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....

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Bibliografske podrobnosti
Glavni avtor: Fernandes, Marcelo
Drugi avtorji: Igan, Deniz, Pinheiro, Marcelo
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2015.
Serija:IMF Working Papers; Working Paper ; No. 2015/271
Teme:
Online dostop:Full text available on IMF