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The Integration of Mortgage and Capital Markets in Emerging Economies—Evidence from South Africa

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  • Frank Gyamfi-Yeboah
  • Alan Ziobrowski

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  • Frank Gyamfi-Yeboah & Alan Ziobrowski, 2010. "The Integration of Mortgage and Capital Markets in Emerging Economies—Evidence from South Africa," The Journal of Real Estate Finance and Economics, Springer, vol. 41(3), pages 339-353, October.
    • Handle: RePEc:kap:jrefec:v:41:y:2010:i:3:p:339-353
    DOI: 10.1007/s11146-009-9166-2
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    References listed on IDEAS

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    1. Mary G. McGarvey & Mark Meador, 1991. "Mortgage Credit Availability, Housing Starts and the Integration of Mortgage and Capital Markets: New Evidence Using Linear Feedback," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 19(1), pages 25-40, March.
    2. Dwight M. Jaffee & Kenneth T. Rosen, 1979. "Mortgage Credit Availability and Residential Construction," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 10(2), pages 333-386.
    3. Engle, Robert F. & Yoo, Byung Sam, 1987. "Forecasting and testing in co-integrated systems," Journal of Econometrics, Elsevier, vol. 35(1), pages 143-159, May.
    4. Steven Todd, 2001. "The Effects of Securitization on Consumer Mortgage Costs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 29(1), pages 29-54.
    5. Howard L. Roth, 1988. "Volatile mortgage rates - a new fact of life?," Economic Review, Federal Reserve Bank of Kansas City, vol. 73(Mar), pages 16-28.
    6. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    7. Hendershott, Patric H. & Van Order, Robert, 1989. "Integration of mortgage and capital markets and the accumulation of residential capital," Regional Science and Urban Economics, Elsevier, vol. 19(2), pages 189-210, May.
    8. Paul R. Goebel & Christopher K. Ma, 1993. "The Integration of Mortgage Markets and Capital Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 21(4), pages 511-538, December.
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    Cited by:

    1. Eduardo Fernandes Cazassa & Richard Saito, 2016. "Rating para CRIs: vale a pena?," LARES lares-16-cazassa_ratings_, Latin American Real Estate Society (LARES).

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