HIGHLIGHTS
- who: Cenkhan Sahin from the University of Groningen University of Amsterdam, The Netherlands have published the paper: Banking stress test effects on returns and risks, in the Journal: (JOURNAL) of 24/03/2009
- what: The authors investigate the effects of the announcement and the disclosure of the clarification methodology and outcomes of the U.S. banking stress tests on banks' prices credit risk systematic risk and systemic risk. The authors focus the discussion on the interaction terms.
- how: To check whether the results are robust to using alternative market indices the authors reestimate . . .
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