Variable Name
Variable Definitions
Risk
VOL
Standard deviation of log yield
Franchise value
Q
Tobin Q
Bank individual characteristics
CIR
NIC
SIZE
logarithm of bank assets
LOAN
Macroeconomic characteristics
GDP
quarterly real GDP growth rate
|
| Variable Name | Variable Definitions |
| Risk | VOL | Standard deviation of log yield |
| Franchise value | Q | Tobin Q |
| Bank individual characteristics | CIR |
|
| NIC |
| |
| SIZE | logarithm of bank assets | |
| LOAN |
| |
| Macroeconomic characteristics | GDP | quarterly real GDP growth rate |