Welcome to the AFS Conference 2015 Schedule App. Please use the search features to see when your session or poster has been scheduled to take place.
The Ability to Hedge House Price Risk: Are we there yet? Should we be?
viernes, el 16 de octubre de 2015 a las 07:45–08:45 EDT
Scotland C
Keywords: 5 words maximum
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
Job Title
—
Additional Authors
Dag Einar Sommervoll, BI Norwegian University of Life Sciences,
Job Title
—