Gyuri Venter and Paul Whelan receive a DKK 1.53 mill. grant from The Danish Council for Independent Research

News

Assistant professors at the Department of Finance and FRIC center members Gyuri Venter and Paul Whelan receive a DKK 1.53 mill. grant from The Danish Council for Independent Research to study the effect of monetary policy communication on asset prices

06/19/2018

Assistant professors at the Department of Finance and FRIC center members Gyuri Venter and Paul Whelan receive DKK 1.53 mill. grant from The Danish Council for Independent Research to investigate the effect of monetary policy communication on asset prices.

The project is entitled Monetary Policy Networks and Asset Prices and studies how central banks communicate and what information they provide, especially in crisis times. Worse-than-expected monetary policy communication can propagate negative macroeconomic shocks, leading to contagion across asset classes, both domestically and internationally. The project intends to build theoretical models and confirm their predictions in sovereign bond and exchange rate markets using a new, comprehensive set of international monetary policy.

Find more information about the grant here.

 

About the researchers

Gyuri Venter is an Assistant Professor of Finance at the Copenhagen Business School. His research focuses on the asset pricing implications of market frictions, market microstructure, and information economics. His work has been published in the Review of Financial Studies. He received his PhD in Finance from the London School of Economics and Political Science, and his MSc in Economics from the Corvinus University of Budapest. See more information about Gyuri Venter.

Paul Whelan's research interests are in the areas of theoretical and empirical asset pricing with a specific focus in fixed income markets. Paul has presented at American Finance Association, Western Finance Association, and European Finance Association meetings, and has received several awards for his research, most recently Best Paper Award at the SFS Cavalcade 2017. See more information about Paul Whelan.

 

Gyuri Venter and Paul Whelan

The page was last edited by: Center for Financial Frictions // 08/17/2018