Dwight M. Jaffee

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

University of California, Berkeley - Finance Group

Haas School of Business

545 Student Services Building

Berkeley, CA 94720

United States

SCHOLARLY PAPERS

25

DOWNLOADS
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Top 9,228

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4,219

CITATIONS
Rank 5,522

SSRN RANKINGS

Top 5,522

in Total Papers Citations

93

Scholarly Papers (25)

1.

The Structure of Banking Systems in Developed and Transition Economies

EFMA 2000 Athens Meetings
Number of pages: 34 Posted: 10 Sep 2000
Mark Levonian and Dwight M. Jaffee
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and University of California, Berkeley - Finance Group
Downloads 1,271 (11,611)
Citation 18

Abstract:

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2.

Information Asymmetries in the Mortgage-Backed Securities Market

AFA 2006 Boston Meetings Paper
Number of pages: 34 Posted: 13 May 2005
Chris Downing, Dwight M. Jaffee and Nancy Wallace
BlackRock, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 756 (25,412)
Citation 5

Abstract:

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Asymmetric Information, Mortgage-Backed Securities

3.

Strategies to Develop Mortgage Markets in Transition Economies

World Bank Policy Research Working Paper No. 1697
Number of pages: 36 Posted: 20 Apr 2016
Dwight M. Jaffee and Bertrand Renaud
University of California, Berkeley - Finance Group and University of California, Berkeley
Downloads 321 (72,796)
Citation 3

Abstract:

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4.

Reining in Fannie Mae and Freddie Mac

Regulation, Vol. 29, No. 3, pp. 22-27, Fall 2006
Number of pages: 6 Posted: 15 Nov 2006
Dwight M. Jaffee
University of California, Berkeley - Finance Group
Downloads 229 (110,240)

Abstract:

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mortgage market, fannie mae and freddie mac, government-sponsored enterprises, MBS, mortgage backed securities, interest rate risk, securities, funding costs, systemic effects, policy options, portfolio diversification, firm concentration and capital resources, government guarantees, privatization

5.

Reforming Fannie and Freddie

Regulation, Vol. 31, No. 4, Winter 2008-2009
Number of pages: 6 Posted: 19 Feb 2009
Dwight M. Jaffee
University of California, Berkeley - Finance Group
Downloads 208 (119,827)
Citation 1

Abstract:

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Fannie Mae, Freddie Mac, regulation, government-sponsored enterprises, housing, securities, mortage, privatization, mortgage-backed securities, subprime, financial, crisis, conservatorship, Ginnie Mae, Federal Housing Authority, FHA

6.

Controlling the Interest Rate Risk of Fannie Mae and Freddie Mac

Networks Financial Institute Policy Brief, No. 2006-PB-04, April 2006
Number of pages: 41 Posted: 10 Aug 2006
Dwight M. Jaffee
University of California, Berkeley - Finance Group
Downloads 199 (123,151)
Citation 18

Abstract:

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government sponsored enterprises, interest rate risk, government sponsored enterprises regulation

7.

On Limiting the Retained Mortage Portfolios of Fannie Mae and Freddie Mac

Wharton Financial Institution Center Working Paper No. 05-38
Number of pages: 28 Posted: 03 Nov 2005
Dwight M. Jaffee
University of California, Berkeley - Finance Group
Downloads 158 (148,795)
Citation 2

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8.

The Government Sponsored Enterprises: Recovering from a Failed Experiment

UC Berkeley Institute of Business and Economic Research Working Paper No. W09-001
Number of pages: 16 Posted: 30 Sep 2009
Dwight M. Jaffee and John M. Quigley
University of California, Berkeley - Finance Group and University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased)
Downloads 154 (154,254)
Citation 1

Abstract:

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Fannie Mae, Freddie Mac, Systemic Risk

9.

The Impact of Global Capital Flows and Foreign Financing on U.S. Mortgage and Treasury Interest Rates

Research Institute for Housing America Research Paper No. 07-01
Number of pages: 40 Posted: 21 Oct 2009
Ashok Bardhan and Dwight M. Jaffee
University of California, Berkeley - Haas School of Business and University of California, Berkeley - Finance Group
Downloads 74 (248,154)
Citation 1

Abstract:

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Mortgage Rates, Global Capital Flows, China

10.

Comments on the Paper by Lawrence White: 'On Truly Privatizing Fannie Mae and Freddie Mac: Why It's Important and How to Do It'

Wharton Financial Institutions Working Paper No. 05-33
Number of pages: 2 Posted: 02 Nov 2005
Dwight M. Jaffee
University of California, Berkeley - Finance Group
Downloads 64 (295,769)

Abstract:

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11.

The Future of the Government Sponsored Enterprises: The Role for Government in the U.S. Mortgage Market

NBER Working Paper No. w17685
Number of pages: 91 Posted: 25 Dec 2011
Dwight M. Jaffee and John M. Quigley
University of California, Berkeley - Finance Group and University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased)
Downloads 45 (351,390)

Abstract:

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12.

