Skip navigation
Skip navigation

Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration

Wong, Wing-Keung; Penm, Jack HW; Service, David


Recent research has asserted that before 1980, mortgage and capital markets in the USA were not cointegrated as a result of credit rationing, but deregulation of financial institutions led to cointegrated mortgage and capital markets during the 1980s. In

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
Source: International Journal of Services Technology and Management
DOI: 10.1504/IJSTM.2007.013927


File Description SizeFormat Image
01_Wong_Are_mortgage_and_capital_2007.pdf1.3 MBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator