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Shiller, 1993 - Google Patents

Measuring asset values for cash settlement in derivative markets: hedonic repeated measures indices and perpetual futures

Shiller, 1993

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Document ID
869916861360120045
Author
Shiller R
Publication year
Publication venue
The Journal of Finance

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Snippet

Two proposals are made that may facilitate the creation of derivative market instruments, such as futures contracts, cash settled based on economic indices. The first proposal concerns index number construction: indices based on infrequent measurements of …
Continue reading at www.nber.org (PDF) (other versions)

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