect of Housing Government-Sponsored Enterprises on Mortgage Rates 2008Resolving Macroeconomic Uncertainty in Stock and Bond Markets 2006An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac 2009Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices 2003Does Mortgage Hedging Amplify Movements in Long-Term Interest Rates?

Details

Year2003

Typearticle

Published2003-08-01

VenueJournal of Financial Services Research

ISSN-L0920-8550

Languageen

Citations93

Files0 public / 0

ShelfRisk Management in Financial Firms

Identifiers

doi10.1023/a:1025968716887

openalex_workW1517463014

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