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Evaluating the information in the Federal Reserve stress tests
Flannery, Mark
;
Hirtle, Beverly J.
;
Kovner, Anna
-
2015
. Using a different empirical approach, we show that around
stress
test
announcement dates, the absolute value of the … Sapra (2014) but find no evidence of negative welfare costs associated with the disclosure of
stress
test
results. …
Persistent link: https://www.econbiz.de/10011342852
Saved in:
2
Supervisory stress tests
Hirtle, Beverly J.
;
Lehnert, Andreas
-
2014
modeling decisions, which has not received as much attention as scenario design, disclosure or other
stress
test
design choices. …
Persistent link: https://www.econbiz.de/10010423814
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