Guiseppe Ambrosini

University of Milan

Via Festa del Perdono, 7

Milan, 20122

Italy

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Scholarly Papers (1)

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Stressing Bank's Asset Variance: The Impact of the 2014 Comprehensive Assessment on the CDS-Stock Relationship

Number of pages: 28 Posted: 20 Feb 2016 Last Revised: 25 Feb 2016
Giovanni Covi and Guiseppe Ambrosini
European Central Bank (ECB) and University of Milan
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Abstract:

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Stock-CDS Relationship, Informational Efficiency, Stress Test, ECB