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....

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Fernandes, Marcelo
Kolejni autorzy: Igan, Deniz, Pinheiro, Marcelo
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2015.
Seria:IMF Working Papers; Working Paper ; No. 2015/271
Hasła przedmiotowe:
Dostęp online:Full text available on IMF