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GSE impact on rural mortgage markets

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  • Ambrose, Brent W.
  • Buttimer, Richard Jr.

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  • 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.
  • Handle: RePEc:eee:regeco:v:35:y:2005:i:4:p:417-443
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    References listed on IDEAS

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    1. James W. Kolari & Donald R. Fraser & Ali Anari, 1998. "The Effects of Securitization on Mortgage Market Yields: A Cointegration Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 26(4), pages 677-693.
    2. Charles S. Morris & Robert Neal & Doug Rolph, 1998. "Credit spreads and interest rates : a cointegration approach," Research Working Paper 98-08, Federal Reserve Bank of Kansas City.
    3. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    4. Mary G. McGarvey & Mark Meador, 1991. "Mortgage Credit Availability, Housing Starts and the Integration of Mortgage and Capital Markets: New Evidence Using Linear Feedback," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 19(1), pages 25-40.
    5. Ambrose, Brent W & Buttimer, Richard J, Jr & Capone, Charles A, 1997. "Pricing Mortgage Default and Foreclosure Delay," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 314-325, August.
    6. Gregory R. Duffee, 1998. "The Relation Between Treasury Yields and Corporate Bond Yield Spreads," Journal of Finance, American Finance Association, vol. 53(6), pages 2225-2241, December.
    7. Patric H. Hendershott & James D. Shilling & Kevin E. Villani, 1983. "Measurement of the Spreads Between Yields on Various Mortgage Contracts and Treasury Securities," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 11(4), pages 476-490.
    8. Richard L. Haney, Jr., 1988. "Sticky Mortgage Rates: Some Empirical Evidence," Journal of Real Estate Research, American Real Estate Society, vol. 3(1), pages 61-73.
    9. Paul Schnitzel, 1986. "Do Deposit Rates Cause Mortgage Loan Rates?: The Evidence from Causality Tests," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 14(3), pages 448-464.
    10. Brent W. Ambrose & Michael LaCour-Little & Anthony B. Sanders, 2004. "The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(4), pages 541-569, December.
    11. Granger, Clive W J, 1986. "Developments in the Study of Cointegrated Economic Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 213-228, August.
    12. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    13. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
    14. Hendershott, Patric H. & Van Order, Robert, 1989. "Integration of mortgage and capital markets and the accumulation of residential capital," Regional Science and Urban Economics, Elsevier, vol. 19(2), pages 189-210, May.
    15. Hendershott, Patric H & Shilling, James D, 1989. "The Impact of the Agencies on Conventional Fixed-Rate Mortgage Yields," The Journal of Real Estate Finance and Economics, Springer, vol. 2(2), pages 101-115, June.
    16. Ambrose, Brent W & Buttimer, Richard & Thibodeau, Thomas, 2001. "A New Spin on the Jumbo/Conforming Loan Rate Differential," The Journal of Real Estate Finance and Economics, Springer, vol. 23(3), pages 309-335, November.
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    Cited by:

    1. Richard K. Green & Susan M. Wachter, 2005. "The American Mortgage in Historical and International Context," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 93-114, Fall.
    2. Benjamin Liu & Donghui Li & Eduardo Roca, 2009. "What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition," Discussion Papers in Finance finance:200901, Griffith University, Department of Accounting, Finance and Economics.
    3. Wayne Passmore & Shane M. Sherlund & Gillian Burgess, 2005. "The Effect of Housing Government-Sponsored Enterprises on Mortgage Rates," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(3), pages 427-463, September.
    4. Anthony Pennington-Cross & Giang Ho, 2008. "Predatory Lending Laws and the Cost of Credit," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(2), pages 175-211, June.
    5. Tim Critchfield & Jaya Dey & Nuno Mota & Saty Patrabansh, 2018. "Mortgage Experiences of Rural Borrowers in the United States: Insights from the National Survey of Mortgage Originations," NMDB Staff Working Papers 18-01, Federal Housing Finance Agency.

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