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Central Bank Stress Tests: Mad, Bad, and Dangerous

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  • Kevin Dowd

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Suggested Citation

  • Kevin Dowd, 2015. "Central Bank Stress Tests: Mad, Bad, and Dangerous," Cato Journal, Cato Journal, Cato Institute, vol. 35(3), pages 507-524, Fall.
    • Handle: RePEc:cto:journl:v:35:y:2015:i:3:p:507-524
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    File URL: http://object.cato.org/sites/cato.org/files/serials/files/cato-journal/2015/9/cj-v35n3-3.pdf
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    References listed on IDEAS

    as
    1. Acharya, Viral V. & Steffen, Sascha, 2014. "Falling short of expectations? Stress-testing the European banking system," CEPS Papers 8803, Centre for European Policy Studies.
    2. Kevin Dowd & John Cotter & Christopher Humphrey & Margaret Woods, 2008. "How unlucky is 25-Sigma?," Centre for Financial Markets Working Papers 10197/1175, Research Repository, University College Dublin.
    3. Anat Admati & Martin Hellwig, 2013. "The Bankers' New Clothes: What's Wrong with Banking and What to Do about It," Economics Books, Princeton University Press, edition 1, volume 1, number 9929, December.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Maria Rosa Borges & José Zorro Mendes & André Pereira, 2019. "The Value of Information: The Impact of European Union Bank Stress Tests on Stock Markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(4), pages 429-444, November.
    2. Charles Raoul Tchuinkam Djemo & John Weirstrass Muteba Mwamba & Mathias Mandla Manguzvane, 2021. "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," The African Finance Journal, Africagrowth Institute, vol. 23(2), pages 36-49.
    3. Fernandes, Marcelo & Igan, Deniz & Pinheiro, Marcelo, 2020. "March madness in Wall Street: (What) does the market learn from stress tests?," Journal of Banking & Finance, Elsevier, vol. 112(C).
    4. Klein, Paul-Olivier & Turk-Ariss, Rima, 2022. "Bank capital and economic activity," Journal of Financial Stability, Elsevier, vol. 62(C).
    5. Kempeneer, Shirley & Van Dooren, Wouter, 2019. "Using numbers that do not count: how the latent functions of performance indicators explain their success," SocArXiv vf9yn, Center for Open Science.
    6. repec:osf:socarx:vf9yn_v1 is not listed on IDEAS

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    More about this item

    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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