Variable | Z-Score | ||
(1) | (2) | (3) | |
TREATED*POSTSHOCK | 0.535* (0.291) | 0.527* (0.292) | 0.534* (0.316) |
TREATED | −1.308*** (0.346) | −1.298*** (0.349) | −1.483*** (0.485) |
D_POSTSHOCK | −0.0954 (0.158) | 7.123*** (1.190) | 6.557*** (1.295) |
LLPGL (−1) | −1.286*** (0.374) | −1.275*** (0.373) | −0.969** (0.463) |
COV (−1) | −0.762*** (0.231) | −0.761*** (0.229) | −0.826*** (0.267) |
TEXASR (−1) | −25.98*** (5.193) | −25.86*** (5.232) | −24.22*** (7.091) |
SIZE (−1) | −0.0784 (0.0884) | −0.0775 (0.0876) | −0.136 (0.109) |
LIQ (−1) | −0.818 (0.725) | −0.740 (0.733) | −1.087 (0.774) |
EFF (−1) | −0.659* (0.385) | −0.697* (0.376) | −0.109 (0.425) |
ΔGDP (−1) | −1.064 (0.667) | −1.802* (0.940) | −0.791 (1.156) |
EURIBOR (−1) | 0.138 (0.549) | 0.137 (0.549) | 0.136 (0.549) |
HHI (−1) | −1.057** (0.431) | −1.036** (0.434) | −3.133 (4.397) |
Time FE | No | Yes | Yes |
Country FE | No | No | Yes |
Cluster S.E. Bank | Yes | Yes | Yes |
Observations | 273 | 273 | 273 |