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The journal of alternative investments
Monthly labor review : MLR
The journal of real estate finance and economics
NBER working paper series
52
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51
Economics letters
48
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ECONIS (ZBW)
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1
The dynamics of liquidity in commercial property markets : revisiting supply and demand indexes in real estate
Dijk, Dorinth van
;
Geltner, David
;
Minne, Alex M. van de
- In:
The journal of real estate finance and economics
64
(
2022
)
3
,
pp. 327-360
Persistent link: https://www.econbiz.de/10013170452
Saved in:
2
On the consequences of the discontinuation of the eleventh district cost of funds index
Nickelsburg, Jerry
;
Yu, William
- In:
The journal of real estate finance and economics
63
(
2021
)
1
,
pp. 143-160
Persistent link: https://www.econbiz.de/10012544465
Saved in:
3
Using revisions as a measure of price index quality in repeat-sales models
Minne, Alex van de
;
Francke, Marc
;
Geltner, David
; …
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 514-553
Persistent link: https://www.econbiz.de/10012226696
Saved in:
4
Separating the age effect from a repeat sales index : land and structure decomposition
Wong, Siu Kei
;
Chau, K. W.
;
Karato, K.
;
Shimizu, Chihiro
- In:
The journal of real estate finance and economics
57
(
2018
)
3
,
pp. 351-366
Persistent link: https://www.econbiz.de/10012038924
Saved in:
5
Properties of long/short commodity indices in stock and bond portfolios
Henriksen, Tom Erik Sønsteng
- In:
The journal of alternative investments
20
(
2018
)
4
,
pp. 51-68
Persistent link: https://www.econbiz.de/10011876287
Saved in:
6
Inferring price information from mortgage payment behavior : a latent index approach
Pace, R. Kelley
;
Zhu, Shuang
- In:
The journal of real estate finance and economics
53
(
2016
)
2
,
pp. 246-267
Persistent link: https://www.econbiz.de/10011647496
Saved in:
7
Cash flow performance of Fannie Mae multifamily real estate : evidence from repeated NOI and EGI indices
An, Xudong
;
Fisher, Jeffrey D.
;
Geltner, David
- In:
The journal of real estate finance and economics
52
(
2016
)
4
,
pp. 512-542
Persistent link: https://www.econbiz.de/10011717739
Saved in:
8
Beta regime-switching hedge funds and their clones
Hayes, Brian T.
;
Ba, Yaye Aida
- In:
The journal of alternative investments
17
(
2014/15
)
3
,
pp. 87-110
Persistent link: https://www.econbiz.de/10010477141
Saved in:
9
Hedge fund replication using shrinkage methodologies
Chen, Jiaqi
;
Tindall, Michael L.
- In:
The journal of alternative investments
17
(
2014/15
)
2
,
pp. 26-49
Persistent link: https://www.econbiz.de/10010467230
Saved in:
10
Volatility exchange-traded notes : curse or cure?
Alexander, Carol
;
Korovilas, Dimitris
- In:
The journal of alternative investments
16
(
2013/14
)
2
,
pp. 52-70
Persistent link: https://www.econbiz.de/10010203456
Saved in:
11
On indexing commercial real estate properties and portfolios
Boudry, Walter I.
;
Coulson, N. Edward
;
Kallberg, Jarl G.
; …
- In:
The journal of real estate finance and economics
47
(
2013
)
4
,
pp. 617-639
Persistent link: https://www.econbiz.de/10010249837
Saved in:
12
The London commercial property price index
Chegut, Andrea M.
;
Eichholtz, Piet
;
Rodrigues, Paulo …
- In:
The journal of real estate finance and economics
47
(
2013
)
4
,
pp. 588-616
Persistent link: https://www.econbiz.de/10010249839
Saved in:
13
The efficiency of the VIX futures market : a panel data approach
Fassas, Athanasios P.
;
Siriopoulos, Costas
- In:
The journal of alternative investments
14
(
2011/12
)
3
,
pp. 55-65
Persistent link: https://www.econbiz.de/10009501184
Saved in:
14
Hedge fund return-based style estimation : a review of comparison hedge fund indices
Schneeweis, Thomas
;
Kazemi, Hossein
;
Szado, Edward
- In:
The journal of alternative investments
15
(
2012/13
)
2
,
pp. 24-53
Persistent link: https://www.econbiz.de/10009659195
Saved in:
15
Hedge fund database "deconstruction" : are hedge fund databases half full or half empty?
