Negative and ultra-low interest rates: behavioral and quantitative modelling (NEMO)

Acronym: NEMO

Promoteurs: Catherine D’Hondt (IMMAQ-LFIN), Julio Dávila (IMMAQ-CORE, porte-parole), Leonardo Iania (IMMAQ-LFIN), Christian Hafner (IMMAQ-ISBA), Olivier Corneille (IPSY) and Frédéric Vrins (IMMAQ-LFIN).

 

Abstract. Interest rates are a cornerstone of economics and finance. They are at the foundation of asset pricing and monetary policy, and more generally of all intertemporal choices made by market participants and institutions every day, with huge consequences for the economic activity and wellbeing of our societies. Until recently, it was assumed (mostly implicitly) that interest rates could only possibly be positive. Notwithstanding, in the wake of the financial crisis initiated in 2008, major central banks of developed countries have been brought to conduct rates policies that turned them negative. The consequences of such a paradigm shift are both potentially huge and not well understood yet. This research project aims at shedding light on these consequences, both from an academic and a policy viewpoint, following three intertwined research lines that bring together a multidisciplinary team of researchers working on Behavioral Finance, Macro Finance, and Quantitative Finance.