- 주택전세가격 헤지를 위한 파생상품 도입 연구 - 서울시 강남, 강북지역 아파트 전세가격을 대상으로 -
- ㆍ 저자명
- 최인식,유승규,김재준,Choi. In-Sik,Yoo. Seung-Kyu,Kim. Jae-Jun
- ㆍ 간행물명
- 한국 디지털 건축·인테리어학회 논문집
- ㆍ 권/호정보
- 2012년|12권 1호|pp.35-43 (9 pages)
- ㆍ 발행정보
- 한국디지털건축인테리어학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
This study aimed to seek a method capable of hedging a rising risk of housing rent price by introducing derivatives with the target of Korean housing rent markets. The research model used in this thesis progressed a research by applying a futures contract method with the target of the rent price of major apartments in Gangnam and Gangbuk Regions of Seoul. As an analysis result, the rent price of all complexes has risen during its analysis period, so it could be confirmed that the CRB future index was also risen according to this. Finally, it was confirmed that the rising risk of the rent price can be hedged through a purchase position of futures. But, as the difference between rent price variation and CRB future index variation occurs, it appeared that 100% of hedge is difficult. However, it is judged that if considering that a method capable of hedging the rising risk of the existing rent price was nonexistent, the hedge trading effect utilizing the CRB future index on the rent price will be meaningful.