Schneeweis, Thomas
;
Kazemi, Hossein
;
Szado, Edward
- In:
The journal of alternative investments
14
(
2011/12
)
2
,
pp. 65-88
Persistent link: https://www.econbiz.de/10009383417
Saved in:
16
Arbitrage free price bounds for property derivatives
Syz, Juerg M.
;
Vanini, Paolo
- In:
The journal of real estate finance and economics
43
(
2011
)
3
,
pp. 281-298
Persistent link: https://www.econbiz.de/10009302893
Saved in:
17
Non-parametric analysis of hedge fund returns : new insights from high frequency data
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
The journal of alternative investments
12
(
2009/10
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10003881613
Saved in:
18
The optimal approach to futures contract roll in commodity portfolios
Mouakhar, Tammam
;
Roberge, Mathieu
- In:
The journal of alternative investments
12
(
2009/10
)
3
,
pp. 51-60
Persistent link: https://www.econbiz.de/10003938281
Saved in:
19
Revisiting the limits of hedge fund indices : a comparative approach
Amenc, Noël
;
Goltz, Felix
- In:
The journal of alternative investments
10
(
2007/08
)
4
,
pp. 50-63
Persistent link: https://www.econbiz.de/10003721060
Saved in:
20
Pricing property index linked swaps with counterparty default risk
Patel, Kanak
;
Pereira, Ricardo
- In:
The journal of real estate finance and economics
36
(
2008
)
1
,
pp. 5-21
Persistent link: https://www.econbiz.de/10003622042
Saved in:
21
Property derivatives and index-linked mortgages
Syz, Juerg
;
Vanini, Paolo
;
Salvi, Marco
- In:
The journal of real estate finance and economics
36
(
2008
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10003622043
Saved in:
22
Changes affecting the employment cost index : an overview
Caroll, Richard E.
- In:
Monthly labor review : MLR
129
(
2006
)
4
,
pp. 3-5
Persistent link: https://www.econbiz.de/10003343690
Saved in:
23
Employment cost index publication plans
Sleemi, Fehmida R.
- In:
Monthly labor review : MLR
129
(
2006
)
4
,
pp. 6-11
Persistent link: https://www.econbiz.de/10003343695
Saved in:
24
Seasonal adjustment in the ECI and the conversion to NAICS and SOC
Branch, E. R.
;
Mason, Lowell
- In:
Monthly labor review : MLR
129
(
2006
)
4
,
pp. 12-21
Persistent link: https://www.econbiz.de/10003343702
Saved in:
25
Accounting for missing data in the employment cost index
Yi, Song
- In:
Monthly labor review : MLR
129
(
2006
)
4
,
pp. 22-27
Persistent link: https://www.econbiz.de/10003343712
Saved in:
26
Adjusting for non-linear age effects in the repeat sales index
Chau, K. W.
;
Wong, Siu Kei
;
Yiu, C.Y.
- In:
The journal of real estate finance and economics
31
(
2005
)
2
,
pp. 137-153
Persistent link: https://www.econbiz.de/10003143785
Saved in:
27
Using the employment cost index to adjust medicare payments
Schwenk, Albert E.
;
Wiatrowski, William J.
- In:
Monthly labor review : MLR
125
(
2002
)
10
,
pp. 20-27
Persistent link: https://www.econbiz.de/10001746932
Saved in:
28
Is the ECI sensitive to the method of aggregation? an update
Lettau, Michael K.
;
Loewenstein, Mark A.
;
Paben, Steve P.
- In:
Monthly labor review : MLR
125
(
2002
)
12
,
pp. 23-28
Persistent link: https://www.econbiz.de/10001746947
Saved in:
29
Sticky valuations, aggregation effects, and property indices
Brown, Gerald R.
;
Matysiak, George A.
- In:
The journal of real estate finance and economics
20
(
2000
)
1
,
pp. 49-66
Persistent link: https://www.econbiz.de/10001486331
Saved in:
30
Using leading indicators to forecast US home sales in a Bayesian vector autoregressive framework
Dua, Pami
;
Miller, Stephen M.
;
Smyth, David J.
