Variable | DD | Idio Vol | ||
(1) | (2) | (1) | (2) | |
Tier 1 Cap (−1) | 2.242*** (0.491) |
| −0.198*** (0.0535) |
|
Tier 1 Lev (−1) |
| 3.853*** (1.145) |
| −0.167*** (0.0609) |
LLPGL (−1) | −0.522*** (0.0605) | −0.562*** (0.0618) | 0.0313*** (0.00834) | 0.0377*** (0.00790) |
COV (−1) | −0.0216 (0.0210) | −0.0227 (0.0196) | 0.00344*** (0.00130) | 0.00282*** (0.00105) |
TEXASR (−1) | −3.287*** (1.087) | −3.428*** (0.931) | 0.252*** (0.0758) | 0.240*** (0.0699) |
SIZE (−1) | −0.0254 (0.0401) | −0.0123 (0.0330) | −0.00194* (0.00107) | −0.00268** (0.00108) |
LIQ (−1) | −1.076*** (0.132) | −1.146*** (0.145) | 0.0310** (0.0125) | 0.0337*** (0.0108) |
EFF (−1) | −0.263*** (0.0394) | −0.257*** (0.0368) | 0.00303 (0.00902) | 0.00849 (0.00697) |
ΔGDP (−1) | 0.0261 (0.0662) | 0.0103 (0.0686) | −0.0420*** (0.0137) | −0.0414*** (0.0139) |
EURIBOR (−1) | 47.93*** (11.94) | 46.47*** (12.76) | 3.254 (2.550) | 3.294 (2.643) |
HHI (−1) | 0.145 (0.204) | 0.131 (0.198) | 0.0141 (0.0149) | 0.0124 (0.0134) |
Time FE | Yes | Yes | Yes | Yes |
Country FE | Yes | Yes | Yes | Yes |
Cluster S.E. Bank | Yes | Yes | Yes | Yes |
Observations | 2622 | 2622 | 2620 | 2620 |