Table VII Regression model results for...

Table VII

Regression model results for the crisis period (2008–2012)

	Model 1	Model 2	Model 3	Model 4
logZscore (t−1)	0.6244***	0.6013***	0.6408***	0.6242***
IslBank	−0.3097**	−0.3770**	−0.6413*	−0.3333**
CGFL_	−0.2918**	–	–	−0.2809*
WGI_	−0.1285**	−0.2064**	–	−0.1229*
DIClim_	0.0067	0.0032	0.0188	0.0065
ProRigIndex_	–	–	−0.0059	–
BanImpFamSt	–	0.3122	0.5225	–
BanImpGovSt	–	0.0841	−0.8038*	–
BanImpInsI~t	–	−0.5341*	−0.4559	–
Largeblock	–	–	–	−0.0129
Logtotass	0.0895	0.0928	0.1682	0.0884
EquAss_	0.7212**	0.8673*	1.5918*	0.6751*
NetLoamTotA_	0.0026	0.0060	0.0067	0.0025
GrowGroLoa~_	−0.0006**	−0.0008***	−0.0014***	−0.0006**
CosToInc_	0.0022	0.0020	0.0038	0.0022
GDPgro_	−0.0018***	−0.0021***	−0.0015	−0.0018***
_cons	1.9462**	0.5058	−0.0419	1.9126**
n	584	584	436	584
Hansen (p-value)	0.688	0.709	0.289	0.805
AR 2 (p-value)	0.158	0.221	0.774	0.155

	Model 1	Model 2	Model 3	Model 4
logZscore (t−1)	0.6244***	0.6013***	0.6408***	0.6242***
IslBank	−0.3097**	−0.3770**	−0.6413*	−0.3333**
CGFL_	−0.2918**	–	–	−0.2809*
WGI_	−0.1285**	−0.2064**	–	−0.1229*
DIClim_	0.0067	0.0032	0.0188	0.0065
ProRigIndex_	–	–	−0.0059	–
BanImpFamSt	–	0.3122	0.5225	–
BanImpGovSt	–	0.0841	−0.8038*	–
BanImpInsI~t	–	−0.5341*	−0.4559	–
Largeblock	–	–	–	−0.0129
Logtotass	0.0895	0.0928	0.1682	0.0884
EquAss_	0.7212**	0.8673*	1.5918*	0.6751*
NetLoamTotA_	0.0026	0.0060	0.0067	0.0025
GrowGroLoa~_	−0.0006**	−0.0008***	−0.0014***	−0.0006**
CosToInc_	0.0022	0.0020	0.0038	0.0022
GDPgro_	−0.0018***	−0.0021***	−0.0015	−0.0018***
_cons	1.9462**	0.5058	−0.0419	1.9126**
n	584	584	436	584
Hansen (p-value)	0.688	0.709	0.289	0.805
AR 2 (p-value)	0.158	0.221	0.774	0.155

Notes: See Table V. *,**,***Significant at 1, 5 and 10 per cent levels, respectively

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