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Contenuto archiviato il 2024-05-28

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

Obiettivo

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.

Campo scientifico (EuroSciVoc)

Argomento(i)

Invito a presentare proposte

FP7-PEOPLE-2011-CIG
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Meccanismo di finanziamento

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

Coordinatore

UNIVERSIDAD DE NAVARRA
Contributo UE
€ 100 000,00
Indirizzo
CAMPUS UNIVERSITARIO EDIFICIO CENTRAL
31080 Pamplona
Spagna
Regione
Noreste Comunidad Foral de Navarra Navarra
Tipo di attività
Higher or Secondary Education Establishments
Collegamenti
Costo totale
Nessun dato