Gyuri Venter receives DKK 1.81 mill. grant from The Danish Council for Independent Research

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Assistant professor Gyuri Venter receives DKK 1.81 mill. grant from The Danish Council for Independent Research

 
10/10/2014

Assistant professor Gyuri Venter receives DKK 1.81 mill. grant from The Danish Council for Independent Research to study the effect of financial institutions’ capital constraints on asset prices. Less institutional capital leads to larger price discrepancies between assets with similar risk, and these mispricings behave in a correlated fashion across asset classes and countries, thereby leading to systemic risk and resulting in crises.

The project will study how government bond prices and exchange rates respond to changes in institutional wealth by using a new measure of international capital constraints.

The page was last edited by: Department of Finance // 10/10/2014