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...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | en |
| Published: |
Universiti Utara Malaysia
2007
|
| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/101/1/Mukaramah_Harun.pdf https://repo.uum.edu.my/id/eprint/101/ http://ijms.uum.edu.my |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!