Cointegration and causal relations in mortgage and capital markets

M Devaney, K Pickerill, F Krause - Journal of Financial Services Research, 1992 - Springer
In years past, credit rationing resulted in the primary mortgage market being “segmented”
from national capital markets. Some research suggests that the deregulation of depository …

[BOOK][B] The Detection and Control of Systematic Prepayment Risk in Mortgage-backed Securities

NJ Lacey - 1985 - search.proquest.com
The objective of this study is to analyze the prepayment option contained in mortgage-
backed securities. The mortgage-backed security has characteristics which are similar to …