Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration

Citation

Wong, W, Penm, J & Service, D 2007, 'Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration', International Journal of Services Technology and Management, vol. 8, no. 4/5, pp. 403-420.

Year

2007

ANU Authors

Field of Research

  • Finance

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