Market reactions to the ECB’s Comprehensive Assessment

作者: Cenkhan Sahin , Jakob de Haan

DOI: 10.1016/J.ECONLET.2015.12.011

关键词:

摘要: Abstract Using an event study approach, we examine financial markets’ reactions to the publication of ECB’s Comprehensive Assessment banks in euro area. Our results suggest that banks’ stock market prices and CDS spreads generally showed no reaction.

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