A Test of Integration and Cointegration of Commercial Mortgage Rates

Journal of Financial Services Research

Volumn 18, Issue 1, 2000, Pages 45-61

  Sa Aadu, J ^a   Shilling, James D ^b   Wang, George H K ^c  

^a UNIVERSITY OF IOWA   (United States)

^b UNIVERSITY OF WISCONSIN MADISON   (United States)

^c Office of the Chief Economist   (United States)

Author keywords

Capital markets; Commercial mortgage yields; Integration; Securitization; Treasury Securities Yields

Indexed keywords

EID: 0034551980     PISSN: 09208550     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1026575523385     Document Type: Article

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