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Federal Reserve Bank of St. Louis - International Economic Trends

Federal Reserve Bank <Saint Louis, Mo.>

The quarterly International Economic Trends is a compilation of data on the G-7 countries and the euro area, including output, inflation, labor markets, interest rates, government budgets, international trade, and more. A brief essay in each issue covers a topic relevant to international economics.

Persistent link: https://www.econbiz.de/10005842861

Hedging Housing Risk

Englund, Peter; Hwang, Min; Quigley, John M. - University of California - Berkley Program of Housing … - 2000

This paper analyses derives market-wide price and return series for housing investment during a 13-year period, and it also provides estimates of the individual-specific, idiosyncratic, variation in housing returns.

Persistent link: https://www.econbiz.de/10005843241

Ableitung eines Inputpreisindex für den deutschen Eisenbahninfrastruktursektor

Müller, Gernot - Wissenschaftliches Institut für Infrastruktur und … - 2009

Varianten einesgeeigneten Inputpreisindex. Ein solcher Index bietet auch bei der kostenorientiertenEntgeltregulierung …

Persistent link: https://www.econbiz.de/10008785048

The distribution of households consumption-expenditure budget shares

Barigozzi, Matteo; Alessi, Lucia; Capasso, Marco; … - European Central Bank - 2009

This paper explores the statistical properties of household consumption-expenditurebudget share distributions —defined as the share of household total expenditure spentfor purchasing a specific category of commodities— for a large sample of Italianhouseholds in the period 1989-2004. We find...

Persistent link: https://www.econbiz.de/10005866522

Arbitrage Free Price Bounds for Property Derivatives

Syz, J.; Vanini, Paolo - Swiss National Centre of Competence in Research North … - 2009

Market frictions inhibit perfect replication of property derivatives and dene the property spreadas a price measure in the incomplete real estate market. We identify transaction costs, transactiontime and short sale constraints as the main frictions in this market. Based on these frictions,...

Persistent link: https://www.econbiz.de/10005868723

PRICE INDEX DISTRIBUTION AND UTILITARIANSOCIAL EVALUATION FUNCTIONS

Muller, Christophe - University <Nottingham> / Department of Economics - 2000

bounds are inequality measures withoutprice index dispersion... …

Persistent link: https://www.econbiz.de/10005869082

Part VI. United Kingdom

Mishkin, Frederic S.; Posen, Adam Simon - Federal Reserve Bank <New York, NY> - 1997

[...]Like the other countries examined, the United Kingdomadopted inflation targets after a successful disinflation.Unlike these countries, however, the UnitedKingdom took this step in the aftermath of a foreignexchange rate crisis in order to restore a nominalanchor and to lock in past...

Persistent link: https://www.econbiz.de/10005870264

Conditional Dependency of Financial Series: The Copula-GARCH Model

Jondeau, Eric; Rockinger, Michael - 2002

This paper developes a new methodology to measure conditional dependency between time series each driven by complicated marginal distributions.

Persistent link: https://www.econbiz.de/10005843431

Leitfaden zum bayerischen Aktienindex BayX30 :Version 2.7 - November 2007

In dem vorliegenden Leitfaden zum Bayerischen Aktienindex BayX30 wird das allgemeine Konzept des BayX30 erläutert. Hier … finden Sie eine komplette Übersicht der Grundlagen, Zusammensetzung und Berechnung dieses Index. Der BayX30 ist ein … Aktienindex der Bayerischen Landesbank, der von der Deutschen Börse berechnet und verteilt wird. …

Persistent link: https://www.econbiz.de/10005844329

A Multi-perspective Assessment of Implied Volatility Using S&P 100 and NASDAQ Index Options

Teoman, Tuygan - 2002

from January 1996 to November 2001. The monthly-implied volatility and actual volatility of both S&P 100 and NASDAQ index …

Persistent link: https://www.econbiz.de/10005847052