Is it possible to construct derivatives for the Paris residential market?
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- Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "Is It Possible to Construct Derivatives for the Paris Residential Market?," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 233-264, October.
- Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007. "Is it possible to construct derivatives for the Paris residential market?," ESSEC Working Papers DR 07026, ESSEC Research Center, ESSEC Business School.
References listed on IDEAS
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9536, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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- Clapham, Eric & Englund, Peter & Quigley, John M. & Redfearn, Christian L., 2007. "Revisiting the Past and Settling the Score: Index Revision for House Price Derivatives," Berkeley Program on Housing and Urban Policy, Working Paper Series qt1m2340dt, Berkeley Program on Housing and Urban Policy.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Baroni Michel & Barthélémy Fabrice & Mokrane Madhi, 2009.
"A repeat sales index robust to small datasets,"
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2009-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Michel Baroni & Fabrice Barthélémy & Mokrane Mahdi, 2009. "A Repeat Sales Index Robust to Small Datasets," Post-Print hal-00551732, HAL.
- Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2009. "A repeat sales index Robust to small datasets," ESSEC Working Papers DR 09003, ESSEC Research Center, ESSEC Business School.
- DeForest McDuff, 2012. "Home Price Risk, Local Market Shocks, and Index Hedging," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 212-237, June.
More about this item
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-11-10 (All new papers)
- NEP-EEC-2007-11-10 (European Economics)
- NEP-URE-2007-11-10 (Urban & Real Estate Economics)
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