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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 - 2012

Persistent link: https://www.econbiz.de/10009755850

The mortgage meltdown, the economy, and public policy

Gabriel, Stuart A. (contributor) - 2009

Persistent link: https://www.econbiz.de/10009550972

Congressional influence as a determinant of subprime lending

Gabriel, Stuart A.; Kahn, Matthew E.; Vaughn, Ryan K. - In: Journal of housing economics 28 (2015), pp. 91-102

Persistent link: https://www.econbiz.de/10011565810

A crisis of missed opportunities? : foreclosure costs and mortgage modification during the Great Recession

Gabriel, Stuart A.; Iacoviello, Matteo; Lutz, Chandler - 2020

Persistent link: https://www.econbiz.de/10012388711

Default option exercise over the financial crisis and beyond

An, Xudong; Deng, Yongheng; Gabriel, Stuart A. - In: Review of finance : journal of the European Finance … 25 (2021) 1, pp. 153-187

Persistent link: https://www.econbiz.de/10012434689

A crisis of missed opportunities? : foreclosure costs and mortgage modification during the Great Recession

Gabriel, Stuart A.; Iacoviello, Matteo; Lutz, Chandler - In: The review of financial studies 34 (2021) 2, pp. 864-906

Persistent link: https://www.econbiz.de/10012434827

A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession

Gabriel, Stuart; Iacoviello, Matteo; Lutz, Chandler - 2020

We investigate the impact of Great Recession policies in California that substantially increased lender pecuniary and time costs of foreclosure. We estimate that the California Foreclosure Prevention Laws (CFPLs) prevented 250,000 California foreclosures (a 20% reduction) and created $300...

Persistent link: https://www.econbiz.de/10014048824

Extreme value estimation of boom and crash statistics

Cotter, John - In: The European journal of finance 12 (2006) 6/7, pp. 553-566

Persistent link: https://www.econbiz.de/10003382846

How unlucky is 25-Sigma?

Dowd, Kevin; Cotter, John; Humphrey, Chris; Woods, Margaret - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 76-80

Persistent link: https://www.econbiz.de/10003769562

How unlucky is 25-Sigma?

Dowd, Kevin; Cotter, John; Humphrey, Christopher; … - 2008

Persistent link: https://www.econbiz.de/10008808026