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Banking stress test effects on returns and risks

Neretina, Ekaterina; Sahin, Cenkhan; Haan, Jakob de - 2014

Persistent link: https://www.econbiz.de/10010343579

Market reactions to the ECB's comprehensive assessment

Sahin, Cenkhan; Haan, Jakob de - 2015

Persistent link: https://www.econbiz.de/10010488885

Market reactions to the ECB's Comprehensive Assessment

Sahin, Cenkhan; Haan, Jakob de - In: Economics letters 140 (2016), pp. 1-5

Persistent link: https://www.econbiz.de/10011615673

Banking stress test effects on returns and risks

Sahin, Cenkhan; Haan, Jakob de; Neretina, Ekaterina - In: Journal of banking & finance 117 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012495750

Banking Stress Test Effects on Returns and Risks

Neretina, Ekaterina - 2015

We investigate the effects of the announcement and the disclosure of the clarification, methodology, and outcomes of the US banking stress tests on banks' equity prices, credit risk, systematic risk, and systemic risk during the 2009-13 period. We find only weak evidence that stress tests after...

Persistent link: https://www.econbiz.de/10013033820