Mortgage Default Risk: New Evidence From Internet Search Queries
Download Document| Date Published | July 29, 2016 |
| Version | |
| Primary Author | Marcelle Chauvet, Stuart Gabriel, Chandler Lutz |
| Other Authors | |
| Theme | Housing Market & Urban Indicators, Housing Market Analysis |
| Country | United States |
Abstract
Google search data was used to create a Mortgage Default Risk Index that predicts housing returns, mortgage delinquency indicators, and subprime credit default swaps.