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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
UUM Press
2007-06-01
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| Series: | International Journal of Management Studies |
| Subjects: | |
| Online Access: | https://e-journal.uum.edu.my/index.php/ijms/article/view/9820 |