Market reactions to the ECB’s Comprehensive Assessment
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DOI: 10.1016/j.econlet.2015.12.011
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Cited by:
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- Maria Rosa Borges & José Zorro Mendes & André Pereira, 2019. "The Value of Information: The Impact of European Union Bank Stress Tests on Stock Markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(4), pages 429-444, November.
- Iryna Okolelova & Jacob A. Bikker, 2022.
"The single supervisory mechanism: Competitive implications for the banking sectors in the euro area,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1818-1835, April.
- Iryna Okolelova & J.A. Bikker, 2019. "The Single Supervisory Mechanism: competitive implications for the banking sectors in the euro area," Working Papers 19-01, Utrecht School of Economics.
- Lazzari, Valter & Vena, Luigi & Venegoni, Andrea, 2017. "Stress tests and asset quality reviews of banks: A policy announcement tool," Journal of Financial Stability, Elsevier, vol. 32(C), pages 86-98.
- Breckenfelder, Johannes & Schwaab, Bernd, 2018.
"Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment,"
Journal of Empirical Finance, Elsevier, vol. 49(C), pages 247-262.
- Breckenfelder, Johannes & Schwaab, Bernd, 2018. "Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment," Working Paper Series 2193, European Central Bank.
- Arnould, Guillaume & Dehmej, Salim, 2016.
"Is the European banking system robust? An evaluation through the lens of the ECB׳s Comprehensive Assessment,"
International Economics, Elsevier, vol. 147(C), pages 126-144.
- Guillaume Arnould & Salim Dehmej, 2016. "Is the European banking system robust? An evaluation through the lens of the ECB?s Comprehensive Assessment," International Economics, CEPII research center, issue 147, pages 126-144.
- Andrieș, Alin Marius & Nistor, Simona & Ongena, Steven & Sprincean, Nicu, 2020. "On Becoming an O-SII (“Other Systemically Important Institution”)," Journal of Banking & Finance, Elsevier, vol. 111(C).
- Iryna Okolelova & Jacob A. Bikker, 2022.
"The single supervisory mechanism: Competitive implications for the banking sectors in the euro area,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1818-1835, April.
- Iryna Okolelova & Jacob Bikker, 2018. "The Single Supervisory Mechanism: competitive implications for the banking sectors in the euro area," DNB Working Papers 621, Netherlands Central Bank, Research Department.
- Iryna Okolelova & J.A. Bikker, 2019. "The Single Supervisory Mechanism: competitive implications for the banking sectors in the euro area," Working Papers 19-01, Utrecht School of Economics.
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More about this item
Keywords
ECB Comprehensive Assessment; Stress tests; Bank equity returns; CDS spreads;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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