Title:

Stress Testing by Financial Intermediaries: Implications for Portfolio Selection and Asset Pricing

Authors:

Gordon Alexander (U Minnesota)
Alexandre M. Baptista (George Washington U)

Journal:

Journal Of Financial Intermediation

Year:

2009

Volume:

18

Pages:

65-92

JEL codes:

G11 - Portfolio Choice; Investment Decisions
G12 - Asset Pricing; Trading volume; Bond Interest Rates