Systemic risk in the negative nominal interest rates environment
2017/25/N/HS4/01405
Keywords
Descriptors
- HS4_1: Makroekonomia (w tym: równowaga ekonomiczna, wzrost gospodarczy, wahania koniunkturalne w globalnej gospodarce, ekonomia pracy)
- HS4_3: Ekonometria i metody statystyczne
- HS4_7: Bankowość, finanse przedsiębiorstw, rachunkowość
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
Voivodeship: 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
- 2018-03-12
- Project end date
- 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. Cost: 4 000 PLN
- Oprogramowanie Matlab. Cost: 6 800 PLN
Information in the final report
Publication in academic press/journals (1)
-
Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates
- Authors:
- Małgorzata Iwanicz-Drozdowska, Karol Rogowicz
- Academic press:
- Journal of International Financial Markets, Institutions & Money (year: 2022, volume: vol. 79, no 101608, pages: 46045), Publisher: Elsevier
- Status:
- Published
- DOI:
- 10.1016/j.intfin.2022.101608 – link to the publication
Book publications / chapters in book publications (1)
-
Monografia
- Authors:
- Karol Rogowicz, Małgorzata Iwanicz-Drozdowska
- Book:
- Negative Interest Rates and Financial Stability: Lessons in Systemic Risk (year: 2022, volume: 1, pages: 272), Publisher: Routledge, Taylor & Francis Group
- Status:
- Published