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....

詳細記述

書誌詳細
第一著者: Fernandes, Marcelo
その他の著者: Igan, Deniz, Pinheiro, Marcelo
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2015.
シリーズ:IMF Working Papers; Working Paper ; No. 2015/271
主題:
オンライン・アクセス:Full text available on IMF