beginnings of real estate derivative markets is the advance in home price index construction methods, notably the repeat sales …

derivative usage is most common, followed closely by interest rate derivatives, with commodity derivatives a distant third. In …This paper is a comparative study of the responses to the 1995 Wharton School survey of derivative usage among US non … both size and industry composition. We find that German firms are more likely to use derivatives than US firms, with 78% of …

lower bounds on the reservation purchase price of these derivatives are derived in the presence of proportional transaction …

particularly acute for markets where traders rely heavily on a specific empirical model such as in derivative markets. Asset … intermediary makes a market for a propriety derivative security. The market-maker chooses bid and ask prices for the derivative …

estimation period may be preferable to estimating specification parameters from all available observations. Finally, the hedging …

market countries (Brazil, Russia, India and China), adding constraints that reflect a central bank's desire to hold a sizable …