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Citations for "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures"

by Robert J. Shiller

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  1. Robert J. Shiller & Stefano Athanasoulis, 1995. "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," NBER Working Papers 5095, National Bureau of Economic Research, Inc.
  2. Shiller, R.J. & Schneider, R., 1995. "Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management," Papers, Yale - Economic Growth Center 730, Yale - Economic Growth Center.
  3. Kevin Huang, . "On infinite-horizon minimum-cost hedging under cone constraints," Working Papers, Utah State University, Department of Economics 2000-22, Utah State University, Department of Economics.
  4. Frank Fabozzi & Robert Shiller & Radu Tunaru, 2009. "Property Derivatives for Managing European Real-Estate Risk," Yale School of Management Working Papers, Yale School of Management amz2652, Yale School of Management, revised 01 Sep 2009.
  5. Bradford Case & Susan Wachter, 2005. "Residential real estate price indices as financial soundness indicators: methodological issues," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements (ed.), Real estate indicators and financial stability, volume 21, pages 197-211 Bank for International Settlements.
  6. Stefano Athanasoulis & Robert J. Shiller, 2001. "Defining Residual Risk-Sharing Opportunities: Pooling World Income Components," Yale School of Management Working Papers, Yale School of Management ysm209, Yale School of Management.
  7. Robert J. Shiller, 1997. "Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1145, Cowles Foundation for Research in Economics, Yale University.
  8. Robert J. Shiller, 2008. "Derivatives Markets for Home Prices," NBER Working Papers 13962, National Bureau of Economic Research, Inc.
  9. James Hansen, 2006. "Australian House Prices: A Comparison of Hedonic and Repeat-sales Measures," RBA Research Discussion Papers, Reserve Bank of Australia rdp2006-03, Reserve Bank of Australia.
  10. Eric Clapham & Peter Englund & John M. Quigley & Christian L. Redfearn, 2004. "Revisiting the Past: Revision in Repeat Sales and Hedonic Indexes of House Prices," Working Paper, USC Lusk Center for Real Estate 8594, USC Lusk Center for Real Estate.
  11. Bourassa, Steven C. & Hoesli, Martin & Sun, Jian, 2006. "A simple alternative house price index method," Journal of Housing Economics, Elsevier, Elsevier, vol. 15(1), pages 80-97, March.
  12. Bin, Okmyung, 2004. "A prediction comparison of housing sales prices by parametric versus semi-parametric regressions," Journal of Housing Economics, Elsevier, Elsevier, vol. 13(1), pages 68-84, March.
  13. Clapp, John M. & Giaccotto, Carmelo, 1998. "Residential Hedonic Models: A Rational Expectations Approach to Age Effects," Journal of Urban Economics, Elsevier, vol. 44(3), pages 415-437, November.
  14. Robert J. Shiller, 1993. "Aggregate Income Risks and Hedging Mechanisms," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1048, Cowles Foundation for Research in Economics, Yale University.
  15. Robert J. Hill & Daniel Melser, 2007. "Comparing House Prices Across Regions and Time: An Hedonic Approach," Discussion Papers, School of Economics, The University of New South Wales 2007-33, School of Economics, The University of New South Wales.