March Madness in Wall Street : (What) Does the Market Learn from Stress Tests? /

Annual stress tests have become a regular part of the supervisors' toolkit following the global financial crisis. We investigate their capital market implications in the United States by looking at price and trade reactions, information asymmetry and uncertainty indicators, and bank activities....

Полное описание

Библиографические подробности
Главный автор: Fernandes, Marcelo
Другие авторы: Igan, Deniz, Pinheiro, Marcelo
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2015.
Серии:IMF Working Papers; Working Paper ; No. 2015/271
Предметы:
Online-ссылка:Full text available on IMF