Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration
Date
2007
Authors
Wong, Wing-Keung
Penm, Jack HW
Service, David
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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
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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
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Source
International Journal of Services Technology and Management
Type
Journal article
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2037-12-31
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