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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Bibliografiska uppgifter
Huvudupphovsman: Fernandes, Marcelo
Övriga upphovsmän: Igan, Deniz, Pinheiro, Marcelo
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 2015.
Serie:IMF Working Papers; Working Paper ; No. 2015/271
Ämnen:
Länkar:Full text available on IMF