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....

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Fernandes, Marcelo
Awduron Eraill: Igan, Deniz, Pinheiro, Marcelo
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2015.
Cyfres:IMF Working Papers; Working Paper ; No. 2015/271
Pynciau:
Mynediad Ar-lein:Full text available on IMF