Market reactions to the ECB’s Comprehensive Assessment

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 140
Issue: C
Pages: 1-5

Authors (2)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:140:y:2016:i:c:p:1-5
Journal Field
General
Author Count
2
Added to Database
2026-01-25