This article examines changes in the need for housing and the stock of available dwellings. A previous analysis conducted in 2008 indicates that growth in residential construction was lower than growth in demand in the ...

This memo documents the structure and use of weights for observations from the regional network. With effect from round 3/09, observations from the network have been weighted using a new set of weights that better capture ...

Prices in the currency options market can provide an indication of market perceptions of the uncertainty attached to future exchange rates. We have used these option prices to calculate the probability distribution for the ...

This note illustrates the empirical risk/return characteristics of the different risk premia, and how one can design scalable investment strategies to capture systematic risk premia.

The clearing of over-the-counter transactions through central counterparties (CCPs), one of the pillars of financial reform following the crisis of 2007-2008, has promoted CCPs as key elements of the new global financial ...