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March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?

Citations

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Cited by:

  1. Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2023. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Journal of Financial Intermediation, Elsevier, vol. 53(C).
  2. Beverly Hirtle & Anna Kovner, 2022. "Bank Supervision," Annual Review of Financial Economics, Annual Reviews, vol. 14(1), pages 39-56, November.
  3. Dimitris K. Chronopoulos & Lemonia M. Rempoutsika & John O. S. Wilson, 2024. "Audit committee oversight and bank financial reporting quality," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 51(1-2), pages 657-687, January.
  4. Thomas Ian Schneider & Philip E. Strahan & Jun Yang, 2020. "Bank Stress Testing: Public Interest or Regulatory Capture?," NBER Working Papers 26887, National Bureau of Economic Research, Inc.
  5. Lukas Ahnert & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2020. "Regulatory stress testing and bank performance," European Financial Management, European Financial Management Association, vol. 26(5), pages 1449-1488, November.
  6. Cecilia Parlatore, 2018. "Designing Stress Scenarios," 2018 Meeting Papers 1090, Society for Economic Dynamics.
  7. Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021. "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 53-69.
  8. Thomas Philippon & Pierre Pessarossi & Boubacar Camara, 2017. "Backtesting European Stress Tests," NBER Working Papers 23083, National Bureau of Economic Research, Inc.
  9. Iorgova, Silvia & Ross, Chase P., 2023. "Investor information and bank instability during the European debt crisis," Journal of Financial Stability, Elsevier, vol. 64(C).
  10. Paul Glasserman & Mike Li, 2022. "Should Bank Stress Tests Be Fair?," Papers 2207.13319, arXiv.org, revised May 2023.
  11. William M. Doerner & Michael J. Seiler & Vivian Wong, 2024. "Banking on Buffers: Balance Sheet Responses to Household Demand, Macroeconomic Conditions, and Monetary Policy," FHFA Staff Working Papers 24-08, Federal Housing Finance Agency.
  12. García, Raffi E. & Steele, Suzanne, 2022. "Stress testing and bank business patterns: A regression discontinuity study," Journal of Banking & Finance, Elsevier, vol. 135(C).
  13. Luu, Hiep Ngoc & Vo, Xuan Vinh, 2021. "The Impact of Supervisory Stress Tests on Bank Ex-Ante Risk-Taking Behaviour: Empirical Evidence from a Quasi-Natural Experiment," International Review of Financial Analysis, Elsevier, vol. 75(C).
  14. Paul Konietschke & Steven Ongena & Aurea Ponte Marques, 2022. "Stress tests and capital requirement disclosures: do they impact banks' lending and risk-taking decisions?," Swiss Finance Institute Research Paper Series 22-60, Swiss Finance Institute.
  15. Abad, Pilar & Robles, M.-Dolores & Alonso Orts, Carlos, 2023. "Stress testing programs and credit risk opacity of banks: USA vs Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
  16. Mr. Luis Brandão-Marques, 2016. "Stock Market Liquidity in Chile," IMF Working Papers 2016/223, International Monetary Fund.
  17. Lucas Hafemann & Peter Tillmann, 2021. "Lending Standards and the Business Cycle: Evidence from Loan Survey Releases," MAGKS Papers on Economics 202131, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  18. Flannery, Mark & Hirtle, Beverly & Kovner, Anna, 2017. "Evaluating the information in the federal reserve stress tests," Journal of Financial Intermediation, Elsevier, vol. 29(C), pages 1-18.
  19. Christos Floros & Efstathios Karpouzis & Nikolaos Daskalakis, 2024. "Stock Markets and Stress Test Announcements: Evidence from European Banks," Economies, MDPI, vol. 12(7), pages 1-11, July.
  20. Andrew F. Haughwout & Donald P. Morgan & Michael Neubauer & Maxim L. Pinkovskiy & Wilbert Van der Klaauw, 2022. "Nonconforming Preferences: Jumbo Mortgage Lending and Large Bank Stress Tests," Staff Reports 1029, Federal Reserve Bank of New York.
  21. 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.
  22. Ferretti, Riccardo & Venturelli, Valeria & Azzaretto, Alessandro, 2023. "Does individual SREP results reveal real news?," Finance Research Letters, Elsevier, vol. 57(C).
  23. Nguyen, Thach Vu Hong & Ahmed, Shamim & Chevapatrakul, Thanaset & Onali, Enrico, 2020. "Do stress tests affect bank liquidity creation?," Journal of Corporate Finance, Elsevier, vol. 64(C).
  24. Cortés, Kristle R. & Demyanyk, Yuliya & Li, Lei & Loutskina, Elena & Strahan, Philip E., 2020. "Stress tests and small business lending," Journal of Financial Economics, Elsevier, vol. 136(1), pages 260-279.
  25. Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2024. "Decoding market reactions: The certification role of EU-wide stress tests," Economic Modelling, Elsevier, vol. 139(C).
  26. Guerrieri, Luca & Modugno, Michele, 2024. "The information content of stress test announcements," Journal of Banking & Finance, Elsevier, vol. 160(C).
  27. Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2022. "The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?," Working Paper Series 2711, European Central Bank.
  28. Daniel Quigley & Ansgar Walther, 2024. "Inside and Outside Information," Journal of Finance, American Finance Association, vol. 79(4), pages 2667-2714, August.
  29. Cornett, Marcia Millon & Minnick, Kristina & Schorno, Patrick J. & Tehranian, Hassan, 2020. "An examination of bank behavior around Federal Reserve stress tests," Journal of Financial Intermediation, Elsevier, vol. 41(C).
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