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Index Revision, House Price Risk, and the Market for House Price Derivatives

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Author Info
Yongheng Deng ()
John Quigley ()

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Abstract

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File URL: http://hdl.handle.net/10.1007/s11146-008-9113-7
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Publisher Info
Article provided by Springer in its journal The Journal of Real Estate Finance and Economics.

Volume (Year): 37 (2008)
Issue (Month): 3 (October)
Pages: 191-209
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:jrefec:v:37:y:2008:i:3:p:191-209

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Web page: http://www.springerlink.com/link.asp?id=102945

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Related research
Keywords: Repeat sales index; Index revision; House price risk; House price derivative; G11; R21; G13;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Case, Karl E & Shiller, Robert J, 1989. "The Efficiency of the Market for Single-Family Homes," American Economic Review, American Economic Association, vol. 79(1), pages 125-37, March. [Downloadable!] (restricted)
    Other versions:
  2. Englund, Peter & Hwang, Min & Quigley, John M, 2002. "Hedging Housing Risk," The Journal of Real Estate Finance and Economics, Springer, vol. 24(1-2), pages 167-200, Jan.-Marc. [Downloadable!] (restricted)
    Other versions:
  3. Iacoviello, Matteo & Ortalo-Magne, Francois, 2003. "Hedging Housing Risk in London," The Journal of Real Estate Finance and Economics, Springer, vol. 27(2), pages 191-209, September. [Downloadable!] (restricted)
    Other versions:
  4. Eric Clapham & Peter Englund & John M. Quigley & Christian L. Redfearn, 2006. "Revisiting the Past and Settling the Score: Index Revision for House Price Derivatives," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 34(2), pages 275-302, 06. [Downloadable!] (restricted)
    Other versions:
  5. Jesse M. Abraham & William S. Schauman, 1991. "New Evidence on Home Prices from Freddie Mac Repeat Sales," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 19(3), pages 333-352. [Downloadable!] (restricted)
  6. William N. Goetzmann & Andrew Caplin & Eric Hangen & Barry Nalebuff & Elisabeth Prentice & John Rodkin & Tom Skinner & Matthew I. Spiegel, 2003. "Home Equity Insurance: A Pilot Project," Yale School of Management Working Papers ysm372, Yale School of Management. [Downloadable!]
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