CEU eTD Collection (2021); Kokbayev, Ansar: Gauging Public Interest on Mortgage Prepayments: Analyzing Google Searches and Tweets Against Conditional Prepayment Rates

CEU Electronic Theses and Dissertations, 2021
Author Kokbayev, Ansar
Title Gauging Public Interest on Mortgage Prepayments: Analyzing Google Searches and Tweets Against Conditional Prepayment Rates
Summary In this project, Correlation and Regression analyses were used to understand the relationship between public interest demonstrated through google searches and tweets on Mortgage Prepayments against the Benchmark Conditional Prepayment Rate (BCPR) created by the Federal Housing Finance Agency (FHFA). If such relationships can be identified, use them to predict mortgage prepayments.
Supervisor Zoltan Papp
Department Economics MSc
Full texthttps://www.etd.ceu.edu/2021/kokbayev_ansar.pdf

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