Título:

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

Autores:

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

Revista:

Applied Economics

Ano:

2015

Volume:

47

Número:

10-12

Páginas:

1213-1229

Códigos JEL:

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