Variable | Z-Score | ||
(1) | (2) | (3) | |
TREATED*POSTSHOCK | 0.945*** (0.316) | 0.957*** (0.315) | 0.984*** (0.330) |
TREATED | −0.727* (0.392) | −0.733* (0.394) | −0.734* (0.422) |
D_POSTSHOCK | −0.259 (0.200) | −0.286 (0.208) | −0.230 (0.225) |
LLPGL (−1) | −0.646* (0.375) | −0.661* (0.378) | −0.0346 (0.421) |
COV (−1) | −0.586 (0.373) | −0.590 (0.375) | −0.674** (0.325) |
TEXASR (−1) | −18.21** (7.544) | −18.23** (7.586) | −1.057 (8.649) |
SIZE (−1) | 0.102 (0.111) | 0.102 (0.111) | 0.0519 (0.160) |
LIQ (−1) | −0.895 (1.176) | −0.864 (1.164) | 0.208 (1.057) |
EFF (−1) | −0.706** (0.324) | −0.702** (0.325) | −0.228 (0.360) |
ΔGDP (−1) | −0.211 (0.512) | −0.701 (1.115) | −1.141 (1.258) |
EURIBOR (−1) | 0.110 (0.165) | 0.110 (0.165) | 0.110 (0.165) |
HHI (−1) | −0.277 (0.635) | −0.267 (0.634) | 1.354 (10.82) |
Time FE | No | Yes | Yes |
Country FE | No | No | Yes |
Cluster S.E. Bank | Yes | Yes | Yes |
Observations | 206 | 206 | 206 |