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Volumn 45, Issue 1, 2012, Pages 212-237

Home Price Risk, Local Market Shocks, and Index Hedging

Author keywords

Hedging; Home price index; Home prices; Housing; Local markets

Indexed keywords


EID: 84862623472     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11146-010-9255-2     Document Type: Article
Times cited : (9)

References (16)
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  • 5
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    • Prices of single-family homes since 1970: new indexes for four cities
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    • Case, K.1    Shiller, R.2
  • 6
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    • Case, K.1    Shiller, R.2
  • 7
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    • Revisiting the past and settling the score: index revision for house price derivatives
    • Clapham, E., Englund, P., Quigley, J., & Redfearn, C. (2005). Revisiting the past and settling the score: index revision for house price derivatives. Real Estate Economics, 34(2), 275-302.
    • (2005) Real Estate Economics , vol.34 , Issue.2 , pp. 275-302
    • Clapham, E.1    Englund, P.2    Quigley, J.3    Redfearn, C.4
  • 8
    • 0001814786 scopus 로고
    • An alternative approach to housing market segmentation using hedonic price data
    • Dale-Johnson, D. (1982). An alternative approach to housing market segmentation using hedonic price data. Journal of Urban Economics, 11(3), 311-332.
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    • Dale-Johnson, D.1
  • 10
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    • Index revision, house price risk, and the market for home price derivatives
    • Deng, Y., & Quigley, J. (2007). Index revision, house price risk, and the market for home price derivatives. Springer, 37(3), 191-209.
    • (2007) Springer , vol.37 , Issue.3 , pp. 191-209
    • Deng, Y.1    Quigley, J.2
  • 11
    • 84950423285 scopus 로고
    • Design-adaptive nonparameteric regression
    • Fan, J. (1992). Design-adaptive nonparameteric regression. Journal of the American Statistical Association, 87(420), 998-1004.
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    • Fan, J.1
  • 12
    • 0141682272 scopus 로고    scopus 로고
    • Housing market segmentation and hedonic prediction accuracy
    • Goodman, A., & Thibodeau, T. (2003). Housing market segmentation and hedonic prediction accuracy. Journal of Housing Economics, 12(3), 181-201.
    • (2003) Journal of Housing Economics , vol.12 , Issue.3 , pp. 181-201
    • Goodman, A.1
  • 13
    • 34249016631 scopus 로고    scopus 로고
    • The spatial proximity of metropolitan area housing submarkets
    • Goodman, A., & Thibodeau, T. (2007). The spatial proximity of metropolitan area housing submarkets. Real Estate Economics, 35(2), 209-232.
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    • Goodman, A.1    Thibodeau, T.2
  • 14
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    • Economic perspectives on the structure of local housing systems
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    • Maclennan, D.1    Tu, Y.2
  • 15
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    • Locally weighted regression and time-varying distance gradients
    • A. Getis, J. Mur, and H. Zoller (Eds.), New York: Palgrave Macmillan
    • McMillen, D. (2004). Locally weighted regression and time-varying distance gradients. In A. Getis, J. Mur, & H. Zoller (Eds.), Spatial econometrics and spatial statistics (pp. 232-249). New York: Palgrave Macmillan.
    • (2004) Spatial Econometrics and Spatial Statistics , pp. 232-249
    • McMillen, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.