Relationship between securitisation and residential mortgage market yields in Malaysia: a cointegration approach

This article examines the possible long-run association between residential mortgage securitisation and yield spread for residential mortgage rates in the Malaysian primary markets. The cointegration and error-correction framework was applied to quarterly data from the third quarter of 1988 to the f...

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Bibliographic Details
Main Authors: Harun, Mukaramah, Othman, Yusuf
Format: Article
Language:English
Published: Universiti Utara Malaysia 2007
Subjects:
Online Access:http://repo.uum.edu.my/101/1/Mukaramah_Harun.pdf
http://repo.uum.edu.my/101/
http://ijms.uum.edu.my
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