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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. Steven C. Bourassa & Martin Hoesli & Jian Sun, 2004. "A Simple Alternative House Price Index Method," FAME Research Paper Series rp119, International Center for Financial Asset Management and Engineering.
  2. Kevin Huang, . "On infinite-horizon minimum-cost hedging under cone constraints," Working Papers 2000-22, Utah State University, Department of Economics.
  3. Shiller, Robert J & Schneider, Ryan, 1998. "Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 44(2), pages 163-82, June.
  4. 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 8594, USC Lusk Center for Real Estate.
  5. Shiller, Robert J., 2008. "Derivatives Markets for Home Prices," Working Papers 46, Yale University, Department of Economics.
  6. Robert J. Hill & Daniel Melser, 2007. "Comparing House Prices Across Regions and Time: An Hedonic Approach," Discussion Papers 2007-33, School of Economics, The University of New South Wales.
  7. James Hansen, 2006. "Australian House Prices: A Comparison of Hedonic and Repeat-sales Measures," RBA Research Discussion Papers rdp2006-03, Reserve Bank of Australia.
  8. Robert J. Shiller, 1993. "Aggregate Income Risks and Hedging Mechanisms," NBER Working Papers 4396, National Bureau of Economic Research, Inc.
  9. Robert J. Shiller & Stefano G. Athanasoulis, 1997. "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," Cowles Foundation Discussion Papers 1097, Cowles Foundation for Research in Economics, Yale University.
  10. Bradford Case & Susan Wachter, 2005. "Residential real estate price indices as financial soundness indicators: methodological issues," BIS Papers chapters, in: Bank for International Settlements (ed.), Real estate indicators and financial stability, volume 21, pages 197-211 Bank for International Settlements.
  11. 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.
  12. Thion, Bernard & Chameeva, Tatiana Bouzdine, 2001. "Comparative Analysis of Several Models of Price Indices in Real Estate Transactions," ERES eres2001_285, European Real Estate Society (ERES).
  13. Athanasoulis, Stefano G. & Shiller, Robert J., 2002. "Defining residual risk-sharing opportunities: Pooling world income components," Research in Economics, Elsevier, vol. 56(1), pages 61-84, June.
  14. Robert J. Shiller, 1997. "Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations," Cowles Foundation Discussion Papers 1145, Cowles Foundation for Research in Economics, Yale University.
  15. Bin, Okmyung, 2004. "A prediction comparison of housing sales prices by parametric versus semi-parametric regressions," Journal of Housing Economics, Elsevier, vol. 13(1), pages 68-84, March.
  16. Frank Fabozzi & Robert Shiller & Radu Tunaru, 2009. "Property Derivatives for Managing European Real-Estate Risk," Yale School of Management Working Papers amz2652, Yale School of Management, revised 01 Sep 2009.
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