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....

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Fernandes, Marcelo
Weitere Verfasser: Igan, Deniz, Pinheiro, Marcelo
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2015.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2015/271
Schlagworte:
Online Zugang:Full text available on IMF