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The Information Value of the Stress Test

Citations

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As found by EconAcademics.org, the blog aggregator for Economics research:
  1. The “question” or the “answer”? Market reaction to UK stress tests
    by bankunderground in Bank Underground on 2015-11-09 13:30:59

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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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. Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2023. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Journal of Financial Intermediation, Elsevier, vol. 53(C).
  3. Michael Doumpos & Constantin Zopounidis & Pantelis Fragiadakis, 2016. "Assessing the financial performance of European banks under stress testing scenarios: a multicriteria approach," Operational Research, Springer, vol. 16(2), pages 197-209, July.
  4. 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).
  5. Shahhosseini, Mehrnoush, 2022. "Capital requirements and banks’ behavior: Evidence from bank stress tests," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 240-262.
  6. D. Georgoutsos & G. Moratis, 2021. "On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(4), pages 977-1008, November.
  7. 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.
  8. 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.
  9. Lukas Ahnert & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2020. "Regulatory stress testing and bank performance," European Financial Management, European Financial Management Association, vol. 26(5), pages 1449-1488, November.
  10. Kasim Ahmed & Giovanni Calice, 2023. "The effects of supervisory stress testing on bank lending: examining large UK banks," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(2), pages 228-247, June.
  11. Cecilia Parlatore, 2018. "Designing Stress Scenarios," 2018 Meeting Papers 1090, Society for Economic Dynamics.
  12. W. Scott Frame & Kristopher Gerardi & Paul S. Willen, 2015. "The Failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO," Working Papers 15-4, Federal Reserve Bank of Boston.
  13. Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021. "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 53-69.
  14. Sahin, Cenkhan & de Haan, Jakob, 2016. "Market reactions to the ECB’s Comprehensive Assessment," Economics Letters, Elsevier, vol. 140(C), pages 1-5.
  15. Lamont K. Black & Ioannis Floros & Rajdeep Sengupta, 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.
  16. Małgorzata Iwanicz-Drozdowska & Krzysztof Jackowicz & Maciej Karczmarczyk, 2021. "“The Crooked Smile of TCR†: Banks’ Solvency and Restructuring Costs in the European Banking Industry," SAGE Open, , vol. 11(3), pages 21582440211, September.
  17. Hervé Alexandre & François Guillemin & Catherine Refait-Alexandre, 2015. "Disclosure, banks CDS spreads and the European sovereign crisis," Working Papers 2015-10, CRESE.
  18. Bertsatos, Georgios & Sakellaris, Plutarchos & Tsionas, Mike G., 2017. "Did the financial crisis affect the market valuation of large systemic U.S. banks?," Journal of Financial Stability, Elsevier, vol. 32(C), pages 115-123.
  19. Sahin, Cenkhan & de Haan, Jakob & Neretina, Ekaterina, 2020. "Banking stress test effects on returns and risks," Journal of Banking & Finance, Elsevier, vol. 117(C).
  20. Stefano Colonnello & Michael Koetter & Moritz Stieglitz, 2021. "Benign Neglect Of Covenant Violations: Blissful Banking Or Ignorant Monitoring?," Economic Inquiry, Western Economic Association International, vol. 59(1), pages 459-477, January.
  21. 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.
  22. Avdjiev, Stefan & ,, 2022. "Bank opacity - patterns and implications," CEPR Discussion Papers 17024, C.E.P.R. Discussion Papers.
  23. Pérez Montes, Carlos & Trucharte Artigas, Carlos & Cristófoli, María Elizabeth & Lavín San Segundo, Nadia, 2018. "The impact of the IRB approach on the risk weights of European banks," Journal of Financial Stability, Elsevier, vol. 39(C), pages 147-166.
  24. Sahin, Cenkhan & de Haan, Jakob, 2016. "Market reactions to the ECB’s Comprehensive Assessment," Economics Letters, Elsevier, vol. 140(C), pages 1-5.
