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Perpetual Futures Pricing. (2023). Jermann, Urban ; Hugonnier, Julien ; Ackerer, Damien.
In: Papers.
RePEc:arx:papers:2310.11771.

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  1. Adam K Gehr Jr. Undated futures markets. The Journal of Futures Markets, 8(1):89, 1988. doi:10.1002/fut.3990080108.

  2. Carol Alexander, Jaehyuk Choi, Heungju Park, and Sungbin Sohn. Bitmex bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness. Journal of Futures Markets, 40(1):23–43, 2020. doi:10.1002/fut.22050.
    Paper not yet in RePEc: Add citation now
  3. Guillermo Angeris, Tarun Chitra, Alex Evans, and Matthew Lorig. A primer on perpetuals. SIAM Journal on Financial Mathematics, 14(1):SC17–SC30, 2023. doi:10.1137/22M1520931.
    Paper not yet in RePEc: Add citation now
  4. Maik Schmeling, Andreas Schrimpf, and Karamfil Todorov. Crypto carry. Preprint at https: //ssrn.com/abstract=4268371, 2022.
    Paper not yet in RePEc: Add citation now
  5. Nicholas Christin, Bryan Routledge, Kyle Soska, and Ariel Zetlin-Jones. The crypto carry trade. Preprint at http://gerbil.life/papers/CarryTrade.v1.2.pdf, 2023.
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  6. Riccardo De Blasis and Alexander Webb. Arbitrage, contract design, and market structure in bitcoin futures markets. Journal of Futures Markets, 42(3):492–524, 2022. doi:10.1002/fut.22305.
    Paper not yet in RePEc: Add citation now

  7. Robert J Shiller. Measuring asset values for cash settlement in derivative markets: Hedonic repeated measures indices and perpetual futures. The Journal of Finance, 48(3):911–931, 1993. doi:10.1111/j.1540-6261.1993.tb04024.x.

  8. Sam Bankman-Fried and Dave White. Everlasting options, May 2021. Online blog post available at paradigm.xyz; posted 11-May-2021.
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  9. Songrun He, Asaf Manela, Omri Ross, and Victor von Wachter. Fundamentals of perpetual futures. Preprint at https://arxiv.org/abs/2212.06888, 2022.
    Paper not yet in RePEc: Add citation now
  10. Wade Prospere. Squeeth primer: A guide to understanding Opyn’s implementation of Squeeth, January 2022. Online blog post available at medium.com; posted 9-January-2022.
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Documents in RePEc which have cited the same bibliography

  1. Perpetual Futures Pricing. (2023). Jermann, Urban ; Hugonnier, Julien ; Ackerer, Damien.
    In: Papers.
    RePEc:arx:papers:2310.11771.

    Full description at Econpapers || Download paper

  2. Arbitrage, contract design, and market structure in Bitcoin futures markets. (2022). Webb, Alexander ; de Blasis, Riccardo.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:3:p:492-524.

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  3. Fundamentals of Perpetual Futures. (2022). von Wachter, Victor ; Ross, Omri ; Manela, Asaf ; He, Songrun.
    In: Papers.
    RePEc:arx:papers:2212.06888.

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  4. .

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  5. .

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  6. .

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  7. A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?. (2020). Shiller, Robert J ; Fabozzi, Frank J ; Tunaru, Radu S.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:34:y:2020:i:4:p:121-45.

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  8. The impact of flooding on property prices: A repeat-sales approach. (2019). Elliott, Robert ; Maddison, David ; Beltran, Allan.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:95:y:2019:i:c:p:62-86.

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  9. Mutual Funds Hitches and Outlook: An Empirical Study. (2019). Chhaniwal, Poonam ; Barot, Haresh B.
    In: The Journal of Social Sciences Research.
    RePEc:arp:tjssrr:2019:p:507-514.

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  10. Assessing the Economic Benefits of Flood Defenses: A Repeat‐Sales Approach. (2018). Maddison, David ; Elliott, Robert ; Robert, ; Beltran, Allan.
    In: Risk Analysis.
    RePEc:wly:riskan:v:38:y:2018:i:11:p:2340-2367.

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  11. Assessing the economic benefits of flood defenses: a repeat-sales approach. (2018). Elliott, Robert ; Robert, ; Maddison, David ; Beltran, Allan.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:90207.

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  12. Pricing and simulation for real estate index options: Radial basis point interpolation. (2018). Gong, PU ; Wang, Jiayue ; Zou, Dong .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:500:y:2018:i:c:p:177-188.

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  13. Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29.

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  14. Repeat Assessed Values Model for Housing Price Index. (2017). Marco, Simonotti ; Francesca, Salvo ; Ruggiero, DE ; Marina, Ciuna ; Manuela, Carini.
    In: Real Estate Management and Valuation.
    RePEc:vrs:remava:v:25:y:2017:i:4:p:25-39:n:3.

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  15. How to Better Measure Hedonic Residential Property Price Indexes. (2016). Silver, Mick.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/213.

