Integration of the Mortgage and Capital Markets in Canada: A Cointegration Analysis
AbstractThis paper examines whether the Bank Act revisions have led to a closer integration of the mortgage with the general capital markets in Canada. More specifically, using monthly data on conventional mortgage interest rates and the Government of Canada bond yields, it examines whether the two interest rates are cointegrated.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Carleton University, Department of Economics in its series Carleton Economic Papers with number 96-06.
Length: 30 pages
Date of creation: Sep 1996
Date of revision: 1996
Publication status: Published: – revised version in Proceedings of the Business and Economic Statistics Section of the Annual Meeting of the American Statistical Association, Washington: American Statistical Association, 1996, pp. 124–129
Contact details of provider:
Postal: 1125 Colonel By Drive, Ottawa Ontario, K1S 5B6 Canada
Find related papers by JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statistics
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Renee Lortie).
If references are entirely missing, you can add them using this form.