Abbas, Faisal; Ali, Shoaib; Rubbaniy, Ghulame - In: Journal of applied economics 24 (2021) 1, pp. 71-90
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...