Table 8

Descriptive statistics

VariableObs.MeanStd.MinMax
For investigating the driving role of shadow banking
CODCR10833.2509.47910.72048.030
MLFR10812.0704.5121.34218.190
nonMLFR10821.1805.5888.93930.750
SBR10824.8305.25417.15032.710
FER10868.5205.56359.44082.250
Treasury_yield1082.4910.4971.2443.746
dM1_M21081.7106.323−15.20011.700
TreasuryIssueR1081.4890.8490.1344.090
gM210810.2001.7228.00014.000
CPI1081.7391.117−0.5005.400
NIM1082.1120.2101.6922.540
GREI1084.8268.471−16.30038.300
lnFE10810.3700.05110.31010.550
gTrade1084.59714.29−22.41067.790
exchangerate1086.7090.2946.2037.309
dr0071082.5860.5611.5564.650
giav1085.8836.633−25.87052.340
lnstockfin1088.1640.4566.8698.896
For investigating the role of CMP and shadow banking in bank risk
CODCR8,0480.3110.0830.0790.423
MLFR8,0480.1220.0400.0130.169
nonMLFR8,0480.1890.0510.0630.271
SBR8,0480.2640.0450.1840.327
Bank risk8,0480.7810.4930.000411.010
lnTA8,04826.6401.45623.1531.170
profit8,0480.0070.003−0.0090.025
CAR8,04813.4701.7039.96026.170
RWAR8,0480.6770.2120.2266.957
LDR8,0481.4220.3130.63612.140
LEV8,0480.0750.0140.0460.217
NPL8,0481.5830.6700.04018.450
shareholderratio8,04821.64019.1802.340100.000
board8,04812.9102.4935.00020.000
iboard8,0480.3090.0910.0000.625
provisioncoverage8,0484.0071.4320.0008.000
EPU18,048251.500211.600102.4004,935
CPIEG8,048526.8237.482.09970.800
a_hs300return8,04814.3330.85−38.30178.900
dr0078,0480.00020.003−0.0070.009
gM28,0482.4480.3741.4644.596

Source(s): The table is created by authors

or Create an Account

Close Modal
Close Modal