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Do stress tests matter? : a stury on the impact of the disclosure of stress test results on European financial stocks and CDS markets
Alves, Carlos; Mendes, Victor; Silva, Paulo Pereira da - In: Applied economics 47 (2015) 10/12, pp. 1213-1229
Persistent link: https://www.econbiz.de/10010486256
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On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions
Georgoutsos, Demetris A.; Moratis, G. - In: Empirica : journal of european economics 48 (2021) 4, pp. 977-1008
Persistent link: https://www.econbiz.de/10012651683
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Why did bank stocks crash during COVID-19?
Acharya, Viral V.; Engle, Robert F.; Steffen, Sascha - In: Covid economics : vetted and real-time papers (2021) 76, pp. 1-57
Persistent link: https://www.econbiz.de/10012601641
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Do CDS maturities matter in the evaluation of the information content of regulatory banking stress tests? : evidence from European and US stress tests
Agbodji, Amavi S. S.; Nys, Emmanuelle; Sauviat, Alain - In: Revue économique : revue bimestrielle 72 (2021) 1, pp. 65-102
Persistent link: https://www.econbiz.de/10012607004
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Why Did Bank Stocks Crash during COVID-19?
Acharya, Viral V.; Engle, Robert F.; Steffen, Sascha - 2021
We provide evidence consistent with a “credit-line drawdown channel” to explain the large and persistent crash of bank stock prices during the COVID-19 pandemic. Stock prices of banks with large ex-ante exposures to undrawn credit lines and large ex-post gross drawdowns declined more,...
Persistent link: https://www.econbiz.de/10013233941
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The information content of stress test announcements
Guerrieri, Luca; Modugno, Michele - 2021
Persistent link: https://www.econbiz.de/10012438012
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Why Did Bank Stocks Crash During COVID-19?
Acharya, Viral V.; Engle, Robert F.; Steffen, Sascha - National Bureau of Economic Research - 2021
We study the crash of bank stock prices during the COVID-19 pandemic. We find evidence consistent with a "credit line drawdown channel". Stock prices of banks with large ex-ante exposures to undrawn credit lines as well as large ex-post gross drawdowns decline more. The effect is attenuated for...
Persistent link: https://www.econbiz.de/10012496112
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Why did bank stocks crash during COVID-19?
Acharya, Viral V.; Engle, Robert F.; Jager, Maximilian; … - In: The review of financial studies 37 (2024) 9, pp. 2627-2684
Persistent link: https://www.econbiz.de/10015046486
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Do insurance stress tests matter? : evidence from the EU-wide insurance stress tests
Jakubik, Petr; Teleu, Saida - In: Risk management : an international journal 26 (2024) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10015048946
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The information content of stress test announcements
Guerrieri, Luca; Modugno, Michele - In: Journal of banking and finance 160 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015065725