What Equity Markets Said About Brexit-Related Costs to U.S. Banks

Nicholas Coleman (), Friederike Niepmann and Stefan Walz

No 2018-02-02, IFDP Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: In this note, we use data on stock prices and betting market odds of Brexit for the period leading to and including the vote to estimate the magnitude of markets-implied costs of Brexit for U.S. banks.

Pages: 8
Date: 2018-02-02
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgin:2018-02-02

DOI: 10.17016/2573-2129.41

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