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Markets in the United Kingdom

Lessons from the FOX residential property futures and mortgage interest rate futures market

Pages 343-360 | Published online: 31 Mar 2010

References

  • Case , Karl E. Jr. , Shiller , Robert J. and Weiss , Allan N. 1993 . Index‐Based Futures and Options Markets in Real Estate . Journal of Portfolio Management , Winter : 83 – 99 .
  • Giussani , Bruno and Hadjimatheou , George . 1991 . Modeling Regional House Prices in the United Kingdom . Papers in Regional Science , 70 : 201 – 19 .
  • Howells , Peter G. A. and Rydin , Yvonne J. 1990 . The Case for Property in Investment and Implications of a Unitized Property Market . Land Development Studies Education Trust , 7 : 15 – 30 .
  • Lee , Stephen L. 1989 . Property Returns in a Portfolio Context . Journal of Property Valuation and Investment , 7 : 248 – 58 .
  • Patel , Kanak and Paxson , Dean A. 1990 . Basis Convergence and Rate Volatility in Sterling LIBOR Futures . Review of Futures Markets , 8 : 262 – 84 .
  • Webb , James R. 1990 . On the Exclusion of Real Estate from the Market Portfolio . Journal of Portfolio Management , Fall : 78 – 84 .
  • Ziobrowski , Alan J. and Curcio , Richard J. 1992 . The Investment Characteristics of Real Estate in Other Countries . Appraisal Journal , April : 195 – 205 .

Bibliography

  • Baum , Andrew . 1991 . Property Futures . Journal of Property Valuation and Investment , 9 : 235 – 45 .
  • Gammill , Gordon . 1990 . Futures Trading and Finance in the Housing Market . Journal of Property Finance , 1 Autumn : 196 – 208 .

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