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  1. The Journal of Real Estate Finance and Economics
  2. The Journal of Real Estate Finance and Economics : Volume 36
  3. The Journal of Real Estate Finance and Economics : Volume 36, Issue 1, January 2008
  4. Trading House Price Risk with Existing Futures Contracts
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The Journal of Real Estate Finance and Economics : Volume 54
The Journal of Real Estate Finance and Economics : Volume 53
The Journal of Real Estate Finance and Economics : Volume 52
The Journal of Real Estate Finance and Economics : Volume 51
The Journal of Real Estate Finance and Economics : Volume 50
The Journal of Real Estate Finance and Economics : Volume 49
The Journal of Real Estate Finance and Economics : Volume 48
The Journal of Real Estate Finance and Economics : Volume 47
The Journal of Real Estate Finance and Economics : Volume 46
The Journal of Real Estate Finance and Economics : Volume 45
The Journal of Real Estate Finance and Economics : Volume 44
The Journal of Real Estate Finance and Economics : Volume 43
The Journal of Real Estate Finance and Economics : Volume 42
The Journal of Real Estate Finance and Economics : Volume 41
The Journal of Real Estate Finance and Economics : Volume 40
The Journal of Real Estate Finance and Economics : Volume 39
The Journal of Real Estate Finance and Economics : Volume 38
The Journal of Real Estate Finance and Economics : Volume 37
The Journal of Real Estate Finance and Economics : Volume 36
The Journal of Real Estate Finance and Economics : Volume 36, Issue 4, May 2008
The Journal of Real Estate Finance and Economics : Volume 36, Issue 3, April 2008
The Journal of Real Estate Finance and Economics : Volume 36, Issue 2, February 2008
The Journal of Real Estate Finance and Economics : Volume 36, Issue 1, January 2008
Cambridge-UNC Charlotte Symposium 2006 Real Estate Risk Management and Property Derivatives : Editors’ Introduction
Pricing Property Index Linked Swaps with Counterparty Default Risk
Property Derivatives and Index-Linked Mortgages
Trading House Price Risk with Existing Futures Contracts
Financial Leverage, CEO Compensation,and Corporate Hedging: Evidence from Real Estate Investment Trusts
Land Development: Risk, Return and Risk Management
Taxation on Land Value and Development When There Are Negative Externalities from Development
Market Risk of Mortgage-Backed Securities with Consistent Measures
The Journal of Real Estate Finance and Economics : Volume 35
The Journal of Real Estate Finance and Economics : Volume 34
The Journal of Real Estate Finance and Economics : Volume 33
The Journal of Real Estate Finance and Economics : Volume 32
The Journal of Real Estate Finance and Economics : Volume 31
The Journal of Real Estate Finance and Economics : Volume 30
The Journal of Real Estate Finance and Economics : Volume 29
The Journal of Real Estate Finance and Economics : Volume 28
The Journal of Real Estate Finance and Economics : Volume 27
The Journal of Real Estate Finance and Economics : Volume 26
The Journal of Real Estate Finance and Economics : Volume 25
The Journal of Real Estate Finance and Economics : Volume 24
The Journal of Real Estate Finance and Economics : Volume 23
The Journal of Real Estate Finance and Economics : Volume 22
The Journal of Real Estate Finance and Economics : Volume 21
The Journal of Real Estate Finance and Economics : Volume 20
The Journal of Real Estate Finance and Economics : Volume 19
The Journal of Real Estate Finance and Economics : Volume 18
The Journal of Real Estate Finance and Economics : Volume 17
The Journal of Real Estate Finance and Economics : Volume 16
The Journal of Real Estate Finance and Economics : Volume 15
The Journal of Real Estate Finance and Economics : Volume 14

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Trading House Price Risk with Existing Futures Contracts

Content Provider Springer Nature Link
Author Hinkelmann, Christoph Swidler, Steve
Copyright Year 2007
Abstract This paper examines the use of futures contracts to hedge residential real estate price risk. We examine whether existing futures contacts can effectively be used to offset volatility in national house prices. Little evidence of any simple systematic relation between national prices and futures prices is found. Since house prices are not easily replicated with a portfolio of existing futures contracts, a further implication is that the Chicago Mercantile’s introduction of a financial asset whose value reflects house prices will help complete the market. Nevertheless, the success of the CME’s new derivative contracts may be limited in light of state and regional house price correlations.
Starting Page 37
Ending Page 52
Page Count 16
File Format PDF
ISSN 08955638
Journal The Journal of Real Estate Finance and Economics
Volume Number 36
Issue Number 1
e-ISSN 1573045X
Language English
Publisher Springer US
Publisher Date 2007-07-24
Publisher Place Boston
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Futures hedging Residential real estate Price risk Finance /Banking Regional Science
Content Type Text
Resource Type Article
Subject Finance Urban Studies Accounting Economics and Econometrics
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