Título:

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

Autores:

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

Revista:

Journal Of Financial Intermediation

Ano:

2009

Volume:

18

Páginas:

65-92

Códigos JEL:

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