Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

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

Date

Authors

Wong, Wing-Keung

Penm, Jack HW

Service, David

Publisher

Inderscience Publishers

Abstract

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

Keywords

Keywords: 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

URI

http://hdl.handle.net/1885/28826

Collections

ANU Research Publications

Source

International Journal of Services Technology and Management

Type

Journal article

DOI

10.1504/IJSTM.2007.013927

Restricted until

2037-12-31

Downloads

File

Description

01_Wong_Are_mortgage_and_capital_2007.pdf (1.27 MB)