Mortgage default risk
New evidence from internet search queries
Bibliographic Data
| ID | 11080375 |
|---|---|
| Authors | Marcelle Chauvet (0000-0002-2548-5679, University of California, Riverside), Stuart A Gabriel (University of California, Los Angeles, corresponding author), Stuart Gabriel, Chandler Lutz (Copenhagen Business School) |
| Year | 2016 |
| Volume | 96 |
| Pages | 91-111 |
| Publication date | 2016-11-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Journal of Urban Economics (JOURNAL) |
| Journal identifiers | ISSN: 0094-1190 • E-ISSN: 1095-9068 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.jue.2016.08.004 |
| OpenAlex | W3122705048 |
| Language | EN |
| Citations received | 7 |
| References cited | 33 |
Business · Credit risk · Default Risk · The Internet · World Wide Web · Computer Science · Finance · Housing Market and Economics · Insurance and Financial Risk Management · Spatial and Panel Data Analysis
New Introduction to Multiple Time Series Analysis
Predicting consumer behavior with Web search
Detecting influenza epidemics using search engine query data
Forecasting private consumption
Twitter mood predicts the stock market
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
Predicting the Present with Google Trends
Some Tests of Specification for Panel Data
Real-Time Measurement of Business Conditions
Comparing Predictive Accuracy
Small-sample Confidence Intervals for Impulse Response Functions
A More Timely House Price Index
Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
Foreclosure externalities
Negative home equity, economic insecurity, and household mobility over the Great Recession
When does delinquency result in neglect? Mortgage distress and property maintenance
Modelling and forecasting mortgage delinquency and foreclosure in the UK.”
Negative equity and foreclosure
Reconciling theory and empirics on the role of unemployment in mortgage default
What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound
| Unique citing works | 7 |
|---|---|
| Citations per year | 0,78 |
| Citation span | 2017 - 2024 (8) |
| Citation velocity | recent |
| Highly cited | No |
| Citation types | Neutral: 7 |