EXPLOITING MACRO ACCOUNTING INFORMATION FOR ASSET PRICING SYSTEMIC RISK AND MON...
EXPLOITING MACRO ACCOUNTING INFORMATION FOR ASSET PRICING SYSTEMIC RISK AND MONETARY POLICY ANALYSIS
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 u...
ver más
¿Tienes un proyecto y buscas un partner? Gracias a nuestro motor inteligente podemos recomendarte los mejores socios y ponerte en contacto con ellos. Te lo explicamos en este video
Proyectos interesantes
PRE2019-089343
ANALISIS ECONOMICO DEL RIESGO BANCARIO: IMPLICACIONES PARA L...
98K€
Cerrado
MACROBANK
Systemic Risks and Macroprudential Regulation in Banking
100K€
Cerrado
PGC2018-097044-B-I00
ANALISIS ECONOMICO DEL RIESGO BANCARIO: IMPLICACIONES PARA L...
24K€
Cerrado
ECO2011-22650
EL PAPEL DEL TIPO DE CAMBIO Y DE LA AVERSION AL RIESGO COMO...
15K€
Cerrado
ECO2009-10398
EFECTOS MACROECONOMICOS Y FINANCIEROS DE LA POLITICA MONETAR...
85K€
Cerrado
UNIVERSIDAD DE NAVARRA
No se ha especificado una descripción o un objeto social para esta compañía.
Total investigadores849
Presupuesto del proyecto
100K€
Fecha límite de participación
Sin fecha límite de participación.
Descripción del proyecto
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.