Hedging House Price Risk with Futures Contracts after the Bubble Burst

SSRN Electronic Journal ◽

10.2139/ssrn.2446598 ◽

2014 ◽

Author(s):

Patrick J. Schorno ◽

Steve Swidler ◽

Michael D. Wittry

Keyword(s):

House Price ◽

Futures Contracts ◽

Bubble Burst ◽

House Price Risk

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Hedging house price risk with futures contracts after the bubble burst

Proceedings of the 21st Annual European Real Estate Society Conference ◽

10.15396/eres2014_5 ◽

2014 ◽

Keyword(s):

House Price ◽

Futures Contracts ◽

Bubble Burst ◽

House Price Risk

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Hedging house price risk with futures contracts after the bubble burst

Finance Research Letters ◽

10.1016/j.frl.2014.06.002 ◽

2014 ◽

Vol 11 (4) ◽

pp. 332-340 ◽

Author(s):

Patrick J. Schorno ◽

Steve M. Swidler ◽

Michael D. Wittry

Keyword(s):

House Price ◽

Futures Contracts ◽

Bubble Burst ◽

House Price Risk

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Hedging House Price Risk with CME Futures Contracts: The Case of Las Vegas Residential Real Estate

The Journal of Real Estate Finance and Economics ◽

10.1007/s11146-008-9129-z ◽

2008 ◽

Vol 37 (3) ◽

pp. 265-279 ◽

Author(s):

Mark Bertus ◽

Harris Hollans ◽

Steve Swidler

Keyword(s):

Real Estate ◽

Las Vegas ◽

House Price ◽

Futures Contracts ◽

Residential Real Estate ◽

House Price Risk

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Trading House Price Risk with Existing Futures Contracts

The Journal of Real Estate Finance and Economics ◽

10.1007/s11146-007-9075-1 ◽

2007 ◽

Vol 36 (1) ◽

pp. 37-52 ◽

Author(s):

Christoph Hinkelmann ◽

Steve Swidler

Keyword(s):

House Price ◽

Futures Contracts ◽

House Price Risk

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The Exposure of Mortgage Borrowers to Interest Rate Risk, Income Risk and House Price Risk Evidence from Swiss Loan Application Data

SSRN Electronic Journal ◽

10.2139/ssrn.2608823 ◽

2014 ◽

Author(s):

Martin Brown ◽

Benjamin Guin

Keyword(s):

Interest Rate ◽

House Price ◽

Interest Rate Risk ◽

Income Risk ◽

Rate Risk ◽

Application Data ◽

House Price Risk

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Hedging house price risk in the presence of lumpy transaction costs

Journal of Urban Economics ◽

10.1016/j.jue.2008.01.002 ◽

2008 ◽

Vol 64 (2) ◽

pp. 270-287 ◽

Author(s):

Lu Han

Keyword(s):

Transaction Costs ◽

House Price ◽

House Price Risk

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Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2015.03.026 ◽

2015 ◽

Vol 63 ◽

pp. 76-90 ◽

Author(s):

Adam W. Shao ◽

Katja Hanewald ◽

Michael Sherris

Keyword(s):

Risk Analysis ◽

House Price ◽

Longevity Risk ◽

Reverse Mortgage ◽

Mortgage Pricing ◽

House Price Risk

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Hedging House Price Risk: Portfolio Choice With Housing Futures

SSRN Electronic Journal ◽

10.2139/ssrn.740364 ◽

2008 ◽

Author(s):

Frank de Jong ◽

Joost Driessen ◽

Otto Van Hemert

Keyword(s):

Portfolio Choice ◽

House Price ◽

House Price Risk

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The Exposure of Mortgage Borrowers to Interest Rate Risk and House Price Risk — Evidence from Swiss Loan Application Data

Swiss Journal of Economics and Statistics ◽

10.1007/bf03399414 ◽

2015 ◽

Vol 151 (2) ◽

pp. 89-123 ◽

Author(s):

Martin Brown ◽

Benjamin Guin

Keyword(s):

Interest Rate ◽

House Price ◽

Interest Rate Risk ◽

Rate Risk ◽

Application Data ◽

House Price Risk

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Perception of House Price Risk and Homeownership

10.3386/w25090 ◽

2018 ◽

Author(s):

Manuel Adelino ◽

Antoinette Schoar ◽

Felipe Severino

Keyword(s):

House Price ◽

House Price Risk

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