Are property derivatives a leading indicator of the real estate market?
Year of publication: |
2014
|
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Authors: | Drouhin, Pierre-Arnaud ; Simon, Arnaud |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Appraisal based index | Forward curve | Granger causality | Real estate swap | Derivatives | Real Estate | Stock Market |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Journal of European Real Estate Research, 2014, Vol. 7, no. 2. pp. 158-180.Length: 22 pages |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; D49 - Market Structure and Pricing. Other ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; L11 - Production, Pricing, and Market Structure Size; Size Distribution of Firms ; R30 - Real Estate Markets, Spatial Production Analysis, and Firm Location. General |
Source: |
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