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  16. On the Price Comovement of U.S. Residential Real Estate Markets. (2014). Pasquariello, Paolo ; Liu, Crocker H. ; Kallberg, Jarl G..
    In: Real Estate Economics.
    RePEc:bla:reesec:v:42:y:2014:i:1:p:71-108.

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  17. Why House Price Indexes Differ; Measurement and Analysis. (2012). Silver, Mick.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/125.

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  18. A Pricing Framework for Real Estate Derivatives. (2012). Fabozzi, Frank J ; Tunaru, Radu S ; Shiller, Robert J.
    In: European Financial Management.
    RePEc:bla:eufman:v:18:y:2012:i:5:p:762-789.

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  19. Property Derivatives for Managing European Real†Estate Risk. (2010). Fabozzi, Frank J ; Tunaru, Radu S ; Shiller, Robert J.
    In: European Financial Management.
    RePEc:bla:eufman:v:16:y:2010:i:1:p:8-26.

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  20. Property Derivatives for Managing European Real-Estate Risk. (2009). Shiller, Robert ; Fabozzi, Frank ; Tunaru, Radu.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2652.

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  21. Le determinanti dei prezzi delle abitazioni: aspetti microeconomici. (2008). Stanca, Luca.
    In: Working Papers.
    RePEc:mib:wpaper:143.

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  22. Derivatives Markets for Home Prices. (2008). Shiller, Robert.
    In: Working Papers.
    RePEc:ecl:yaleco:46.

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  23. Comparing House Prices Across Regions and Time: An Hedonic Approach. (2007). Melser, Daniel ; Hill, Robert.
    In: Discussion Papers.
    RePEc:swe:wpaper:2007-33.

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  24. Multiple Transactions Model: A Panel Data Approach to Estimate Housing Market Indices. (2007). Gao, Andre H. ; George H. K. Wang, .
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:29:n:3:2007:p:241-266.

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  25. Spatial Dynamics of the Housing Market: An Interurban Perspective. (2006). .
    In: Urban Studies.
    RePEc:sae:urbstu:v:43:y:2006:i:7:p:1041-1059.

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  26. Australian House Prices: A Comparison of Hedonic and Repeat-sales Measures. (2006). Hansen, James.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2006-03.

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  27. A simple alternative house price index method. (2006). Hoesli, Martin ; Bourassa, Steven ; Sun, Jian.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:15:y:2006:i:1:p:80-97.

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  28. Residential real estate price indices as financial soundness indicators: methodological issues. (2005). Case, Bradford ; Wachter, Susan.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:21-15.

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  29. Revisiting the Past: Revision in Repeat Sales and Hedonic Indexes of House Prices. (2004). Redfearn, Christian L. ; Englund, Peter ; Quigley, John M. ; Clapham, Eric .
    In: Working Paper.
    RePEc:luk:wpaper:8594.

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  30. A prediction comparison of housing sales prices by parametric versus semi-parametric regressions. (2004). Bin, Okmyung.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:13:y:2004:i:1:p:68-84.

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  31. Defining residual risk-sharing opportunities: Pooling world income components. (2002). Shiller, Robert ; Athanasoulis, Stefano G..
    In: Research in Economics.
    RePEc:eee:reecon:v:56:y:2002:i:1:p:61-84.

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  32. On infinite-horizon minimum-cost hedging under cone constraints. (2002). Huang, Kevin ; Huang, Kevin X. D., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2002:i:2:p:283-301.

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  33. Comparative Analysis of Several Models of Price Indices in Real Estate Transactions. (2001). Thion, Bernard ; Chameeva, Tatiana Bouzdine .
    In: ERES.
    RePEc:arz:wpaper:eres2001_285.

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  34. Residential Hedonic Models: A Rational Expectations Approach to Age Effects,. (1998). Giaccotto, Carmelo ; Clapp, John.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:44:y:1998:i:3:p:415-437.

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  35. Improved Price Indexes for Real Estate: Measuring the Course of Swedish Housing Prices. (1998). Quigley, John ; Redfearn, Christian L. ; Englund, Peter .
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:44:y:1998:i:2:p:171-196.

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  36. Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations. (1997). Shiller, Robert.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1145.

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  37. Using futures contracts for corporate hedging: The problem of expiry and a possible solution. (1996). Neuberger, Anthony .
    In: European Financial Management.
    RePEc:bla:eufman:v:2:y:1996:i:3:p:263-271.

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  38. World Income Components: Measuring and Exploiting International Risk Sharing Opportunities. (1995). Shiller, Robert ; Athanasoulis, Stefano.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5095.

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  39. Aggregate income risks and hedging mechanisms. (1995). Shiller, Robert.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:35:y:1995:i:2:p:119-152.

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  40. Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management. (1995). Shiller, Robert ; Schneider, Ryan.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1110.

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  41. Aggregate Income Risks and Hedging Mechanisms. (1993). Shiller, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4396.

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  42. Aggregate Income Risks and Hedging Mechanisms. (1993). Shiller, Robert.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1048.

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  43. Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures. (1992). Shiller, Robert.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1036.

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