The aim of the project is to undertake a study of the feasibility of establishing methods and indicators to measure the costs and benefits of diversity policies in companies in a European context to enable the effectiveness of such policies and practices to be properly assessed and disseminated....

We provide an overview of data requirements necessary to monitor repurchase agreements (repos) and securities lending (sec lending) markets for the purposes of informing policymakers and researchers about firm-level and systemic risk. We start by explaining the functioning of these markets, and...

This paper considers the problem of forecasting in large macroeconomic panels using Bayesian model averaging. Practical methods for implementing Bayesian model averaging with factor models are described. These methods involve algorithms that simulate from the space defined by all possible...