Browsing School of Business by Subject "Integration"

Now showing items 1-3 of 3

Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust

Cotter, John ; Gabriel, Stuart A. ; Roll, Richard (UCD Geary Institute, 2012-07)

Geographic diversification is fundamental to risk mitigation among investors and insurers of housing, mortgages, and mortgage-related derivatives. To characterize diversification potential, we provide estimates of integration, ...
Dynamics of equity market integration in Europe : impact of political-economy events

Aggarwal, Raj ; Lucey, Brian M. ; Muckley, Cal (University College Dublin. School of Business. Centre for Financial Markets, 2006-06)

Unlike most prior literature in finance and economics, this paper focuses on events in the political economy and examines the integration of European equity markets over the 1988 through 2002 period using three innovative ...
Integration and contagion in US housing markets

Cotter, John ; Gabriel, Stuart A. ; Roll, Richard (2011)

This paper explores integration and contagion among US metropolitan housing markets. The analysis applies Federal Housing Finance Agency (FHFA) house price repeat sales indexes from 384 metropolitan areas to estimate a ...