Integration of the Mortgage and Capital Markets in Canada: A Cointegration Analysis.

This 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.

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Year of publication:	1996-09
Authors:	Park, Soo-Bin
Institutions:	Carleton University, Department of Economics
Subject:	INTEREST RATE \| common trends \| UNIT ROOTS \| structural breaks

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Series:	Carleton Economic Papers.
Type of publication:	Book / Working Paper
Notes:	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 30 pages
Classification:	E58 - Central Banks and Their Policies ; E40 - Money and Interest Rates. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005260537