doc. Ing. Peter Árendáš, PhD.

Participation in conducting (leading) the most important research projects or art projects over the last six years

VEGA 1/0124/14 Úloha finančných inštitúcií a kapitálového trhu pri riešení problémov dlhovej krízy v Európe (Finančná kríza, ktorá prepukla v roku 2008, sa preniesla do všetkých oblastí hospodárskeho života a nadobudla globálnych rozmerov. Pri riešení jej problémov sa v hospodárskej praxi využili viaceré konvenčné nástroje fiškálnej a monetárnej politiky. Tie v konečnom dôsledku viedli k rastu deficitného financovania a tým aj k rastu vládnych dlhov. Dôsledky týchto procesov sa dotkli osobitne Európy a prerástli do dlhovej krízy. Projekt bol zameraný na problematiku dlhovej krízy a na hľadanie nástrojov vhodných na riešenie vzniknutých problémov, či už z pohľadu zavedenia nových systémových prvkov, nových regulácií, alebo zvýšenia efektívnosti finančných trhov. ) - zástupca zodpovedného riešiteľa

VEGA 1/0009/17 The making of the Capital union in Europe and its impact on individual member countries (The aim of this project was to evaluate the effectiveness of mechanism of the Capital union within the EU, to evaluate the risks endangering the individual member countries, to point out the need for legislation changes in the member countries and to outline the potential contributions of the capital union to development of the whole European community, as well as individual member countries.) - deputy principal researcher

VEGA 1/0257/18 Prediction of volatility density on financial markets (The main goal of the research project was to design procedures for realized volatility forecasts based on realized volatility density forecasts and to verify the forecasts based on statistical and economic criteria. The aim was to use quantile regression models to forecast the whole volatility distribution, to bridge the literature on point forecasts and on volatility density forecast, and to contribute to the empirical literature, by deriving forecasted volatility density by averaging the whole set of forecasted densities.) - researcher

VEGA 1/0221/21 Interest rates in the environment with central bank digital currency (So far, the concept of central bank digital currency (CBDC) has not been finalized or implemented. The sheer volume of different CBDC designs requires a more detailed analysis of their effects on the monetary policy (MP) transmission, as well as on price and finan. stability. CBDC implementation would significantly alter the functioning of the finan. system. It is therefore crucial to investigate the changes to the interest rates – as the inter. rate transmission channel of MP would be extended by the CBDC’s interest rates, which could be used to regulate the demand for CBDC, but which could potentially also play an important role in helping to attain the MP objectives. As price of money, inter. rates affect the functioning of each segment of the finan. market. The project focuses on the study of potential benefits and dangers for bank. sector, finan. markets and real economy, which could be associated with the modification of the inter. rate transmission process of MP in the EA19 due to CBDC implementation.) -deputy principal researcher