ИСТИНА

The value of financial instruments (stocks) is determined not only by the received cash flow of income (yield), but also by future prospects for continuing to receive the same income (risks). Therefore, the impact of macroprudential policy measures on stock prices may occur through changes in the level of perception of market risks. Purpose of this work - assess the effectiveness of macroprudential policy using a pseudo-experimental assessment of the relationship between bank quotes and anti-crisis support measures. To do this, we use the difference-in-differences method.