Table 6

Simple slope test of the relationship between ESG score and brand value at different levels of bank size and risk

1234
High size-High RWAHigh size-Low RWALow size-High RWALow size-Low RWA
Gradient of simple slope0.076*−0.015−0.003−0.005
 (2.307)(−0.407)(−0.116)(−0.237)

Note(s): *denotes significance at 5%, with t-statistics in parentheses

Source(s): Authors' own work

or Create an Account

Close Modal
Close Modal