An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac

Journal of Monetary Economics

Volumn 53, Issue 1, 2006, Pages 155-176

  Lucas, Deborah ^a,b   McDonald, Robert L ^a  

^a NORTHWESTERN UNIVERSITY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Financial institutions; Options pricing; Value at risk

Indexed keywords

EID: 31344460998     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2005.10.001     Document Type: Article

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