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....

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Fernandes, Marcelo
מחברים אחרים: Igan, Deniz, Pinheiro, Marcelo
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2015.
סדרה:IMF Working Papers; Working Paper ; No. 2015/271
נושאים:
גישה מקוונת:Full text available on IMF