Using GMM framework on the data of the US commercial banks spanning over 2002 to 2018, this study shows that banks adjust their regulatory capital ratios faster than traditional capital ratios. Our results show that the speed of adjustment of regulatory capital ratios and traditional capital...

Excessive accumulation of foreign exchange reserves has emerged as an incredible monetary tool particularly after the East Asian crisis of 1997 which somehow seems able not only to stimulate economy but also to stabilize most vulnerable variables like exchange rate, debts and deficits. However...

This study tries to calculate value at risk at Asian emerging stock markets of daily, weekly and monthly stock returns by calculating its log returns. This study also ranks equity markets on the basis on Sharpe ratio and risk adjusted returns. This process helps investors to gauge these stock...