Reportgreen1995

Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate

Karl E. Case · Robert J. Shiller · Allan N. Weiss

102 citations0/0 files storedNational Bureau of Economic Research

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Housing Market and Economics Financial Markets and Investment Strategies Credit Risk and Financial Regulations

Abstract

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Citations in this library

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References

1988The Efficiency of the Market for Single-Family Homes 1994Default Probabilities for Mortgages 1993Index- Based Futures And Options Markets In Real Estate 1990The Relative Termination Experience of Adjustable to Fixed-Rate Mortgages 1989Requiem for a Market: An Analysis of the Rise and Fall of a Financial Futures Contract 1980Default Risk on Home Mortgage Loans: A Test of Competing Hypotheses 1992Mortgage and mortgage-backed securities markets

Cited by

1999Insolvency, Trigger Events, and Consumer Risk Posture in the Theory of Single-Family Mortgage Default 2012Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets 2009An analytic network process for risks assessment in commercial real estate development 2011A Pricing Framework for Real Estate Derivatives 2011Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices

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