Projects funded by the NCN
Systemic risk in the negative nominal interest rates environment
2017/25/N/HS4/01405
Keywords:
Negative interest rates systemic risk monetary policy financial risk
Descriptors:
- HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
- HS4_3: Econometrics, statistical methods
- HS4_7: Banking, corporate finance, accounting
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Szkoła Główna Handlowa w Warszawie, Kolegium Zarządzania i Finansów
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: PRELUDIUM 13 - announced on 2017-03-15
Amount awarded: 57 600 PLN
Project start date (Y-m-d): 2018-03-12
Project end date (Y-m-d): 2022-03-11
Project duration:: 48 months (the same as in the proposal)
Project status: Project settled
Project description
Download the project description in a pdf file
Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Equipment purchased [PL]
- Komputer (4 000 PLN)
- Oprogramowanie Matlab (6 800 PLN)
Information in the final report
- Publication in academic press/journals (1)
- Book publications / chapters in book publications (1)
- Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest ratesAuthors:Małgorzata Iwanicz-Drozdowska, Karol RogowiczAcademic press:Journal of International Financial Markets, Institutions & Money (rok: 2022, tom: vol. 79, no 101608, strony: 45314), Wydawca: ElsevierStatus:PublishedDOI:10.1016/j.intfin.2022.101608 - link to the publication
- MonografiaAuthors:Karol Rogowicz, Małgorzata Iwanicz-DrozdowskaBook:Negative Interest Rates and Financial Stability: Lessons in Systemic Risk (rok: 2022, tom: 1, strony: 272), Wydawca: Routledge, Taylor & Francis GroupStatus:Published