Skip to main content
Ir a la página de inicio de la Comisión Europea (se abrirá en una nueva ventana)
español es
CORDIS - Resultados de investigaciones de la UE
CORDIS
Contenido archivado el 2024-05-28

EXPLOITING MACRO-ACCOUNTING INFORMATION FOR ASSET PRICING, SYSTEMIC RISK AND MONETARY POLICY ANALYSIS

Objetivo

The information in banks’ balance sheet has long been neglected in important areas of Macroeconomics and Finance. The latest financial crisis has shown however that banks’ balance sheet positions provide essential information to understand bank dynamics, systemic risk, the monetary policy transmission mechanism as well as their market valuation. While these are all important topics, they are typically treated separately in the banking-macro-finance literature. The aim of our project is to draw on the wealth of information present in commercial bank and bank holding companies balance sheets in order to shed light on their empirical implications for these key macro-finance developments. We will also examine the role that banking capital regulation plays on their market valuations at the micro level as well as on the transmission of monetary policy to the real economy.

Ámbito científico (EuroSciVoc)

Programa(s)

Tema(s)

Convocatoria de propuestas

FP7-PEOPLE-2011-CIG
Consulte otros proyectos de esta convocatoria

Régimen de financiación

MC-CIG - Support for training and career development of researcher (CIG)

Coordinador

UNIVERSIDAD DE NAVARRA
Aportación de la UE
€ 100 000,00
Dirección
CAMPUS UNIVERSITARIO EDIFICIO CENTRAL
31080 Pamplona
España
Región
Noreste Comunidad Foral de Navarra Navarra
Tipo de actividad
Higher or Secondary Education Establishments
Enlaces
Coste total
Sin datos