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Do stress tests matter? Evidence from the 2014 and 2016 stress tests. (2017). Kok, Christoffer ; Kapp, Daniel ; Gross, Marco ; Georgescu, Oana-Maria .
In: Working Paper Series.
RePEc:ecb:ecbwps:20172054.

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Cited: 14

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Cites: 57

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Cocites: 50

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  1. The disciplining effect of supervisory scrutiny in the EU-wide stress test. (2023). Pancaro, Cosimo ; Müller, Carola ; Ongena, Steven ; Muller, Carola ; Kok, Christoffer.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000687.

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  2. Does individual SREP results reveal real news?. (2023). Venturelli, Valeria ; Ferretti, Riccardo ; Azzaretto, Alessandro.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005561.

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  3. Enhancing Stress Tests by Adding Macroprudential Elements. (2022). Rappoport, David E ; Bassett, William F.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2022-22.

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  4. System-wide and banks internal stress tests: Regulatory requirements and literature review. (2021). Pliszka, Kamil.
    In: Discussion Papers.
    RePEc:zbw:bubdps:192021.

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  5. On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions. (2021). Georgoutsos, Dimitris ; Moratis, G.
    In: Empirica.
    RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-020-09496-0.

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  6. Do CDS maturities matter in the evaluation of the information content of regulatory banking stress tests? Evidence from European and US stress tests. (2021). NYS, Emmanuelle ; Sauviat, Alain ; Agbodji, Amavi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03267704.

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  7. The Information Content of Stress Test Announcements. (2021). Modugno, Michele ; Guerrieri, Luca.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-12.

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  8. Regulatory stress testing and bank performance. (2020). Weigert, Florian ; Vonhoff, Volker ; Vogt, Pascal ; Ahnert, Lukas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2003.

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  9. Market Information in Banking Supervision: The Role of Stress Test Design. (2020). Guembel, Alexander ; Ding, Haina .
    In: TSE Working Papers.
    RePEc:tse:wpaper:124671.

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  10. Banking stress test effects on returns and risks. (2020). de Haan, Jakob ; Neretina, Ekaterina ; Sahin, Cenkhan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301096.

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  11. How Banks Respond to NPLs? Evidence from the Euro Area. (2019). Marino, Immacolata ; Bruno, Brunella .
    In: CSEF Working Papers.
    RePEc:sef:csefwp:513.

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  12. The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision. (2019). Mongelli, Francesco Paolo ; Paolomongelli, Francesco ; Kok, Christoffer ; Cassola, Nuno.
    In: Working Papers.
    RePEc:mib:wpaper:424.

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  13. The Impact of Regulatory Stress Testing on Banks Equity and CDS Performance. (2018). Weigert, Florian ; Vonhoff, Volker ; Vogt, Pascal ; Ahnert, Lukas.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:14.

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  41. Sovereign and corporate credit risk: Evidence from the Eurozone. (2015). Colla, Paolo ; Bedendo, Mascia.
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  42. Sovereign risk, interbank freezes, and aggregate fluctuations. (2015). Große Steffen, Christoph ; Engler, Philipp.
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  43. Between capture and discretion - The determinants of distressed bank treatment and expected government support. (2015). Ignatowski, Magdalena ; Werger, Charlotte ; Korte, Josef .
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  44. Domestic creditors as last lenders in debt crises: a simple model with multiple equilibria. (2015). Gandr, Pauline .
    In: Economics Bulletin.
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  45. A theory of bazookas; or, when (and when not) to use large-scale official sector support. (2015). Frost, Jon.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:479.

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  46. Determinants and Valuation Effects of the Home Bias in European Banks Sovereign Debt Portfolios. (2015). Ioannidou, Vasso ; Huizinga, Harry ; Horvath, Balint.
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  47. Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis. (2015). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
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  48. Bank failure and bail-in: an introduction. (2015). Chennells, Lucy ; Wingfield, Venetia .
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0179.

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  49. Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis. (2014). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
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    RePEc:zbw:bubdps:452014.

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  50. Sovereign Defaults, Bank Runs, and Contagion. (2014). Luck, Stephan ; Schempp, Paul .
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2014_15.

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