Table A3 Correlation matrix Variables... | Emerald Publishing

Table A3

Correlation matrix

Variables	BanZ score	YOYOFI/TFA	Bank5Conc	BankC_I	BankNIM	BankCRAR	StockTr	OSpublicDebt	GDP	Inflation	Crisis
BankZscore	1
YOYOFI/TFA	−0.0279	1
Bank5Conc	0.3429	−0.0065	1
BankC_I	−0.1978	−0.0388	−0.0554	1
BankNIM	−0.4974	0.0832	−0.083	0.312	1
BankCRAR	−0.3758	−0.009	0.0149	0.0974	0.4277	1
StockTr	0.3384	0.0943	0.1167	−0.5473	−0.349	−0.1674	1
OSpublicDebt	0.3395	−0.0491	0.3667	0.339	0.1495	0.1119	−0.0305	1
GDP	0.0602	0.2271	−0.1633	−0.3378	−0.2678	−0.2489	0.4019	−0.1944	1
Inflation	−0.3801	−0.0016	0.0052	0.1631	0.595	0.0868	−0.2261	−0.1436	−0.1471	1
Crisis	0.0045	−0.0481	0.0288	−0.0002	−0.0041	0.0227	0.0981	−0.0543	−0.1235	−0.0159	1

Variables	BanZ score	YOYOFI/TFA	Bank5Conc	BankC_I	BankNIM	BankCRAR	StockTr	OSpublicDebt	GDP	Inflation	Crisis
BankZscore	1
YOYOFI/TFA	−0.0279	1
Bank5Conc	0.3429	−0.0065	1
BankC_I	−0.1978	−0.0388	−0.0554	1
BankNIM	−0.4974	0.0832	−0.083	0.312	1
BankCRAR	−0.3758	−0.009	0.0149	0.0974	0.4277	1
StockTr	0.3384	0.0943	0.1167	−0.5473	−0.349	−0.1674	1
OSpublicDebt	0.3395	−0.0491	0.3667	0.339	0.1495	0.1119	−0.0305	1
GDP	0.0602	0.2271	−0.1633	−0.3378	−0.2678	−0.2489	0.4019	−0.1944	1
Inflation	−0.3801	−0.0016	0.0052	0.1631	0.595	0.0868	−0.2261	−0.1436	−0.1471	1
Crisis	0.0045	−0.0481	0.0288	−0.0002	−0.0041	0.0227	0.0981	−0.0543	−0.1235	−0.0159	1

Source(s): Authors' own creation