Discussion Paper
What Equity Markets Said About Brexit-Related Costs to U.S. Banks
Abstract: In this note, we use data on stock prices and betting market odds of Brexit for the period leading to and including the vote to estimate the magnitude of markets-implied costs of Brexit for U.S. banks.
https://doi.org/10.17016/2573-2129.41
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File(s): File format is application/pdf https://www.federalreserve.gov/econres/notes/ifdp-notes/what-equity-markets-said-about-brexit-related-costs-to-us-banks-20180202.pdf
Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: IFDP Notes
Publication Date: 2018-02-02
Number: 2018-02-02