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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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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:	HG Finance
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
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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