  25. Andrieș, Alin Marius & Nistor, Simona & Ongena, Steven & Sprincean, Nicu, 2020. "On Becoming an O-SII (“Other Systemically Important Institution”)," Journal of Banking & Finance, Elsevier, vol. 111(C).
  26. Nadine Gatzert & Dinah Heidinger, 2020. "An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports in the European Insurance Industry," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(2), pages 407-436, June.
  27. Andrieș, Alin Marius & Ongena, Steven & Sprincean, Nicu, 2021. "The COVID-19 Pandemic and Sovereign Bond Risk," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  28. Pancotto, Livia & ap Gwilym, Owain & Molyneux, Philip, 2023. "Deal! Market reactions to the agreement on the EU Covid-19 recovery fund," Journal of Financial Stability, Elsevier, vol. 67(C).
  29. Ahnert, Lukas & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian, 2020. "Regulatory stress testing and bank performance," CFR Working Papers 20-03, University of Cologne, Centre for Financial Research (CFR).
  30. Myriam García-Olalla & Manuel Luna, 2021. "Market reaction to supranational banking supervision in Europe: Do firm- and country-specific factors matter?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(4), pages 947-975, November.
  31. Perechuda Igor, 2020. "Football Clubs Drowned by Players," Polish Journal of Sport and Tourism, Sciendo, vol. 27(1), pages 28-32, March.
  32. Andreea Maura Bobiceanu & Simona Nistor, 2021. "The Impact Of Coronavirus Pandemic On The Stock Market Reaction In The Banking Sector. The Role Or Regulatory And Supervisory Framework Across European Union Members," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 28, pages 41-64, December.
  33. Tirupam Goel & Isha Agarwal, 2021. "Limits of stress-test based bank regulation," BIS Working Papers 953, Bank for International Settlements.
  34. 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.
  35. Petr Jakubik, 2020. "The impact of EIOPA statement on insurers dividends: evidence from equity market," EIOPA Financial Stability Report - Thematic Articles 18, EIOPA, Risks and Financial Stability Department.
  36. Amavi S. S. Agbodji & Emmanuelle Nys & Alain Sauviat, 2021. "Do CDS Maturities Matter in the Evaluation of the Information Content of Regulatory Banking Stress Tests? Evidence from European and US Stress Tests," Revue économique, Presses de Sciences-Po, vol. 72(1), pages 65-102.
  37. 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.
  38. Goldstein, Itay & Leitner, Yaron, 2018. "Stress tests and information disclosure," Journal of Economic Theory, Elsevier, vol. 177(C), pages 34-69.
  39. Lazzari, Valter & Vena, Luigi & Venegoni, Andrea, 2017. "Stress tests and asset quality reviews of banks: A policy announcement tool," Journal of Financial Stability, Elsevier, vol. 32(C), pages 86-98.
  40. Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea, 2020. "Communication and financial supervision: How does disclosure affect market stability?," Journal of Empirical Finance, Elsevier, vol. 57(C), pages 1-15.
  41. Ferretti, Riccardo & Venturelli, Valeria & Azzaretto, Alessandro, 2023. "Does individual SREP results reveal real news?," Finance Research Letters, Elsevier, vol. 57(C).
  42. 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.
  43. Couaillier, Cyril & Henricot, Dorian, 2023. "How do markets react to tighter bank capital requirements?," Journal of Banking & Finance, Elsevier, vol. 151(C).
  44. Nguyen, Thach Vu Hong & Ahmed, Shamim & Chevapatrakul, Thanaset & Onali, Enrico, 2020. "Do stress tests affect bank liquidity creation?," Journal of Corporate Finance, Elsevier, vol. 64(C).
  45. Cortés, Kristle R. & Demyanyk, Yuliya & Li, Lei & Loutskina, Elena & Strahan, Philip E., 2020. "Stress tests and small business lending," Journal of Financial Economics, Elsevier, vol. 136(1), pages 260-279.
  46. Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2022. "The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?," Working Paper Series 2711, European Central Bank.
  47. Cornett, Marcia Millon & Minnick, Kristina & Schorno, Patrick J. & Tehranian, Hassan, 2020. "An examination of bank behavior around Federal Reserve stress tests," Journal of Financial Intermediation, Elsevier, vol. 41(C).
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