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. |
Published in: |
Empirica : journal of european economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-6911, ZDB-ID 1478725-8. - Vol. 48.2021, 4, p. 977-1008
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Subject: | EBA stress tests | Event study analysis | Factor models | Quantile regression analysis | Kapitaleinkommen | Capital income | Bank | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Ereignisstudie | Event study | Aktienmarkt | Stock market | EU-Staaten | EU countries | Stresstest | Stress test | Bankrisiko | Bank risk |
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