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  1. Impact of EU-wide insurance stress tests on equity prices and systemic risk
    Autor*in: Jakubik, Petr; Teleu, Saida
    Erschienen: [2021]
    Verlag:  Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, Prague

    Since the global financial crisis in 2007, stress tests have become standard tools for regulators and supervisors to assess the risks and vulnerabilities of financial sectors. To this end, the Insurance and Occupational Pensions Authority (EIOPA)... mehr

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DS 167
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    Since the global financial crisis in 2007, stress tests have become standard tools for regulators and supervisors to assess the risks and vulnerabilities of financial sectors. To this end, the Insurance and Occupational Pensions Authority (EIOPA) regularly performs EU-wide insurance stress tests. This paper analyses the impact of the conducted exercises in 2014, 2016 and 2018 on the equity prices of insurance companies. Using an event study framework, we find a statistically significant impact only for the publication of the 2018 exercise results. Our empirical analysis further suggests that the final version of technical specifications for the 2014 exercise, the initiation of public consultation, and the published stress test scenario of the 2018 exercise contributed to the decline in systemic risk. To our best knowledge, this is the first paper that investigates this topic for the European insurance sector. Our empirical results could help improve the communication and design of future stress test exercises.

     
    Export in Literaturverwaltung   RIS-Format
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/247392
    Schriftenreihe: IES working paper ; 2021, 25
    Schlagworte: European insurance sector; EU-wide insurance stress test; systemic risk; event study; equity prices
    Umfang: 1 Online-Ressource (circa 23 Seiten)
  2. Monetary policy, equity markets and the information effect
    Autor*in: He, Calvin
    Erschienen: April 2021
    Verlag:  Reserve Bank of Australia, [Sydney]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Export in Literaturverwaltung   RIS-Format
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
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    Schriftenreihe: Research discussion paper / Reserve Bank of Australia ; RDP 2021, 04
    Schlagworte: monetary policy; information effect; equity markets; equity prices; earnings forecasts
    Umfang: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  3. Global supply chain interdependence and shock amplification - evidence from Covid lockdowns
    Autor*in: Chen, Sally; Tsang, Eric; Zhang, Si Ying
    Erschienen: September 2023
    Verlag:  Bank for International Settlements, Monetary and Economic Department, [Basel]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 546
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    Export in Literaturverwaltung   RIS-Format
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: BIS working papers ; no 1123
    Schlagworte: supply chain; supply networks; amplification; equity prices
    Umfang: 1 Online-Ressource (circa 29 Seiten), Illustrationen