Title:

Do Stress Tests Matter? A Study on the Impact of the Disclosure of Stress Test Results on European Financial Stocks and CDS Markets

Authors:

Carlos Alves (U Porto, CMVM)
Victor Mendes (U Évora, CMVM)
Paulo Pereira da Silva (CMVM)

Journal:

Applied Economics

Year:

2015

Volume:

47

Number:

10-12

Pages:

1213-1229

JEL codes:

G14 - Information and Market Efficiency; Event Studies
G2 - Financial Institutions and Services
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages