All Outputs (2)

Informational Value and Abnormal Stock Returns: An Event Study of EU-Wide Stress Tests from 2010 to 2018 (2023)
Thesis
Gauer, K. Informational Value and Abnormal Stock Returns: An Event Study of EU-Wide Stress Tests from 2010 to 2018. (Thesis). Edinburgh Napier University

Since the global financial crisis (2007-2009), supervisory stress testing has become increasingly important. Previous studies of banks’ abnormal stock returns in response to EU-wide stress test results have produced inconsistent and contradictory res... Read More about Informational Value and Abnormal Stock Returns: An Event Study of EU-Wide Stress Tests from 2010 to 2018.

Ethical Issues in Financial Stress Testing (2021)
Book Chapter
Gauer, K. (2021). Ethical Issues in Financial Stress Testing. In M. Minhat, & N. Dzolkarnaini (Eds.), Ethical Discourse in Finance (223-246). Palgrave Macmillan. https://doi.org/10.1007/978-3-030-81596-7_11

This chapter provides insights on ethical issues inherent in financial stress testing. A simple normative framework is developed based on a set of normative principles. The framework serves as an analytical lens for the ethical discussion of differen... Read More about Ethical Issues in Financial Stress Testing.