Market reactions to the ECB’s Comprehensive Assessment
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- Cenkhan Sahin & Jakob de Haan, 2015. "Market reactions to the ECB's Comprehensive Assessment," DNB Working Papers 463, Netherlands Central Bank, Research Department.
References listed on IDEAS
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- A. Craig MacKinlay, 1997. "Event Studies in Economics and Finance," Journal of Economic Literature, American Economic Association, vol. 35(1), pages 13-39, March.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Arnould, Guillaume & Dehmej, Salim, 2016.
"Is the European banking system robust? An evaluation through the lens of the ECB׳s Comprehensive Assessment,"
Elsevier, vol. 147(C), pages 126-144.
- Guillaume Arnould & Salim Dehmej, 2016. "Is the European banking system robust? An evaluation through the lens of the ECB?s Comprehensive Assessment," International Economics, CEPII research center, issue 147, pages 126-144.
- repec:eee:finsta:v:32:y:2017:i:c:p:86-98 is not listed on IDEAS
- Carboni, Marika & Fiordelisi, Franco & Ricci, Ornella & Lopes, Francesco Saverio Stentella, 2017. "Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union," Journal of Banking & Finance, Elsevier, vol. 74(C), pages 122-132.
More about this item
KeywordsECB Comprehensive Assessment; Stress tests; Bank equity returns; CDS spreads;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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