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

10.1504/IJSTM.2007.013927

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Bibliographic Details
Main Authors: Wong, W.-K., Penm, J., Service, D.
Other Authors: ECONOMICS
Format: Article
Published: 2011
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/22379
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-223792023-10-30T21:55:08Z Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration Wong, W.-K. Penm, J. Service, D. ECONOMICS Capital markets Mortgage markets Time-varying cointegration 10.1504/IJSTM.2007.013927 International Journal of Services, Technology and Management 8 4-5 403-420 2011-05-03T08:09:17Z 2011-05-03T08:09:17Z 2007 Article Wong, W.-K., Penm, J., Service, D. (2007). Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration. International Journal of Services, Technology and Management 8 (4-5) : 403-420. ScholarBank@NUS Repository. https://doi.org/10.1504/IJSTM.2007.013927 14606720 1741525X http://scholarbank.nus.edu.sg/handle/10635/22379 000216506700009 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Capital markets
Mortgage markets
Time-varying cointegration
spellingShingle Capital markets
Mortgage markets
Time-varying cointegration
Wong, W.-K.
Penm, J.
Service, D.
Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration
description 10.1504/IJSTM.2007.013927
author2 ECONOMICS
author_facet ECONOMICS
Wong, W.-K.
Penm, J.
Service, D.
format Article
author Wong, W.-K.
Penm, J.
Service, D.
author_sort Wong, W.-K.
title Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration
title_short Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration
title_full Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration
title_fullStr Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration
title_full_unstemmed Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration
title_sort are mortgage and capital markets integrated in the usa? a study of time-varying cointegration
publishDate 2011
url http://scholarbank.nus.edu.sg/handle/10635/22379
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