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- Title
Co-Integration between Mortgage Markets in the Monetary Union: 1995-2008.
- Authors
Andió, Carmen López; Maside Sanfiz, José Manuel; Penabad, M<sup>a</sup> Celia López
- Abstract
This study provides evidence on the level of integration within the European Monetary Union mortgage markets between 1995 and 2008. The relationships between national mortgage markets are analyzed and an assessment is made of the extent to which these co-integrate with one another and with the average. In order to achieve this, mortgage interest rate series are studied using co-integration methodology. The process reveals that there are few relationships of this kind, and those that exist are most prevalent in the period 2000-2005 and, to a lesser extent, at the end of the period analyzed.
- Subjects
MORTGAGES; MONETARY unions; INVESTMENT interest; FEDERAL funds market (U.S.); DEMAND for money; MONETARY policy; MONETARY systems; ECONOMIC indicators; EUROPEAN Union
- Publication
Finance a Uver: Czech Journal of Economics & Finance, 2010, Vol 60, Issue 1, p40
- ISSN
0015-1920
- Publication type
Article