Mortgage spreads, asset prices, and business cycles in emerging countries
Sign Up to like & getrecommendations! Published in 2021 at "Journal of International Money and Finance"
DOI: 10.1016/j.jimonfin.2021.102370
Abstract: Abstract We investigate an unexplored link between the US mortgage spread and business cycle and asset price fluctuations in emerging market economies (EMEs). Controlling for changes in global financial risk, an increase in the US… read more here.
Keywords: spreads asset; mortgage; mortgage spread; mortgage spreads ... See more keywords