J. Benson Durham, an economist at the Fed, wrote a paper that examines the CME housing futures market. He also looked at the relationship between home builders shares and CME housing options price volatility. The Wall Street Journal online has a synopsis.
All opinions expressed herein are those of the author, and no statement should be as an offer to buy or sell any futures contract, or security or option or other derivative instrument. Trading of all such futures, securities, options and other derivative instruments entails significant risk which can result in substantial financial loss. Such risks should be fully understood prior to trading.
housing derivatives
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