The purpose of this paper is to provide banking regulators with another tool to crosscheck the appropriateness and consistency of levels of capital adequacy for banks. The process begins by examining banking systems and focuses on market risks and the systemic risks associated with growing...

The purpose of this study is to examine dynamic interactions and long-term equilibrium relationships between banking stock returns and key monetary variables in a period of relative economic stability, post financial deregulation in Australia. The importance of the study lies in its...

In Eurobanking, the London Interbank Offered Rate is often assumed to be the reference rate for Eurocurrency loan transactions. A debate continues as to whether or not dominance by London is evident through the movements in interbank offered rates and whether any adverse shocks experienced there...

The over-reaction hypothesis suggests that if investors over-react then a contrarian strategy of buying losers and selling winners should earn significant abnormal returns. The results of the study show that there is an inverse relationship between size and observed returns in the Australian...

The inconclusive nature of the over-reaction hypothesis, combined with an inherent difficulty in isolating specific determinants, has meant that the controversy surrounding this model has been perpetuated within the financial economics literature. It is the objective of this study to examine...