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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Detalles Bibliográficos
Autor principal: Fernandes, Marcelo
Otros Autores: Igan, Deniz, Pinheiro, Marcelo
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2015.
Colección:IMF Working Papers; Working Paper ; No. 2015/271
Materias:
Acceso en línea:Full text available on IMF