Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration
dc.contributor.author | Wong, Wing-Keung | |
dc.contributor.author | Penm, Jack HW | |
dc.contributor.author | Service, David | |
dc.date.accessioned | 2015-12-08T22:08:58Z | |
dc.date.issued | 2007 | |
dc.date.updated | 2015-12-08T07:21:22Z | |
dc.description.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 | |
dc.identifier.issn | 1460-6720 | |
dc.identifier.uri | http://hdl.handle.net/1885/28826 | |
dc.publisher | Inderscience Publishers | |
dc.source | International Journal of Services Technology and Management | |
dc.subject | 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 | |
dc.title | Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration | |
dc.type | Journal article | |
local.bibliographicCitation.issue | 4/5 | |
local.bibliographicCitation.lastpage | 420 | |
local.bibliographicCitation.startpage | 403 | |
local.contributor.affiliation | Wong, Wing-Keung, National University of Singapore | |
local.contributor.affiliation | Penm, Jack HW, College of Business and Economics, ANU | |
local.contributor.affiliation | Service, David, College of Business and Economics, ANU | |
local.contributor.authoremail | u9912852@anu.edu.au | |
local.contributor.authoruid | Penm, Jack HW, u7800853 | |
local.contributor.authoruid | Service, David, u9912852 | |
local.description.embargo | 2037-12-31 | |
local.description.notes | Imported from ARIES | |
local.identifier.absfor | 150201 - Finance | |
local.identifier.ariespublication | u8902633xPUB60 | |
local.identifier.citationvolume | 8 | |
local.identifier.doi | 10.1504/IJSTM.2007.013927 | |
local.identifier.scopusID | 2-s2.0-34547320279 | |
local.identifier.uidSubmittedBy | u8902633 | |
local.type.status | Published Version |
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