Stress tests and information disclosure
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"Runs versus Lemons: Information Disclosure and Fiscal Capacity,"
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Citations
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Cited by:
- Garcia, Daniel & Tsur, Matan, 2021. "Information design in competitive insurance markets," Journal of Economic Theory, Elsevier, vol. 191(C).
- Dmitry Orlov & Pavel Zryumov & Andrzej Skrzypacz, 2023.
"The Design of Macroprudential Stress Tests,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(11), pages 4460-4501.
- Orlov, Dmitry & Zryumov, Pavel & Skrzypacz, Andrzej, 2017. "Design of Macro-prudential Stress Tests," Research Papers 3548, Stanford University, Graduate School of Business.
- Dmitry Orlov & Andy Skrzypacz & Pavel Zryumov, 2018. "Design of Macro-prudential Stress Tests," 2018 Meeting Papers 913, Society for Economic Dynamics.
- Rosar, Frank, 2017. "Test design under voluntary participation," Games and Economic Behavior, Elsevier, vol. 104(C), pages 632-655.
- Fausto Pacicco & Luigi Vena & Andrea Venegoni, 2017. "Full disclosure and financial stability: how does the market digest the transparency shock?," LIUC Papers in Economics 305, Cattaneo University (LIUC).
- Carboni, Marika & Fiordelisi, Franco & Ricci, Ornella & Lopes, Francesco Saverio Stentella, 2017. "Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union," Journal of Banking & Finance, Elsevier, vol. 74(C), pages 122-132.
- Jungherr, Joachim, 2018.
"Bank opacity and financial crises,"
Journal of Banking & Finance, Elsevier, vol. 97(C), pages 157-176.
- Joachim Jungherr, 2016. "Bank Opacity and Financial Crises," Working Papers 882, Barcelona School of Economics.
- Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2015. "Liquidity hoarding and interbank market rates: The role of counterparty risk," Journal of Financial Economics, Elsevier, vol. 118(2), pages 336-354.
- Michal Kowalik, 2016. "Opacity and Disclosure in Short-Term Wholesale Funding Markets," Supervisory Research and Analysis Working Papers RPA 16-2, Federal Reserve Bank of Boston.
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More about this item
Keywords
Bayesian persuasion; Optimal disclosure; Stress tests;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2015-03-13 (Banking)
- NEP-CBA-2015-03-13 (Central Banking)
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