On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions
Year of publication: |
2021
|
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Authors: | Georgoutsos, Demetris A. ; Moratis, G. |
Subject: | EBA stress tests | Event study analysis | Factor models | Quantile regression analysis | Kapitaleinkommen | Capital income | Bank | Stresstest | Stress test | Börsenkurs | Share price | EU-Staaten | EU countries | Regressionsanalyse | Regression analysis | Ereignisstudie | Event study | Schätzung | Estimation |
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