Banking stress test effects on returns and risks
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DOI: 10.1016/j.jbankfin.2020.105843
Abstract: Abstract We investigate the effects of the announcement and the disclosure of the clarification, methodology, and outcomes of the U.S. banking stress tests on banks’ equity prices, credit risk, systematic risk, and systemic risk. We… read more here.
Keywords: stress test; risk; stress tests; banking stress ... See more keywords