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....

Descrizione completa

Dettagli Bibliografici
Autore principale: Fernandes, Marcelo
Altri autori: Igan, Deniz, Pinheiro, Marcelo
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2015.
Serie:IMF Working Papers; Working Paper ; No. 2015/271
Soggetti:
Accesso online:Full text available on IMF