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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Hlavní autor: Fernandes, Marcelo
Další autoři: Igan, Deniz, Pinheiro, Marcelo
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2015.
Edice:IMF Working Papers; Working Paper ; No. 2015/271
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On-line přístup:Full text available on IMF

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