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...

詳細記述

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書誌詳細
主要な著者: Harun, Mukaramah, Othman, Yusuf
フォーマット: 論文
言語:English
出版事項: Universiti Utara Malaysia 2007
主題:
オンライン・アクセス: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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