Index Revision, House Price Risk, and the Market for House Price Derivatives

Author:

Deng Yongheng,Quigley John M.

Publisher

Springer Science and Business Media LLC

Subject

Urban Studies,Economics and Econometrics,Finance,Accounting

Reference15 articles.

1. Abraham, J. M., & Schauman, W. S. (1991). New evidence on home prices from Freddie Mac repeat sales. AREUEA Journal 19(3):333–352.

2. Bailey, M. J., Muth, R. F., & Nourse, H. O. (1963). A regression method for real estate price index construction. Journal of the American Statistical Association 58(304):933–942.

3. Butler, J. S., Chang, Y., & Cutts, A. C. (2005). Revision bias in repeat-sales home price indices. Freddie Mac working paper #05–03.

4. Calhoun, C. A. (1996). OFHEO house price indexes: HPI technical description,” working paper. Washington, DC: Office of Federal Housing Enterprise Oversight (OFHEO).

5. Case, K. E., & Shiller, R. J. (1989). The efficiency of the market for single family homes. American Economic Review 79(1):125–137.

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