Artículos
Publicado 1993-07-01
Palabras clave
- desarrollo de mercados,
- índices económicos
Cómo citar
Shiller, R. J. (1993). La teoría de los mercados de opciones y futuros basados en índices. Estudios Económicos De El Colegio De México, 8(2), 163–178. https://doi.org/10.24201/ee.v8i2.289
Resumen
Este trabajo presenta una panorámica del desarrollo de mercados de futuros y opciones basados en índices económicos. La tesis es que, aun cuando dichos mercados han crecido dramáticamente, su desarrollo podría ser más extendido si algunos problemas de medición se pudieran resolver.
Descargas
Los datos de descargas todavía no están disponibles.
Citas
- Bailey, M. J., R. F. Muth, and H. O. Nourse (1963). "A Regression Method for Real Estate Price Index Construction", Journal of the American Statistical Association, vol: 58, pp. 933-942.
- Case, B., H. O. Pollakowsi, and S. M. Wachter (1992). "On Choosing Among House Price Index Methodologies", AREUEA Journal, February.
- Case, B. H., and J. M. Quigley (1991). "The Dynamics of Real Estate Prices", Review of Economics and Statistics, vol. 73, pp. 50-58.
- Case, B. H., and R. J. Shiller (1989). "The Efficiency of the Market for Single-Family Homes, American Economic Review, vol. 79, pp. 125-137.
- Case, B. H., and R. J. Shiller (1987). "Prices of Single Family Homes Since 1970: New Indices for Four Cities", New England Economic Review, September/October, 45-56.
- Case, B. H., R. J. Shiller, and A. N. Weiss (1993). "Index-Based Futures and Options Markets in Real Estate", forthcoming, Journal of Portfolio Management, January.
- Clapp, J. M., and C. Giaccotto (1990). Estimating Price Trends for Residential Property: A Comparison of Repeat Sales and Assessed Value Methods", unpublished paper, University of Connecticut.
- Goetzman, W. (1989). "The Accuracy of Real Estate Estimators: The Repeat Sales Regression", reproduced, Columbia University.
- Lee, W. (1975). Experimental Design and Analysis, San Francisco, W. H. Freeman & Co.
- Shiller, R. J. (1991). "Arithmetic Repeat Sales Price Estimators", Journal of Housing Economics, vol. 1, pp. 110-126.
- Shiller, R. J. (1992). "Measuring Asset Value for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures", National Bureau of Economic Research, Cambridge Mass, Technical Working Paper Series.
- Webb, C. (1988). "A Probabilistic Model for Price Levels in Discontinuous Markets", in W. Eichhorn (ed.), Measurement in Economics, Physica-Verlag, Heidelberg.