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....

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Fernandes, Marcelo
مؤلفون آخرون: Igan, Deniz, Pinheiro, Marcelo
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2015.
سلاسل:IMF Working Papers; Working Paper ; No. 2015/271
الموضوعات:
الوصول للمادة أونلاين:Full text available on IMF