Georgescu, Oana-Maria; Groß, Marco; Kapp, Daniel; Kok … - 2017
reacted to the 2014 Comprehensive Assessment and the 2016 EBA EU- wide stress test. The results show that stress test … disclosures revealed new information that was priced by the markets. We also provide evidence that the publication of stress test … performing banks in the stress test. Finally, we provide some evidence that also sovereign funding costs were affected in the …