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

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

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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

dc.contributor.authorWong, Wing-Keung
dc.contributor.authorPenm, Jack HW
dc.contributor.authorService, David
dc.date.accessioned2015-12-08T22:08:58Z
dc.identifier.issn1460-6720
dc.identifier.urihttp://hdl.handle.net/1885/28826
dc.description.abstractRecent 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
dc.publisherInderscience Publishers
dc.sourceInternational Journal of Services Technology and Management
dc.subjectKeywords: Capital markets; Cointegration relationship; Mortgage; Time-varying cointegration~; Marketing; Parameter estimation; Problem solving; Time varying networks; Industrial economics Capital markets; Mortgage markets; Time-varying cointegration
dc.titleAre mortgage and capital markets integrated in the USA? A study of time-varying cointegration
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume8
dc.date.issued2007
local.identifier.absfor150201 - Finance
local.identifier.ariespublicationu8902633xPUB60
local.type.statusPublished Version
local.contributor.affiliationWong, Wing-Keung, National University of Singapore
local.contributor.affiliationPenm, Jack HW, College of Business and Economics, ANU
local.contributor.affiliationService, David, College of Business and Economics, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.issue4/5
local.bibliographicCitation.startpage403
local.bibliographicCitation.lastpage420
local.identifier.doi10.1504/IJSTM.2007.013927
dc.date.updated2015-12-08T07:21:22Z
local.identifier.scopusID2-s2.0-34547320279
CollectionsANU Research Publications

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