... monetary policy Information shocks Capital controls Housing prices Emerging economies E52 E58 E61 G28 Since financial markets all over the world have integrated more closely over the last few decades, shocks from developed countries such as the USA, which make up the lion’s share, have...

... vector autoregressive (V.A.R.) models to forecast at the same time house prices and interest rates. Reverse mortgage Risk-neutral valuation Time-series risk analysis Lee-Carter Equity release Option premium D14 G21 G23 G28 The US was the first country to implement an R.M. program...