Bubnys, Edward L; Khaksari, Shahriar; Tarimcilar, Murat - In: The Journal of Real Estate Finance and Economics 7 (1993) 2, pp. 99-115
Increasing popularity of investments in mortgage-backed securities has led to closer integration of the mortgage market into traditional capital markets. Using monthly returns during 1982-1988 for common stocks, Treasury bonds and GNMA and FHLMC mortgage-backed securities, the interbattery...
