Omnibus likelihood ratio tests (public sector banks)
| Predictor | χ2 | df | p |
|---|---|---|---|
| % change in FED rates (2) | 2.78E−13 | 1 | 1 |
| Bank of Baroda | 1.75E−12 | 1 | 1 |
| Bank of India | 2.42E−12 | 1 | 1 |
| Bank of Maharashtra | 9.72E−11 | 1 | 1 |
| Canara Bank | 6.77E−11 | 1 | 1 |
| Central Bank of India | 6.52E−11 | 1 | 1 |
| Indian Bank | 9.75E−11 | 1 | 1 |
| Indian Overseas Bank | 9.66E−11 | 1 | 1 |
| Punjab National Bank | 1.33E−12 | 1 | 1 |
| State Bank of India | 12 | 1 | <0.001 |
| UCO Bank | 7.97E−10 | 1 | 1 |
| Union Bank of India | 1.42E−10 | 1 | 1 |
| Predictor | df | ||
|---|---|---|---|
| % change in FED rates (2) | 2.78E−13 | 1 | 1 |
| Bank of Baroda | 1.75E−12 | 1 | 1 |
| Bank of India | 2.42E−12 | 1 | 1 |
| Bank of Maharashtra | 9.72E−11 | 1 | 1 |
| Canara Bank | 6.77E−11 | 1 | 1 |
| Central Bank of India | 6.52E−11 | 1 | 1 |
| Indian Bank | 9.75E−11 | 1 | 1 |
| Indian Overseas Bank | 9.66E−11 | 1 | 1 |
| Punjab National Bank | 1.33E−12 | 1 | 1 |
| UCO Bank | 7.97E−10 | 1 | 1 |
| Union Bank of India | 1.42E−10 | 1 | 1 |
Source(s): Table by author
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