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The Ability to Hedge House Price Risk: Are we there yet? Should we be?
Friday, October 16, 2015 at 7:45 AM–8:45 AM EDT
Scotland C
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House Price Futures Hedging
Very short description for use in the program to help attendees understand more than a title can describe
We will examine the transaction data from Clark County, NV, specifically looking at repeat sales for homes from the start of CME futures trading in May, 2006 until mid-2013. We can then compare price changes on individual houses to changes in futures price to measure the individual homeowner's ability to effectively hedge using derivatives.
Lead & Corresponding Author
Steve Swidler, Auburn University
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Additional Authors
Dag Einar Sommervoll, BI Norwegian University of Life Sciences,
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