Hedging housing price risks: some empirical evidence from the US

DOI10.1080/14697688.2020.1814012zbMath1469.91054OpenAlexW3094082501MaRDI QIDQ4957257

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Publication date: 3 September 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2020.1814012

zbMATH Keywords

household financereal estate derivativesCase-Shiller home price indexderivative market liquidityhouse price hedging

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Uses Software

• relaimpo

Cites Work

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• Axiomatic arguments for decomposing goodness of fit according to Shapley and Owen values
• Temperature models for pricing weather derivatives
• Prospect Theory: An Analysis of Decision under Risk
• Mathematics of Wave Propagation
• Entry and Exit in OTC Derivatives Markets
• Optimal design of derivatives in illiquid markets*

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