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- US Commercial Real Estate Indices: Transaction-Based and Constant-Liquidity Indices
- This paper discusses commercial price indices, focusing on transaction-based indices. It discusses the problems created by using transactions as the basis for a price index and solutions to the problems. It also introduces a recently derived index that provides measures of the value of commercial property in an environment where...
- White papers 2005-04-22
- Commercial Cataclysm? Moody's/REAL Commercial Property Price Index, April 2009
- Sold At The Top submits: The latest results of the Moody’s/REAL Commercial Property Index strongly suggests that the nation’s commercial real estate markets are now firmly experiencing a tremendous downturn with prices plummeting a whopping 25.34% on a year-over-year basis and a stunning 29.48% since the peak set in...
- External links 2009-06-26
- A transaction price index for air travel: research on a price index estimator based on data from a U.S. Department of Transportation survey involves testing unique imputation and across-time matching procedures; the resulting experimental index is compare
- Special discount airfares, facilitated by the Internet and "frequent-flyer" programs, complicate efforts to measure changes in the price of commercial air travel. Endeavoring to fill their flights, airlines offer a variety of discount fares through several media (credit card points, supermarket coupons, and the like). The official Consumer Dice Index...
- Research articles 2005-06-01
- Q2 Commercial Real Estate Prices Dip in U.S.
- Research Recap submits: After edging up 2.1 percent in the first quarter, transaction sale prices of commercial property sold by major institutional investors declined 2.7 percent overall in the second quarter of 2008 with prices for office properties declining 5.5 percent, according to an index produced by the...
- External links 2008-08-07
- Aggregation Bias and the Repeat Sales Price Index
- A house price index is by definition a summary indicator of spatial and/or inter-temporal house prices. House price indices provide a basis for measuring real estate values and their growth through time. The question examined in this paper is whether transaction-based house price indices differ from true or housing stock-based...
- White papers 2005-04-22
- Aggregation of Results From Index-Based Insurance Derivative Hedging Transactions
- This paper has been prepared to comment on the treatment of aggregate results from index-based derivative contracts used by insurance companies to hedge insurance underwriting risk. The paper previously presented by the American Academy of Actuaries1 Index Securitization Task Force dealt primarily with the effectiveness of the individual index-based derivative...
- White papers 2000-03-06
- Stabilizing Returns With Derivatives: Risk-Adjusted Performance For Derivatives-Based Indexes
- The Employee Retirement Income Security Act ERISA generally requires corporate pension fiduciaries to diversify the investments of the plan to minimize the risk of large losses, except when it is clearly prudent not to do so. Index options and futures are tools that for two decades have been used to...
- White papers 2003-10-01
- Buffalo, N.Y.-Based M&T Bank's Stock Is Added to S&P 500 Benchmark Index.
- By Jonathan D. Epstein, The Buffalo News, N.Y. Knight Ridder/Tribune Business News Feb. 24--M&T Bank Corp. has made it to the big leagues. Ratings agency Standard & Poor's late Monday named the Buffalo-based bank to its flagship S&P 500 benchmark index,...
- Research articles 2004-02-24
- Hedonic Price Indices for the Paris Housing Market
- This paper calculates a transaction-based price index for apartments. The heterogeneous character of real estate is taken into account using a hedonic model. The functional form is specified using a general Box-Cox function. The data basis covers 84 686 transactions of the housing market in 1990:01{1999:12, which is one of...
- White papers 2004-04-19
- An Empirical-Distribution-Based Option Pricing Model: A Solution To The Volatility Smile Puzzle
- The empirical literature documents that, contrary to the implication of the Black-Scholes model, the implied volatilities that are generated by the model vary systematically across money ness levels (known as the "volatility smile" puzzle). The literature attributes the problem to two unrealistic features of the Black-Scholes model: the assumed stochastic...
- White papers 2002-12-04
- Shares of UK-based sugar producer plummet as large investor drops stake.
- Daily Mail, London Knight Ridder/Tribune Business News Dec. 10--Less than a day after ascending to the FTSE 100 index after a seven-year absence, shares in Tate & Lyle plunged after a large investor unloaded its stake. France's Compagnie Industrielle et...
- Research articles 2004-12-10
- Chicago Mercantile Exchange Holdings Q2 2007 Earnings Call Transcript
- Question-and-Answer SessionOperator Operator Instructions We'll go first to Howard Chen of Credit Suisse. Howard Chen - Credit Suisse Good morning, everyone. Craig Donohue Good morning, Howard. Jamie Parisi Hi, Howard. Howard Chen - Credit Suisse Congrats on a strong quarter for both franchises. Craig Donohue Thank you....
- Earnings calls 2007-07-24
- Yahoo Shareholder Pushes for Microsoft Search Deal
- Updated: Ivory Investment Management, a hedge fund that owns about 1.5 percent of Yahoo, is pushing the company to do a search deal with Microsoft, but the sticking point is valuation. Analysts say that Ivory’s assumptions sound optimistic. In a letter reported earlier by CNBC, Ivory urges...
- Blog posts 2008-12-10
- Global Investing: How to Invest in the Hottest International Markets
- The best-performing stock markets right now are on the other side of the world. Here's how to invest some of your money there — carefully. So should you jump in as well? No. Wade in slowly, perhaps. But don’t jump....
- Articles 2009-07-30
- InterContinental Exchange Q2 2007 Earnings Call Transcript
- Question-and-Answer SessionOperator Operator Instructions And we'll go first to Daniel Harris, Goldman Sachs. Daniel Harris - Goldman Sachs Hi, good morning. How are you? Jeff Sprecher Good morning. Daniel Harris - Goldman Sachs I was wondering if you could give us a status update on the clearing...
- Earnings calls 2007-07-26
- Fitch Rates Puerto Rico Fixed Income Fund III, Inc. 2006 Series G 'A+'
- NEW YORK -- -The Puerto Rico Fixed Income Fund III, Inc.'s $4,025,000 index basket principal protected notes, 2006 series G are rated 'A+' by Fitch Ratings. The rating is based on asset coverage and basic maintenance amount tests for the fund, the track record of the asset manager, and...
- Research articles 2006-05-01
- Regulatory Reform: No Case for Mandated Clearing
- Craig Pirrong submits: New York University Stern School of Business professors Aarya, Engle, Figlewski, Lynch, and Subrhmanyam (AEFLS) contributed a chapter advocating centralized clearing of credit derivatives in the recent volume Restoring Financial Stability: How to Repair a Failed System edited by Acharya and Richardson. Although the authors are...
- External links 2009-10-26
- Guaranteed Enhanced Indexing : Its Simplicity And Locked-In Alpha Make It Worth A Look
- Guaranteed enhanced indexing GEI is an insurance-based approach to enhancing index returns. As its name suggests, alpha performance is contractually "guaranteed" by the insurance company issuing the contract. This strategy represents a fundamentally different way to achieve index alpha, compared to traditional "best efforts" approaches, and offers the potential for...
- White papers 2003-01-01
- Cyber Monday Numbers Don't Mean What Everyone Thinks
- More details are coming out about spending on Cyber Monday. Although the event took place over a week ago, the numbers are interesting if for no other reason than they suggest how consumers are shopping and buying. Know how people make decisions, and you are closer to understanding what they...
- Blog posts 2008-12-10
- Need to know: Electrolux cut ... Merck consent ... Cape success
- View video and Need to Know interactive heatmap Economics UK economy: Britain is now in the grip of the longest recession on record, according to official data. The economy shrank 0.4 per cent between July and September, its sixth consecutive quarterly decline. Output has fallen 5.9 per cent since the...
- News items 2009-10-23
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