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....

ver descrição completa

Detalhes bibliográficos
Autor principal: Fernandes, Marcelo
Outros Autores: Igan, Deniz, Pinheiro, Marcelo
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2015.
Colecção:IMF Working Papers; Working Paper ; No. 2015/271
Assuntos:
Acesso em linha:Full text available on IMF