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....

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Fernandes, Marcelo
Muut tekijät: Igan, Deniz, Pinheiro, Marcelo
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2015.
Sarja:IMF Working Papers; Working Paper ; No. 2015/271
Aiheet:
Linkit:Full text available on IMF