Do stress tests matter? Evidence from the 2014 and 2016 stress tests
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References listed on IDEAS
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- 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.
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More about this item
Keywordsbank stress tests; disclosure; event study;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2017-05-14 (Banking)
- NEP-CBA-2017-05-14 (Central Banking)
- NEP-EEC-2017-05-14 (European Economics)
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