Browsing Geary Institute Working Papers by Author "Gabriel, Stuart A."

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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, ...
Housing risk and return : evidence from a housing asset-pricing model

Case, Karl E. ; Cotter, John ; Gabriel, Stuart A. (University College Dublin. Geary Institute, 2009-11)

This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper evaluates behavioral hypotheses advanced by Case and Shiller (1988, 2002, 2009) in studies of boom and ...