Forecasting The Inland Empire's Economic Recovery,
2010
Claremont McKenna College
Forecasting The Inland Empire's Economic Recovery, Jesse C. Franklin
CMC Senior Theses
The Inland Empire -Riverside and San Bernardino Counties - was one of the hardest hit areas in all of the United States during the Great Recession. Home prices have declined over 50%, significantly more than the 25% decline in the surrounding Los Angeles County, and housing starts have declined to over 90% from 2005. The Inland Empire has one of the highest unemployment rates in the US at 14.8%. This paper attempts to forecast the recovery for the Inland Empire. Employing univariate forecasts along with VAR(12) forecasts, focusing on housing starts and unemployment rates as the underlying variables, we find …
Determinants Of Implied Volatility Movements In Individual Equity Options,
2010
University of Texas at Arlington
Determinants Of Implied Volatility Movements In Individual Equity Options, Christopher G. Angelo
Finance and Real Estate Dissertations - Archive
In this study, I introduce a parsimonious model that explains implied volatility time series for individual stock options. The current state of risk management for individual equity options still seems to lack the presence of pertinent exogenous variables. This study suggests a few easily observable variables that can be used to explain the changes in implied volatilities of stock options. These variables can be used in the risk models in order to more accurately manage option positions for individual stocks. The first chapter provides a motivation for the VIX as the primary explanatory variable for changes in implied volatility. It …
Changing Patterns Xvi: Mortgage Lending To Traditionally Underseved Borrowers & Neighborhoods In Boston, Greater Boston And Massachusetts, 2008,
2010
University of Massachusetts Boston
Changing Patterns Xvi: Mortgage Lending To Traditionally Underseved Borrowers & Neighborhoods In Boston, Greater Boston And Massachusetts, 2008, Jim Campen
Gastón Institute Publications
This is the sixteenth in the annual series of Changing Patterns reports prepared for the Massachusetts Community & Banking Council (MCBC) by the present author. The series is aptly named: mortgage lending since 1990 has indeed been characterized by “changing patterns.” In recent years, the major focus of the series shifted from concern for fair access to credit for traditionally underserved borrowers and neighborhoods to concern for access to fair credit for these same borrowers and neighborhoods. This reflects the extent to which the problem of redlining had become overshadowed by the problem of reverse redlining, whereby areas that …
