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An Analysis of the Systemic Risks Posed by Fannie Mae and Freddie Mac and An Evaluation of the Policy Options for Reducing Those Risks

机译：房利美（Fannie Mae）和房地美（Freddie Mac）构成的系统性风险分析以及降低这些风险的政策选择评估

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摘要

Government-sponsored enterprises, systemic risk, portfolio limits, G21, G28,

机译：政府资助的企业，系统性风险，投资组合限制，G21，G28，

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作者
Robert Eisenbeis; W. Frame; Larry Wall;
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年度 2007
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1. Multivariate GARCH analysis of Fannie Mae, Freddie Mac, and American International Group: Did the short-selling ban reduce systemic return-risk? [J] . Carlos A. Ulibarri The North American journal of economics and finance . 2013,第auga期

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2. Comment on: 'An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac' [J] . Andreas Lehnert, Wayne Passmore Journal of Monetary Economics . 2006,第1期

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3. An options-based approach to evaluating the risk of Fannie Mae and Freddie [J] . Deborah Lucas, Robert L. McDonald Journal of Monetary Economics . 2006,第1期

机译：一种基于期权的方法来评估房利美和房地美的风险
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7. An analysis of the systemic risks posed by Fannie Mae and Freddie Mac and an evaluation of the policy options for reducing those risks [O] . Eisenbeis Robert A., Frame W. Scott, Wall Larry D. 2006

机译：对Fannie mae和Freddie mac所构成的系统性风险进行分析，并对这些风险的政策选择进行评估

An Analysis of the Systemic Risks Posed by Fannie Mae and Freddie Mac and An Evaluation of the Policy Options for Reducing Those Risks

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