European Debit Crisis | Factor1 | Factor2 | Factor3 | Factor4 |
Australia | 0.236 | 0.384 | 0.727 | 0.446 |
Brazil | −0.169 | 0.318 | −0.045 | 0.202 |
Canada | −0.232 | 0.393 | 0.310 | −0.557 |
China | −0.237 | 0.172 | −0.053 | 0.066 |
France | −0.189 | 0.269 | −0.319 | 0.109 |
Germany | −0.195 | 0.283 | −0.243 | 0.022 |
Italy | −0.243 | 0.401 | −0.115 | −0.057 |
Japan | −0.096 | 0.088 | −0.267 | 0.580 |
Russia | −0.201 | 0.202 | 0.010 | −0.001 |
UK | 0.628 | 0.292 | −0.288 | 0.043 |
US | 0.478 | 0.345 | −0.205 | −0.303 |
Variance explained | 49.1% | 26.3% | 8.6% | 6.4% |
Cumulative variance explained | 49.1% | 75.4% | 83.9% | 90.3% |