Purpose: The purpose of this paper is to examine how specific macroeconomic indicators and conditions impact short- and long-run loan delinquency rates among US commercial banks under various economic episodes. Design/methodology/approach: The study employs an autoregressive distributed lag...

Purpose: This study examines dynamics of global and regional financial market efficiency; and how specific features of the market and other conditions influence variability in such efficiency. Design/methodology/approach: The study employs fixed effects statistical approach in its examination...