Temporal relationships among adjustable-rate mortgage indexes

• 1 December 1991
• journal article
• Published by Springer Nature in The Journal of Real Estate Finance and Economics
• Vol. 4  (4)
• https://doi.org/10.1007/bf00219507

Abstract

Keywords

• ADJUSTABLE-RATE MORTGAGE
• COINTEGRATION
• GRANGER CAUSALITY
• MORTGAGE PRICING