Omnibus likelihood ratio tests (private banks)
| Predictor | χ2 | df | p |
|---|---|---|---|
| % change in FED rates (2) | 0.8033 | 1 | 0.37 |
| Axis Bank | 0.5367 | 1 | 0.464 |
| City Union Bank | 2.2134 | 1 | 0.137 |
| DCB Bank | 3.0123 | 1 | 0.083 |
| Federal Bank | 3.936 | 1 | 0.037 |
| ICICI Bank | 1.3704 | 1 | 0.242 |
| HDFC Bank | 2.66 | 1 | 0.103 |
| IDFC Bank | 5.4534 | 1 | 0.02 |
| IndusInd Bank | 6.774 | 1 | 0.009 |
| Karur Vysya Bank | 3.4868 | 1 | 0.062 |
| Kotak Mahindra Bank | 4.7173 | 1 | 0.03 |
| South Indian Bank | 0.0282 | 1 | 0.867 |
| Yes Bank | 0.23 | 1 | 0.631 |
| Predictor | df | ||
|---|---|---|---|
| % change in FED rates (2) | 0.8033 | 1 | 0.37 |
| Axis Bank | 0.5367 | 1 | 0.464 |
| City Union Bank | 2.2134 | 1 | 0.137 |
| DCB Bank | 3.0123 | 1 | 0.083 |
| ICICI Bank | 1.3704 | 1 | 0.242 |
| HDFC Bank | 2.66 | 1 | 0.103 |
| Karur Vysya Bank | 3.4868 | 1 | 0.062 |
| South Indian Bank | 0.0282 | 1 | 0.867 |
| Yes Bank | 0.23 | 1 | 0.631 |
Source(s): Table by author
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