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....

Description complète

Détails bibliographiques
Auteur principal: Fernandes, Marcelo
Autres auteurs: Igan, Deniz, Pinheiro, Marcelo
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2015.
Collection:IMF Working Papers; Working Paper ; No. 2015/271
Sujets:
Accès en ligne:Full text available on IMF