A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?

被引:10
作者
Fabozzi, Frank J. [1 ]
Shiller, Robert J. [2 ]
Tunaru, Radu S. [3 ]
机构
[1] EDHEC Business Sch, Finance, Nice, France
[2] Yale Univ, Econ, New Haven, CT USA
[3] Univ Sussex, Business Sch, Finance & Risk Management, Brighton, E Sussex, England
关键词
HOUSE PRICES; INDEX REVISION; FUTURES; MARKET; VOLATILITY; EFFICIENCY; OPTIONS; FINANCE; SPOT; UK;
D O I
10.1257/jep.34.4.121
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:121 / 145
页数:25
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