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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Main Authors: | Harun, Mukaramah, Othman, Yusuf |
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格式: | Article |
語言: | English |
出版: |
Universiti Utara Malaysia
2007
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在線閱讀: | 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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