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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书目详细资料
主要作者: Fernandes, Marcelo
其他作者: Igan, Deniz, Pinheiro, Marcelo
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2015.
丛编:IMF Working Papers; Working Paper ; No. 2015/271
主题:
在线阅读:Full text available on IMF