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Volumn 23, Issue 1, 2003, Pages 29-42

Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac

Author keywords

Borrowing costs; Financial intermediation

Indexed keywords


EID: 0037258726     PISSN: 09208550     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022156110484     Document Type: Article
Times cited : (15)

References (16)
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  • 2
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    • Arrow, K.J.1
  • 4
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    • Complexities of Hedging Mortgages
    • Breeden, Douglas T. "Complexities of Hedging Mortgages." Journal of Fixed Income 4, no. 3 (1994), 6-41.
    • (1994) Journal of Fixed Income , vol.4 , Issue.3 , pp. 6-41
    • Breeden, D.T.1
  • 5
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    • The Determinants of Expected Returns on Mortgage-Backed Securities: An Empirical Analysis of Option-Adjusted Spreads
    • Brown, David T. "The Determinants of Expected Returns on Mortgage-Backed Securities: An Empirical Analysis of Option-Adjusted Spreads." Journal of Fixed Income 9, no. 2 (1999), 8-18.
    • (1999) Journal of Fixed Income , vol.9 , Issue.2 , pp. 8-18
    • Brown, D.T.1
  • 6
    • 1642571193 scopus 로고    scopus 로고
    • An Economic Analysis of Freddie Mac's (and Fannie Mae's) Contribution to Liquidity in the Residential Mortgage-Backed Securities Market during the Credit Crunch of 1998
    • Capital Economics, Pennsylvania Avenue, NW, Washington, DC, May
    • Capital Economics. "An Economic Analysis of Freddie Mac's (and Fannie Mae's) Contribution to Liquidity in the Residential Mortgage-Backed Securities Market During the Credit Crunch of 1998." Working paper, 1299 Pennsylvania Avenue, NW, Washington, DC, May 2000.
    • (2000) Working Paper , vol.1299
  • 7
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    • The Effects of the Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation on Conventional Fixed-Rate Mortgage Yields
    • U.S. Department of Housing and Urban Development, Office of Policy Development and Research, May
    • Cotterman, Robert F., and James E. Pearce. The Effects of the Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation on Conventional Fixed-Rate Mortgage Yields, in Studies on Privatizing Fannie Mae and Freddie Mac (U.S. Department of Housing and Urban Development, Office of Policy Development and Research, May 1996), 97-168.
    • (1996) Studies on Privatizing Fannie Mae and Freddie Mac , pp. 97-168
    • Cotterman, R.F.1    Pearce, J.E.2
  • 9
    • 10844289256 scopus 로고    scopus 로고
    • Linkages between the Secondary and Primary Markets for Mortgages: The Role of Retained Portfolio Investments of the Government-sponsored Enterprises
    • in press
    • González-Rivera, Gloria. "Linkages between the Secondary and Primary Markets for Mortgages: The Role of Retained Portfolio Investments of the Government-sponsored Enterprises." Journal of Fixed Income (2001) (in press).
    • (2001) Journal of Fixed Income
    • González-Rivera, G.1
  • 10
    • 0041565087 scopus 로고
    • A Simple Statistical Framework for Modeling Burnout and Refinancing Behavior
    • Hayre, Lakhbir. "A Simple Statistical Framework for Modeling Burnout and Refinancing Behavior." Journal of Fixed Income 4, no. 3 (1994), 69-74.
    • (1994) Journal of Fixed Income , vol.4 , Issue.3 , pp. 69-74
    • Hayre, L.1
  • 12
    • 1642571192 scopus 로고    scopus 로고
    • On the Origin and Interpretation of OAS
    • Kupiec, Paul, and Adama Kah. "On the Origin and Interpretation of OAS." Journal of Fixed Income 9, no. 3 (1999), 82-92.
    • (1999) Journal of Fixed Income , vol.9 , Issue.3 , pp. 82-92
    • Kupiec, P.1    Kah, A.2
  • 13
    • 1642571190 scopus 로고    scopus 로고
    • Statement before the Task Force on Housing and Infrastructure, Committee on the Budget, U.S. House of Representatives, July 25
    • Miles, Barbara. Implications of the Debt Held by Housing Related Government Sponsored Enterprises, (Statement before the Task Force on Housing and Infrastructure, Committee on the Budget, U.S. House of Representatives, July 25, 2000).
    • (2000) Implications of the Debt Held by Housing Related Government Sponsored Enterprises
    • Miles, B.1
  • 14
    • 0011656140 scopus 로고
    • Mortgage Prepayments: A New Model for a New Era
    • Patruno, Gregg N. "Mortgage Prepayments: A New Model for a New Era." Journal of Fixed Income 4, no. 3 (1994), 42-56.
    • (1994) Journal of Fixed Income , vol.4 , Issue.3 , pp. 42-56
    • Patruno, G.N.1
  • 15
    • 0001849359 scopus 로고
    • Prepayments on Fixed-rate Mortgage-backed Securities
    • Spring
    • Richard, Scott F., and Richard Roll. "Prepayments on Fixed-rate Mortgage-backed Securities." Journal of Portfolio Management (Spring 1989), 73-82.
    • (1989) Journal of Portfolio Management , pp. 73-82
    • Richard, S.F.1    Roll, R.2
  • 16
    • 1642530458 scopus 로고    scopus 로고
    • The Structure of the Mortgage Market in the United States: A Model of Dueling Charters
    • June
    • Van Order, Robert. "The Structure of the Mortgage Market in the United States: A Model of Dueling Charters." Freddie Mac working paper, June 2000.
    • (2000) Freddie Mac Working Paper
    • Van Order, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.