Co-Integration between Mortgage Markets in the Monetary Union: 1995-2008

被引：0

作者：

Lopez Andion, Carmen ^{[1
]}

Maside Sanfiz, Jose Manuel ^{[1
]}

Lopez Penabad, Ma Celia ^{[1
]}

机构：

[1] Univ Santiago de Compostela, Santiago De Compostela, Spain

来源：

FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE | 2010年 / 60卷 / 01期

关键词：

mortgage market; European Monetary Union; integration; co-integration; rolling regression; TIME-SERIES; INTEGRATION; ROOT; CONVERGENCE; COMPETITION;

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This study provides evidence on the level of integration within the European Monetary Union mortgage markets between 1995 and 2008. The relationships between national mortgage markets are analyzed and an assessment is made of the extent to which these co-integrate with one another and with the average. In order to achieve this, mortgage interest rate series are studied using co-integration methodology. The process reveals that there are few relationships of this kind, and those that exist are most prevalent in the period 2000-2005 and, to a lesser extent, at the end of the period analyzed.

引用

页码：40 / 57

页数：18

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