This study employs the generalized autoregressive conditionally heteroskedastic in the
mean (GARCH-M) methodology to investigate the return generating process of real estate …

Loan purchase and securitization by Freddie Mac, Fannie Mae and private-label commercial
mortgage-backed securities (CMBS) grew rapidly during the 1990s and accounted for more …

The study analyzes the influence of macroeconomic news announcements on (a) interest
rates for commercial mortgages, residential mortgages, 10-year Treasury notes, and Baa …

FINANCIAL REFORM AND THE SUBSIDIZATION OF SOPHISTICATED INVESTORS'
IGNORANCE IN SECURITIZATION MARKETS Page 1 FINANCIAL REFORM AND THE …

The 10-year Treasury rate has long been considered the primary determinant of 30-year
mortgage interest rates. The contemporaneous 10-year LIBOR swap rate is shown to better …

This paper investigates the impact of securitisation and structural changes of the Australian
mortgage market on bank pricing behaviour. Since the mid-1990s, securitisation has …

Recent research has asserted that before 1980, mortgage and capital markets in the USA
were not cointegrated as a result of credit rationing, but deregulation of financial institutions …

In this paper we explore the determinants of mortgage loans interest rates in Colombia
during the period January 2002-June 2006. We find that the main macroeconomic …

In this article, monthly data on 30-year fixed-rate conventional mortgage rate and 10-year
constant maturity Treasury yield for the period from April, 1971 to December, 2003 is used to …

Purpose The transmission of monetary policy rates to lending rates is viewed as a crucial
path of monetary policy. As an integral part of the financial system and the recent financial …