- In:
The journal of real estate finance and economics
18
(
1999
)
2
,
pp. 191-205
Persistent link: https://www.econbiz.de/10001410553
Saved in:
31
Stationarity and cointegration in systems with real estate and financial assets
Chaudhry, Mukesh
;
Myer, Francis C. Neil
;
Webb, James R.
- In:
The journal of real estate finance and economics
18
(
1999
)
3
,
pp. 339-349
Persistent link: https://www.econbiz.de/10001410583
Saved in:
32
Consumer Price Index research series using current methods, 1978-98
Stewart, Kenneth J.
;
Reed, Stephen B.
- In:
Monthly labor review : MLR
122
(
1999
)
6
,
pp. 29-38
Persistent link: https://www.econbiz.de/10001411350
Saved in:
33
The choice of methodology for computing housing price indexes : comparisons of temporal aggregation and sample definition
Englund, Peter
;
Quigley, John M.
;
Redfearn, Christian L.
- In:
The journal of real estate finance and economics
19
(
1999
)
2
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001467655
Saved in:
34
Controlling for quality in house price indices
Zabel, Jeffrey Edward
- In:
The journal of real estate finance and economics
19
(
1999
)
3
,
pp. 223-241
Persistent link: https://www.econbiz.de/10001467719
Saved in:
35
Anatomy of an ARM : the interest-rate risk of adjustable-rate mortgages
Stanton, Richard
;
Wallace, Nancy E.
- In:
The journal of real estate finance and economics
19
(
1999
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10001441958
Saved in:
36
Using survey data to assess bias in the Consumer Price Index
Krueger, Alan B.
- In:
Monthly labor review : MLR
121
(
1998
)
4
,
pp. 24-33
Persistent link: https://www.econbiz.de/10001244246
Saved in:
37
Spatiotemporal autoregressive models of neighborhood effects
Pace, R. Kelley
(
contributor
)
- In:
The journal of real estate finance and economics
17
(
1998
)
1
,
pp. 15-33
Persistent link: https://www.econbiz.de/10001245847
Saved in:
38
Incorporating a geometric mean formula into the CPI
Dalton, Kenneth V.
- In:
Monthly labor review : MLR
121
(
1998
)
10
,
pp. 3-7
Persistent link: https://www.econbiz.de/10001255155
Saved in:
39
Price indices based on the hedonic repeat-sales method : application to the housing market
Clapp, John M.
- In:
The journal of real estate finance and economics
16
(
1998
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001235465
Saved in:
40
Experimental poverty measurement for the 1990s
Garner, Thesia Isedora
(
contributor
)
- In:
Monthly labor review : MLR
121
(
1998
)
3
,
pp. 39-61
Persistent link: https://www.econbiz.de/10001237967
Saved in:
41
A real estate price index for thin markets
Schwann, Gregory M.
- In:
The journal of real estate finance and economics
16
(
1998
)
3
,
pp. 269-287
Persistent link: https://www.econbiz.de/10001239390
Saved in:
42
Constructing indices of the price of multifamily properties using the 1991 residential finance survey
Follain, James R.
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 235-255
Persistent link: https://www.econbiz.de/10001335492
Saved in:
43
Spatial dependence and house price index construction
Can, Ayse
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 203-222
Persistent link: https://www.econbiz.de/10001335494
Saved in:
44
Evaluating the usefulness of the American Housing Survey for creating house price indices
Kiel, Katherine A.
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 189-202
Persistent link: https://www.econbiz.de/10001335495
Saved in:
45
Frequency of transaction and house price modeling
Case, Bradford
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 173-187
Persistent link: https://www.econbiz.de/10001335496
Saved in:
46
Bias and precision of estimates of housing investment risk based on repeat-sales indices : a simulation analysis
Geltner, David
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 155-171
Persistent link: https://www.econbiz.de/10001335497
Saved in:
47
Short holds, the distributions of first and second sales, and bias in the repeat-sales price index
Steele, Marion
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10001335498
Saved in:
48
A Bayesian approach to the construction and comparison of alternative house price indices
Kuo, Chiong-long
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 113-132
Persistent link: https://www.econbiz.de/10001335499
Saved in:
49
Aggregation bias in repeat-sales indices
Dombrow, Jonathan F.
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10001335501
Saved in:
50
The construction of residential housing price indices : a comparison of repeat-sales, hedonic-regression, and hybrid approaches
Meese, Richard A.
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10001335502
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