Table XVII. Regression model II results...

Table XVII.

Regression model II results – IBs before crisis

	Standardized coefficients beta	t	Sig.
Constant		−0.081	0.943
E1	0.132	0.251	0.826
E2	0.890	3.169	0.087
E4	0.776	2.712	0.113
E5	−0.115	−0.214	0.851
E6	2.864	12.244	0.007
E7	0.189	0.338	0.768
E8	0.165	0.824	0.497
E10	1.249	4.956	0.038
E11	−0.906	−3.216	0.085
E13	−0.218	−0.736	0.538
E14	−0.375	−1.579	0.255
E15	−1.277	−2.240	0.154
E16	−2.670	−13.276	0.006
Dependent variable: credit risk
R-squared		0.999
Adjusted R-squared		0.993
Durbin–Watson		3.211
F Statistics		162.646
Overall model sig.		0.061

	Standardized coefficients beta	t	Sig.
Constant		−0.081	0.943
E1	0.132	0.251	0.826
E2	0.890	3.169	0.087
E4	0.776	2.712	0.113
E5	−0.115	−0.214	0.851
E6	2.864	12.244	0.007
E7	0.189	0.338	0.768
E8	0.165	0.824	0.497
E10	1.249	4.956	0.038
E11	−0.906	−3.216	0.085
E13	−0.218	−0.736	0.538
E14	−0.375	−1.579	0.255
E15	−1.277	−2.240	0.154
E16	−2.670	−13.276	0.006
Dependent variable: credit risk
R-squared		0.999
Adjusted R-squared		0.993
Durbin–Watson		3.211
F Statistics		162.646
Overall model sig.		0.061