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Volumn 37, Issue 3, 2008, Pages 191-209

Index revision, house price risk, and the market for house price derivatives

Author keywords

House price derivative; House price risk; Index revision; Repeat sales index

Indexed keywords


EID: 51749088143     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11146-008-9113-7     Document Type: Article
Times cited : (32)

References (15)
  • 1
    • 84983920881 scopus 로고
    • New evidence on home prices from Freddie Mac repeat sales
    • 3
    • Abraham, J. M., & Schauman, W. S. (1991). New evidence on home prices from Freddie Mac repeat sales. AREUEA Journal 19(3):333-352.
    • (1991) AREUEA Journal , vol.19 , pp. 333-352
    • Abraham, J.M.1    Schauman, W.S.2
  • 5
    • 0024569535 scopus 로고
    • The efficiency of the market for single family homes
    • 1
    • Case, K. E., & Shiller, R. J. (1989). The efficiency of the market for single family homes. American Economic Review 79(1):125-137.
    • (1989) American Economic Review , vol.79 , pp. 125-37
    • Case, K.E.1    Shiller, R.J.2
  • 7
    • 0033426265 scopus 로고    scopus 로고
    • Revisions in repeat-sales price indexes: Here today, gone tomorrow?
    • 1
    • Clapp, J. M., & Giaccotto, C. (1999). Revisions in repeat-sales price indexes: Here today, gone tomorrow? Real Estate Economics 27(1):79-104.
    • (1999) Real Estate Economics , vol.27 , pp. 79-104
    • Clapp, J.M.1    Giaccotto, C.2
  • 8
    • 33745292440 scopus 로고    scopus 로고
    • Revisiting the past and settling the score: Index revision for house price derivatives
    • 2
    • Clapham, E., Englund, P., Quigley, J. M., & Redfearn, C. L. (2006). Revisiting the past and settling the score: Index revision for house price derivatives. Real Estate Economics 34(2):275-302.
    • (2006) Real Estate Economics , vol.34 , pp. 275-302
    • Clapham, E.1    Englund, P.2    Quigley, J.M.3    Redfearn, C.L.4
  • 11
    • 0037799496 scopus 로고    scopus 로고
    • Taxing residential housing capital
    • Englund, P. (2003). Taxing residential housing capital. Urban Studies 40:937-952.
    • (2003) Urban Studies , vol.40 , pp. 937-952
    • Englund, P.1
  • 15
    • 33845447872 scopus 로고    scopus 로고
    • Real estate portfolio allocation: The European consumers' perspective
    • Quigley, J. M. (2006). Real estate portfolio allocation: The European consumers' perspective. Journal of Housing Economics 15:169-188.
    • (2006) Journal of Housing Economics , vol.15 , pp. 169-188
    • Quigley, J.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.