Pairwise matric correlations between variables
| Variables | CR | GRLO | ROA | ETA | LTA | DL | CTA | TA |
|---|---|---|---|---|---|---|---|---|
| CR | 1.0000 | |||||||
| ΔLO | −0.0226*** | 1.0000 | ||||||
| ROA | 0.1276*** | −0.0046 | 1.0000 | |||||
| ETA | −0.1273*** | −0.0144 | −0.1601*** | 1.0000 | ||||
| LTA | −0.1574*** | 0.0408*** | 0.1154*** | −0.0929*** | 1.0000 | |||
| DL | −0.0275*** | −0.0012 | −0.1423*** | 0.1569*** | −0.1055*** | 1.0000 | ||
| CTA | −0.3455*** | 0.0135 | −0.4079*** | 0.1681*** | 0.2210*** | 0.0737*** | 1.0000 | |
| TA | 0.0282*** | 0.1558*** | −0.0053 | −0.0837*** | −0.0191** | −0.0071 | −0.0693*** | 1.0000 |
| Variables | CR | GRLO | ROA | ETA | LTA | DL | CTA | TA |
|---|---|---|---|---|---|---|---|---|
| 1.0000 | ||||||||
| −0.0226 | 1.0000 | |||||||
| 0.1276 | −0.0046 | 1.0000 | ||||||
| −0.1273 | −0.0144 | −0.1601 | 1.0000 | |||||
| −0.1574 | 0.0408 | 0.1154 | −0.0929 | 1.0000 | ||||
| −0.0275 | −0.0012 | −0.1423 | 0.1569 | −0.1055 | 1.0000 | |||
| −0.3455 | 0.0135 | −0.4079 | 0.1681 | 0.2210 | 0.0737 | 1.0000 | ||
| 0.0282 | 0.1558 | −0.0053 | −0.0837 | −0.0191 | −0.0071 | −0.0693 | 1.0000 |
Notes: *p < 0.10; **p < 0.05; ***p < 0.01Source: Own calculations upon BilBank 2000 database from ABI (Associazione Bancaria Italiana)
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