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Derivatives Markets for Home Prices
Shiller, Robert J. - 2008
beginnings of real estate derivative markets is the advance in home price index construction methods, notably the repeat sales …
Persistent link: https://www.econbiz.de/10012464687
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Aggregate Income Risks and Hedging Mechanisms
Shiller, Robert J. - 1993
comparable to that of returns in stock markets. Evidence is shown that there may be only minimal possibility of cross hedging … examined. Such markets, by allowing hedging of these aggregate income risks, might make for dramatically more effective …
Persistent link: https://www.econbiz.de/10012474555
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Measuring Asset Values for Cash Settlement in Derivative Markets : Hedonic Repeated Measures indices and Perpetual Futures
Shiller, Robert J. - 1993
Two proposals are made that may facilitate the creation of derivative market instruments, such as futures contracts …
Persistent link: https://www.econbiz.de/10012474332
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Mortgage Default Risk and Real Estate Prices : The Use of Index-Based Futures and Options in Real Estate
Case, Karl E. - 1995
Evidence is shown, using US foreclosure data by state 1975-93, that periods of high default rates on home mortgages strongly tend to follow real estate price declines or interruptions in real estate price increase. The relation between price decline and foreclosure rates is modelled using a...
Persistent link: https://www.econbiz.de/10012473809