The Effects of Securitization on Mortgage Market Yields: A Cointegration Analysis
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- Allen Huang & Benjamin Liu, 2013. "The GST and mortgage costs: Australian evidence," Discussion Papers in Finance finance:201302, Griffith University, Department of Accounting, Finance and Economics.
- Xin Long & Mangal Goswami & Andreas Jobst, 2009. "An Investigation of Some Macro-Financial Linkages of Securitization," IMF Working Papers 09/26, International Monetary Fund.
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- Arturo Estrella, 2002. "Securitization and the efficacy of monetary policy," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 243-255.
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- Yener Altunbas & Leonardo Gambacorta & David Marques, 2008. "Securitization and the bank lending channel," Proceedings 1101, Federal Reserve Bank of Chicago.
- Yener Altunbas & Leonardo Gambacorta & David Marquï¿½s, 2007. "Securitisation and the bank lending channel," Temi di discussione (Economic working papers) 653, Bank of Italy, Economic Research and International Relations Area.
- Liu, Benjamin & Skully, Michael, 2005. "The determinants of mortgage yield spread differentials: Securitization," Journal of Multinational Financial Management, Elsevier, vol. 15(4-5), pages 314-333, October.
- Ambrose, Brent W. & Buttimer, Richard Jr., 2005. "GSE impact on rural mortgage markets," Regional Science and Urban Economics, Elsevier, vol. 35(4), pages 417-443, July.
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- Andreas Lehnert & Wayne Passmore & Shane Sherlund, 2008.
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- Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2006. "GSEs, mortgage rates, and secondary market activities," Finance and Economics Discussion Series 2006-30, Board of Governors of the Federal Reserve System (U.S.).
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- Loutskina, Elena, 2011. "The role of securitization in bank liquidity and funding management," Journal of Financial Economics, Elsevier, vol. 100(3), pages 663-684, June.
- Amelia Pais, 2008. "Securitization and Rate Setting in the UK Mortgage Market-super-," International Review of Finance, International Review of Finance Ltd., vol. 8(1-2), pages 57-80.
- Karen E. Dynan, 2009. "Changing Household Financial Opportunities and Economic Security," Journal of Economic Perspectives, American Economic Association, vol. 23(4), pages 49-68, Fall.
- Karen E. Dynan & Donald L. Kohn, 2007. "The rise in U.S. household indebtedness: causes and consequences," Finance and Economics Discussion Series 2007-37, Board of Governors of the Federal Reserve System (U.S.).
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