Do CDS maturities matter in the evaluation of the information content of regulatory banking stress tests? : evidence from European and US stress tests
Amavi S. S. Agbodji, Emmanuelle Nys, Alain Sauviat
| Alternative title: | Les maturirés de CDS importent-elles dans l'évaluation du contenu informationnel des tests résistance bancaires? : exemple des tests de résistance Européens et Américains |
|---|---|
| Year of publication: |
2021
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| Authors: | Agbodji, Amavi S. S. ; Nys, Emmanuelle ; Sauviat, Alain |
| Published in: |
Revue économique : revue bimestrielle. - Paris : Presses de Sciences Po, ISSN 0035-2764, ZDB-ID 208690-6. - Vol. 72.2021, 1, p. 65-102
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| Subject: | regulatory stress tests | CDS maturities | market reaction | event study | EU-Staaten | EU countries | Kreditderivat | Credit derivative | USA | United States | Börsenkurs | Share price | Bankenaufsicht | Banking supervision | Ereignisstudie | Event study | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Stresstest | Stress test | Bankenregulierung | Bank regulation | Ankündigungseffekt | Announcement effect | Informationswert | Information value | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in französischer und englischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012607004