Is it possible to construct derivatives for the Paris residential market?
Download full text from publisher
Other versions of this item:
- 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
- Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995.
"Market Time and Asset Price Movements: Theory and Estimation,"
Cahiers de recherche
9536, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Christian Gouriéroux & Joanna Jasiak, 1995. "Market Time and Asset Price Movements Theory and Estimation," CIRANO Working Papers 95s-32, CIRANO.
- Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995. "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche 9536, Universite de Montreal, Departement de sciences economiques.
- John M. Clapp & Carmelo Giaccotto, 1999.
"Revisions in Repeat-Sales Price Indexes: Here Today, Gone Tomorrow?,"
Real Estate Economics,
American Real Estate and Urban Economics Association, vol. 27(1), pages 79-104.
- John Clapp, 1998. "Revisions in Repeat Sales Price Indices: Here Today, Gone Tomorrow?," ERES eres1998_128, European Real Estate Society (ERES).
- 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, June.
- 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.
- Spanos,Aris, 1999. "Probability Theory and Statistical Inference," Cambridge Books, Cambridge University Press, number 9780521424080.
- Michel Baroni & Fabrice BartheÂ´leÂ´my & Mahdi Mokrane, 2007. "APCA Factor Repeat Sales Index for Apartment Prices in Paris," Journal of Real Estate Research, American Real Estate Society, vol. 29(2), pages 137-158.
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,"
THEMA Working Papers
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)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ema:worpap:2007-24. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stefania Marcassa). General contact details of provider: http://edirc.repec.org/data/themafr.html .