The Information Value of the Stress Test
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- The “question” or the “answer”? Market reaction to UK stress tests
by bankunderground in Bank Underground on 2015-11-09 13:30:59
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cecilia Parlatore, 2018. "Designing Stress Scenarios," 2018 Meeting Papers 1090, Society for Economic Dynamics.
- Flannery, Mark & Hirtle, Beverly & Kovner, Anna, 2017.
"Evaluating the information in the federal reserve stress tests,"
Journal of Financial Intermediation,
Elsevier, vol. 29(C), pages 1-18.
- Flannery, Mark J. & Hirtle, Beverly & Kovner, Anna, 2015. "Evaluating the information in the Federal Reserve stress tests," Staff Reports 744, Federal Reserve Bank of New York, revised 01 Aug 2016.
- Marcelo Fernandes & Deniz Igan & Marcelo Pinheiro, 2015.
"March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?,"
771, Queen Mary University of London, School of Economics and Finance.
- Marcelo Fernandes & Deniz Igan & Marcelo Pinheiro, 2015. "March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?," Working Papers 771, Queen Mary University of London, School of Economics and Finance.
- Marcelo Fernandes & Deniz O Igan & Marcelo Pinheiro, 2015. "March Madness in Wall Street; (What) Does the Market Learn from Stress Tests?," IMF Working Papers 15/271, International Monetary Fund.
- repec:eee:finsta:v:39:y:2018:i:c:p:147-166 is not listed on IDEAS
- Lukas Ahnert & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2018. "The Impact of Regulatory Stress Testing on Bank's Equity and CDS Performance," Working Papers on Finance 1814, University of St. Gallen, School of Finance.
- Sahin, Cenkhan & de Haan, Jakob, 2016.
"Market reactions to the ECB’s Comprehensive Assessment,"
Elsevier, vol. 140(C), pages 1-5.
- Cenkhan Sahin & Jakob de Haan, 2015. "Market reactions to the ECB's Comprehensive Assessment," DNB Working Papers 463, Netherlands Central Bank, Research Department.
- Fischer, Jack R. & McPhail, Joseph E. & Rodrigues, Nathan & Orazem, Peter, 2017. "The Relative Importance of Macroeconomic Shocks, Regional Shocks and Idiosyncratic Risk on Large and Small Banks," ISU General Staff Papers 201707130700001027, Iowa State University, Department of Economics.
- Harris, Richard & Karadotchev, Veselin & Sowerbutts, Rhiannon & Stoja, Evarist, 2019. "Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity," Bank of England working papers 792, Bank of England.
- Herve Alexandre & François Guillemin & Catherine Refait-Alexandre, 2015.
"Disclosure, banks CDS spreads and the European sovereign crisis,"
- Hervé ALEXANDRE & François GUILLEMIN & Catherine Refait-Alexandre, 2015. "Disclosure, banks CDS spreads and the European sovereign crisis," Working Papers 2015-10, CRESE.
- repec:eee:jetheo:v:177:y:2018:i:c:p:34-69 is not listed on IDEAS
- Frame, W. Scott & Gerardi, Kristopher S. & Willen, Paul S., 2015.
"The failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO,"
FRB Atlanta Working Paper
2015-3, Federal Reserve Bank of Atlanta.
- Frame, W. Scott & Gerardi, Kristopher S. & Willen, Paul S., 2015. "The Failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO," Working Papers 15-4, Federal Reserve Bank of Boston.
- repec:eee:finsta:v:32:y:2017:i:c:p:86-98 is not listed on IDEAS
- Sengupta, Rajdeep & Black, Lamont K. & Floros , Ioannis, 2016. "Raising capital when the going gets tough: U.S. bank equity issuance from 2001 to 2014," Research Working Paper RWP 16-5, Federal Reserve Bank of Kansas City.
- Colonnello, Stefano & Koetter, Michael & Stieglitz, Moritz, 2019. "Benign neglect of covenant violations: Blissful banking or ignorant monitoring?," IWH Discussion Papers 3/2019, Halle Institute for Economic Research (IWH).
- Premti, Arjan & Garcia-Feijoo, Luis & Madura, Jeff, 2017. "Information content of analyst recommendations in the banking industry," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 35-47.
- repec:eee:finsta:v:32:y:2017:i:c:p:115-123 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.
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