How Did Markets React to Stress Tests?

How Did Markets React to Stress Tests?
We use event study methods to compare the market reaction to U.S. and EU-wide stress tests performed from 2009 to 2013. Typically, stress tests have a positive impact on stressed banks' returns. While the 2009 U.S. stress test had a large positive outcome, the impact of subsequent U.S. exercises decreased over time. The 2011 EU exercise is the... READ MORE...

Publication date: April 2015
ISBN 9781484315378
$18.00

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