Discussion Paper
What Equity Markets Said About Brexit-Related Costs to U.S. Banks
Coleman, Nicholas S.; Niepmann, Friederike; Walz, Stefan (2018-02-02)
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.
IFDP Notes , Paper 2018-02-02