Mortgage Default Risk: New Evidence From Internet Search Queries

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Date Published July 29, 2016
Primary Author Marcelle Chauvet, Stuart Gabriel, Chandler Lutz
Other Authors
Theme Housing Market & Urban Indicators, Housing Market Analysis
Country United States


Google search data was used to create a Mortgage Default Risk Index that predicts housing returns, mortgage delinquency indicators, and subprime credit default swaps.

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