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%