Market reactions to the ECB’s Comprehensive Assessment
Cenkhan Sahin and
Jakob de Haan ()
Economics Letters, 2016, vol. 140, issue C, 1-5
Using an event study approach, we examine financial markets’ reactions to the publication of the ECB’s Comprehensive Assessment of banks in the euro area. Our results suggest that banks’ stock market prices and CDS spreads generally showed no reaction.
Keywords: ECB Comprehensive Assessment; Stress tests; Bank equity returns; CDS spreads (search for similar items in EconPapers)
JEL-codes: G21 G28 (search for similar items in EconPapers)
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Working Paper: Market reactions to the ECB's Comprehensive Assessment (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:140:y:2016:i:c:p:1-5
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