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....

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Bibliografiske detaljer
Hovedforfatter: Fernandes, Marcelo
Andre forfattere: Igan, Deniz, Pinheiro, Marcelo
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2015.
Serier:IMF Working Papers; Working Paper ; No. 2015/271
Fag:
Online adgang:Full text available on IMF