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Hedging House Price Risk with CME Futures Contracts: The Case of Las Vegas Residential Real Estate

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Author Info

  • Mark Bertus

    ()

  • Harris Hollans

    ()

  • Steve Swidler

    ()

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s11146-008-9129-z
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    Bibliographic 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: 265-279

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    Handle: RePEc:kap:jrefec:v:37:y:2008:i:3:p:265-279

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

    Related research

    Keywords: Hedging; Risk management; Housing; Residential real estate; G13; R31;

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    References

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    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.:
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    1. Ederington, Louis H, 1979. "The Hedging Performance of the New Futures Markets," Journal of Finance, American Finance Association, vol. 34(1), pages 157-70, March.
    2. Cecchetti, Stephen G & Cumby, Robert E & Figlewski, Stephen, 1988. "Estimation of the Optimal Futures Hedge," The Review of Economics and Statistics, MIT Press, vol. 70(4), pages 623-30, November.
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    Cited by:
    1. Craig Depken & Harris Hollans & Steve Swidler, 2009. "An Empirical Analysis of Residential Property Flipping," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 248-263, October.
    2. M.I. Dröes & H. Garretsen & W.J.J. Manshanden, 2012. "The Diversification Benefits of Free Trade in House Value," Working Papers 12-03, Utrecht School of Economics.
    3. Drouhin, Pierre-Arnaud, 2012. "Caractéristiques statistiques et dynamique de prix des produits dérivés immobiliers," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10918 edited by Batsch, Laurent.
    4. Liu, Peng & Lu, Xiaomeng & Tang, Ke, 2012. "The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand," Journal of Housing Economics, Elsevier, vol. 21(3), pages 211-222.
    5. Dag Einar Sommervoll & Gavin Wood, 2011. "Flips, flops and foreclosures: anatomy of a real estate bubble," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 3(1), pages 66-85, February.
    6. Felix Schindler, 2013. "Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 44-90, January.

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