The Causes and Consequences of Rate Regulation in the Auto Insurance Industry

NBER Working Paper No. w5245
Number of pages: 56 Posted: 27 Jun 2000
Thomas Russell and Dwight M. Jaffee
Santa Clara University - Department of Economics and University of California, Berkeley - Finance Group
Downloads 42 (348,263)
Citation 5

Abstract:

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13.

Long Term Insurance (Lti) for Addressing Catastrophe Risk

NBER Working Paper No. w14210
Number of pages: 37 Posted: 18 Aug 2008 Last Revised: 08 May 2012
Dwight M. Jaffee, Howard Kunreuther and Erwann Michel-Kerjan
University of California, Berkeley - Finance Group, University of Pennsylvania - The Wharton School, Operations, Information and Decisions Department and University of Pennsylvania - The Wharton School - Center for Risk Management
Downloads 33 (382,355)
Citation 3

Abstract:

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14.

Costs of Financial Distress, Delayed Calls of Convertible Bonds, and the Role of Investment Banks

NBER Working Paper No. w2558
Number of pages: 29 Posted: 06 Apr 2007
Andrei Shleifer and Dwight M. Jaffee
Harvard University - Department of Economics and University of California, Berkeley - Finance Group
Downloads 27 (389,999)
Citation 12

Abstract:

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15.

The Globalization of Information and Capital Mobility

NBER Working Paper No. w3496
Number of pages: 43 Posted: 15 Jul 2004 Last Revised: 23 Jul 2010
William H. Branson and Dwight M. Jaffee
Princeton University - Woodrow Wilson School of Public and International Affairs and University of California, Berkeley - Finance Group
Downloads 25 (410,612)
Citation 1

Abstract:

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16.

Pricing and Capital Allocation for Multiline Insurance Firms

Journal of Risk and Insurance, Vol. 77, No. 3, pp. 551-578, September 2010
Number of pages: 28 Posted: 04 Aug 2010
Rustam Ibragimov, Dwight M. Jaffee and Johan Walden
Harvard University - Department of Economics, University of California, Berkeley - Finance Group and University of California, Berkeley - Finance Group
Downloads 2 (541,183)
Citation 1
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17.

The Application of Monoline Insurance Principles to the Reregulation of Investment Banks and the Gses

Risk Management and Insurance Review, Vol. 12, Issue 1, pp. 11-23, 2009
Number of pages: 13 Posted: 09 Apr 2012
Dwight M. Jaffee
University of California, Berkeley - Finance Group
Downloads 1 (558,870)
Citation 1
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18.

Contingent Convertible Bonds and Capital Structure Decisions

Number of pages: 45 Posted: 01 May 2016
Boris Albul, Dwight M. Jaffee and Alexei Tchistyi
University of California, Berkeley - Haas School of Business, University of California, Berkeley - Finance Group and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 0 (56,642)
Citation 21

Abstract:

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contingent convertible bonds, CoCos

19.

Optimal Insurance with Costly Internal Capital

Risk Management and Insurance Review, Vol. 17, Issue 2, pp. 137-161, 2014
Number of pages: 25 Posted: 16 Sep 2014
Dwight M. Jaffee and Johan Walden
University of California, Berkeley - Finance Group and University of California, Berkeley - Finance Group
Downloads 0 (573,239)
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20.

Housing Policy, Mortgage Policy, and the Federal Housing Administration

Measuring and Managing Financial Risk, University of Chicago Press, Forthcoming
Posted: 26 Nov 2012
Dwight M. Jaffee and John M. Quigley
University of California, Berkeley - Finance Group and University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased)

Abstract:

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21.

Is the Market for Mortgage-Backed Securities a Market for Lemons?

The Review of Financial Studies, Vol. 22, Issue 7, pp. 2257-2294, 2009
Posted: 22 Jun 2009
Chris Downing, Dwight M. Jaffee and Nancy Wallace
affiliation not provided to SSRN, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group

Abstract:

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D82, G13, G14, G21

22.

Nondiversification Traps in Catastrophe Insurance Markets

The Review of Financial Studies, Vol. 22, Issue 3, pp. 959-993, 2009
Posted: 17 Mar 2009
Rustam Ibragimov, Dwight M. Jaffee and Johan Walden
Harvard University - Department of Economics, University of California, Berkeley - Finance Group and University of California, Berkeley - Finance Group

Abstract:

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23.

Innovation, R&D and Offshoring

Posted: 22 Jul 2007
Ashok Bardhan and Dwight M. Jaffee
University of California, Berkeley - Haas School of Business and University of California, Berkeley - Finance Group

Abstract:

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offshoring, innovation, R&D, competitiveness, science and technology policy

24.

The Interest Rate Risk of Fannie Mae and Freddie Mac

Journal of Financial Services Research, Vol. 24, No. 1, pp. 5-29
Posted: 17 Feb 2004
Dwight M. Jaffee
University of California, Berkeley - Finance Group

Abstract:

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Fannie Mae, Freddie Mac, government sponsored enterprises, interest rate risk, mortgage market

25.

Catastrophe Insurance, Capital Markets and Uninsurable Risks

WFIC 96-12
Posted: 14 May 1998
Thomas Russell and Dwight M. Jaffee
Santa Clara University - Department of Economics and University of California, Berkeley - Finance Group

Abstract:

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