Outputs (2)

Google search queries, foreclosures, and house prices (2020)
Journal Article
Damianov, D. S., Wang, X., & Yan, C. (2021). Google search queries, foreclosures, and house prices. Journal of Real Estate Finance and Economics, 63(2), 177-209. https://doi.org/10.1007/s11146-020-09789-y

We study whether Google search behavior for “mortgage assistance” and “foreclosure help” aggregated in the mortgage default risk indicator (MDRI) of Chauvet et al. (2016) helps predict future house prices and foreclosures in local residential markets... Read More about Google search queries, foreclosures, and house prices.

Does Bitcoin add value to global industry portfolios? (2020)
Journal Article
Damianov, D. S., & Elsayed, A. H. (2020). Does Bitcoin add value to global industry portfolios?. Economics Letters, 191, Article 108935. https://doi.org/10.1016/j.econlet.2019.108935

Bitcoin has been increasingly viewed as a new form of investment, yet its role as an asset in a diversified industry portfolio is not well understood. In this paper, we explore the dynamic interdependence between Bitcoin and the ten global industry s... Read More about Does Bitcoin add value to global industry portfolios?.