EMAIFAP
"EXPLOITING MACRO-ACCOUNTING INFORMATION FOR ASSET PRICING, SYSTEMIC RISK AND MONETARY POLICY ANALYSIS"
| Coordinatore | UNIVERSIDAD DE NAVARRA
Organization address
address: CAMPUS UNIVERSITARIO EDIFICIO CENTRAL contact info |
| Nazionalità Coordinatore | Spain [ES] |
| Totale costo | 100˙000 € |
| EC contributo | 100˙000 € |
| Programma | FP7-PEOPLE
Specific programme "People" implementing the Seventh Framework Programme of the European Community for research, technological development and demonstration activities (2007 to 2013) |
| Code Call | FP7-PEOPLE-2011-CIG |
| Funding Scheme | MC-CIG |
| Anno di inizio | 2012 |
| Periodo (anno-mese-giorno) | 2012-04-02 - 2016-04-01 |
Partecipanti
| # | ||||
|---|---|---|---|---|
| 1 |
UNIVERSIDAD DE NAVARRA
Organization address
address: CAMPUS UNIVERSITARIO EDIFICIO CENTRAL contact info |
ES (PAMPLONA) | coordinator | 100˙000.00 |
Mappa
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Obiettivo del progetto (Objective)
'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.'